Publicaciones

Autores

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

Publicación externa

No

Medio

Intell. Syst. Ref. Libr.

Alcance

Article

Naturaleza

Científica

Cuartil JCR

✗

Cuartil SJR

✗

Impacto SJR

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

Fecha de publicacion

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.

Palabras clave

Coinsurance; Fuzzy sets; Possibility; Risk management; Static portfolio

Possibilistic models of risk management