| Title | 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 |
| SJR Quartile | 3 |
| 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 |
| Universidad Loyola members |
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