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Possibilistic models of risk management

Authors

Georgescu I. , Kinnunen J. , LUCIA CASADEMUNT, ANA MARÍA

External publication

No

Means

Intell. Syst. Ref. Libr.

Scope

Article

Nature

Científica

JCR Quartile

✗

SJR Quartile

✗

SJR Impact

0.194

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