Possibilistic risk aversion with many parameters
نویسندگان
چکیده
The study of risk aversion of an agent confronted by a risk situations with several parameters is an important topic of risk theory. It is tackled traditionally with probabilistic methods. When these do not offer an appropriate shaping we can use Zadeh’s possibility theory . In this paper a possibilistic model of risk aversion with several parameters is proposed. The notion of possibilistic risk premium vector is introduced as a measure of an agent’s risk aversion to a situation with several risk parameters. The main result of the paper is an approximate calculation formula of this indicator. The way we can apply this model in risk aversion evaluation in grid computing is sketched out.
منابع مشابه
Possibilistic Risk Aversion and Its Indicators
In the traditional treatment, risk situations are modeled by random variables. This paper focuses on risk situations described by fuzzy numbers. The goal of the paper is to define and characterize possibilistic risk aversion and study some of its indicators. Key–Words: Possibilistic risk aversion, possibilistic indicators
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