Possibilistic risk aversion and coinsurance problem

DOI10.1007/S12543-013-0136-2MaRDI QIDQ5216848zbMATH OpenOpenAlexFDO

Authors Irina Georgescu

Publication date 20 February 2020

Published in Fuzzy Information and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12543-013-0136-2

zbMATH Keywords

coinsurance ratepossibilistic risk aversionrisk premium

Mathematics Subject Classification ID

Risk models (general) (91B05) Actuarial mathematics (91G05)

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Cites work

• A comparative analysis of possibilistic variances and covariances of fuzzy numbers
• A possibilistic approach to risk aversion
• Changes in Background Risk and Risk Taking Behavior
• Default reasoning and possibility theory
• Fuzzy sets
• Fuzzy sets and systems. Theory and applications
• Fuzzy sets as a basis for a theory of possibility
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• On interactive fuzzy numbers
• On possibilistic mean value and variance of fuzzy numbers
• On weighted possibilistic mean and variance of fuzzy numbers
• Possibilistic risk aversion
• Possibility for decision. A possibilistic approach to real life decisions.
• Possibility theory and the risk.
• Risk Aversion in the Small and in the Large
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

Cited in

(3)

• 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
• Expected utility operators and coinsurance problem

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