The connection between distortion risk measures and ordered weighted averaging operators
نویسندگان
چکیده
منابع مشابه
The connection between distortion risk measures and ordered weighted averaging operators
Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between ...
متن کاملCharacterization of the ordered weighted averaging operators
This paper deals with the characterization of two classes of monotonic and neutral (MN) aggregation operators . The first class corresponds to (MN) aggregators which are stable for the same positive linear transformations and present the ordered linkage property. The second class deals with (MN)-idempotent aggregators which are stable for positive linear transformations with same unit, independ...
متن کاملProbabilistic risk analysis using ordered weighted averaging (OWA) operators
The concepts of system load and capacity are pivotal in risk analysis. The complexity in risk analysis increases when the input parameters are either stochastic (aleatory uncertainty) and/or missing (epistemic uncertainty). The aleatory and epistemic uncertainties related to input parameters are handled through simulation-based parametric and non-parametric probabilistic techniques. The complex...
متن کاملExtended and infinite ordered weighted averaging and sum operators with numerical examples
This study discusses some variants of Ordered WeightedAveraging (OWA) operators and related information aggregation methods. Indetail, we define the Extended Ordered Weighted Sum (EOWS) operator and theExtended Ordered Weighted Averaging (EOWA) operator, which are applied inscientometrics evaluation where the preference is over finitely manyrepresentative works. As...
متن کاملSimilarity classifier with ordered weighted averaging operators
In this article we extend the similarity classifier to cover also Ordered Weighted Averaging (OWA) operators. Earlier, similarity classifier was mainly used with generalized mean operator, but in this article we extend this aggregation process to cover more general OWA operators. With OWA operators we concentrate on linguistic quantifier guided aggregation where several different quantifiers ar...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2013
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2013.02.008