Title Possibilistic models of risk management
Authors Georgescu I., Kinnunen J., LUCIA CASADEMUNT, ANA MARÍA, LUCIA CASADEMUNT, ANA MARÍA
External publication No
Means Intell. Syst. Ref. Libr.
Scope Article
Nature Científica
SJR Quartile 3
SJR Impact 0.19400
Area International
Web https://www.scopus.com/inward/record.uri?eid=2-s2.0-84929073432&doi=10.1007%2f978-3-319-17906-3_2&partnerID=40&md5=5d4470498352f54cf23058a7dbd3ceb0
Publication date 01/01/2015
ISI 000374493600003
Scopus Id 2-s2.0-84929073432
DOI 10.1007/978-3-319-17906-3_2
Abstract In the traditional treatment, risk situations are modeled by random variables. This chapter focuses on risk situations described by fuzzy numbers. The first goal of the chapter is to define and characterize possibilistic risk aversion and study some of its indicators. The second goal is the study of two possibilistic models of risk management: a coinsurance problem and an investment portfolio problem. © Springer International Publishing Switzerland 2015.
Keywords Coinsurance; Fuzzy sets; Possibility; Risk management; Static portfolio
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