Expected utility operators and possibilistic risk aversion

DOI10.1007/S00500-012-0851-3MaRDI QIDQ2392557zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• An economic index of riskiness
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• Fuzzy reasoning in decision making and optimization
• Fuzzy sets and systems. Theory and applications
• Fuzzy sets as a basis for a theory of possibility
• On possibilistic correlation
• On possibilistic mean value and variance of fuzzy numbers
• On weighted possibilistic mean and variance of fuzzy numbers
• Possibilistic risk aversion
• Risk Aversion in the Small and in the Large
• Uncertainty theory
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

Cited in

(15)

• Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
• When can expected utility handle first-order risk aversion?
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Multidimensional possibilistic risk aversion
• 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
• Possibilistic risk aversion
• Expected utility operators and coinsurance problem
• Fuzzy expected utility
• A simple axiomatization of risk-averse expected utility
• Risk aversion, prudence and mixed optimal saving models
• scientific article; zbMATH DE number 4059 (Why is no real title available?)
• scientific article; zbMATH DE number 3936869 (Why is no real title available?)
• Spectral utility, Wiener-Hopf techniques, and rational expectations
• A possibilistic approach to risk aversion

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