Credibilistic risk aversion

DOI10.1080/14697688.2016.1264617MaRDI QIDQ4555129zbMATH OpenOpenAlexFDO

Authors

Publication date 19 November 2018

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2016.1264617

zbMATH Keywords

credibilistic risk premiumcredibility theoryLR fuzzy intervalrisk aversion

Mathematics Subject Classification ID

Decision theory (91B06)

Recommendations

• A risk approach by credibility theory
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Cites work

• A risk approach by credibility theory
• A Theory of Disappointment Aversion
• Acyclic rationality indicators of fuzzy choice functions
• Additions of interactive fuzzy numbers
• Advances in prospect theory: cumulative representation of uncertainty
• Disappointment in Decision Making Under Uncertainty
• Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming
• Fuzzy sets as a basis for a theory of possibility
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• On the Theory of Risk Aversion
• Possibilistic risk aversion
• Prospect Theory: An Analysis of Decision under Risk
• Risk Aversion in the Small and in the Large
• Theory and practice of uncertain programming
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio

Cited in

(6)

• Possibilistic risk aversion
• On risk aversion under fuzzy random data
• Credibilistic value and average value at risk in fuzzy risk analysis
• A possibilistic approach to risk aversion
• A risk approach by credibility theory
• Risk-induced discounting

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