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Optimal Prevention with Possibilistic and Mixed Background Risk

Authors

Georgescu, Irina , LUCIA CASADEMUNT, ANA MARÍA

External publication

No

Means

New Math. Nat. Comput.

Scope

Article

Nature

Científica

JCR Quartile

✗

SJR Quartile

✗

SJR Impact

0.21

Web

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85044122418&doi=10.1142%2fS1793005718500035&partnerID=40&md5=546b99f2249c86fdd360ef76ffcc07a4

Publication date

01/03/2018

ISI

000427317200003

Scopus Id

2-s2.0-85044122418

DOI

10.1142/S1793005718500035

Abstract

In this paper, the effect of posibilistic or mixed background risk on the level of optimal prevention is studied. In the framework of five purely possibilistic or mixed models, necessary and sufficient conditions are found such that the level of optimal saving decreases or increases as a result of the actions of various types of background risk. This way our results complete those obtained by Courbage and Rey for some prevention models with probabilistic background risk.

Keywords

Possibilistic background risk; optimal prevention; optimal saving