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Possibilistic Quasi-Mean Value and the Risk

Irina Georgescu, Possibilistic Quasi-Mean Value and the Risk. TUCS Technical Reports 864, Turku Centre for Computer Science, 2008.

Abstract:

This paper studies for the case of discrete possibilistic distributions, two models: one for possibilistic portfolios and one for the possibilistic risk aversion. The mathematical treatment of the two models is based on the notion of quasi-mean value, an indicator attached to a possibilistic distribution with a role similar with the one of the mean value in probability theory.

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BibTeX entry:

@TECHREPORT{tGeorgescu08b,
  title = {Possibilistic Quasi-Mean Value and the Risk},
  author = {Georgescu, Irina},
  number = {864},
  series = {TUCS Technical Reports},
  publisher = {Turku Centre for Computer Science},
  year = {2008},
  keywords = {fuzzy number, risk premium, possibilisty theory, risk aversion},
}

Belongs to TUCS Research Unit(s): Other

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