DocumentCode
2726520
Title
Credibilistic index of riskiness
Author
Georgescu, I. ; Kinnunen, J.
Author_Institution
Dept. of Econ. Cybern., Acad. of Econ. Studies, Bucharest, Romania
fYear
2011
fDate
21-22 Nov. 2011
Firstpage
195
Lastpage
198
Abstract
This paper treats risk theory by means of credibility theory. The focus is on risk situations represented by discrete fuzzy variables. They can be useful to an agent in the decision-making process of credibilistic risk problems. An index of riskiness of Aumann-Serrano type for discrete credibilistic gambles is defined and the proofs are provided. The main result of the paper is credibilistic version of Hart theorem for credibilistic gambles.
Keywords
decision making; fuzzy set theory; probability; risk analysis; Aumann-Serrano type riskiness index; Hart theorem; credibilistic riskiness index; credibility theory; decision making process; discrete credibilistic gambles; discrete fuzzy variables; risk theory; Economics; Fuzzy sets; Indexes; Presses; Probabilistic logic; Random variables; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Informatics (CINTI), 2011 IEEE 12th International Symposium on
Conference_Location
Budapest
Print_ISBN
978-1-4577-0044-6
Type
conf
DOI
10.1109/CINTI.2011.6108498
Filename
6108498
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