Expected utility operators and possibilistic risk aversion

DOI10.1007/s00500-012-0851-3zbMath1269.91031OpenAlexW2073259130MaRDI QIDQ2392557

Irina Georgescu

Publication date: 1 August 2013

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-012-0851-3

zbMATH Keywords

fuzzy numberpossibilistic risk aversionexpected utility operators

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (4)

Expected utility operators and coinsurance problem ⋮ On risk aversion under fuzzy random data ⋮ Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• A possibilistic approach to risk aversion
• Possibilistic risk aversion
• Default reasoning and possibility theory
• Fuzzy sets and systems. Theory and applications
• Fuzzy sets as a basis for a theory of possibility
• On weighted possibilistic mean and variance of fuzzy numbers
• A possibilistic approach to selecting portfolios with highest utility score
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
• On possibilistic correlation
• An Economic Index of Riskiness
• Risk Aversion in the Small and in the Large
• Uncertainty theory
• Fuzzy reasoning in decision making and optimization
• On possibilistic mean value and variance of fuzzy numbers

This page was built for publication: Expected utility operators and possibilistic risk aversion