| Título |
Possibilistic models of risk management |
| Autores |
Georgescu I. , Kinnunen J. , LUCIA CASADEMUNT, ANA MARÍA |
| Publicación externa |
No |
| Medio |
Intell. Syst. Ref. Libr. |
| Alcance |
Article |
| Naturaleza |
Científica |
| Cuartil SJR |
3 |
| 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 |
| Miembros de la Universidad Loyola |
|
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