Title of article
Possibilistic moment generating functions
Author/Authors
Paseka، نويسنده , , A. and Appadoo، نويسنده , , S.S. and Thavaneswaran، نويسنده , , A.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
6
From page
630
To page
635
Abstract
Following Carlsson and Fuller (2001) [2], recently Thavaneswaran et al. (2009) [1] have introduced higher order weighted possibilistic moments of fuzzy numbers. In this paper, we define the weighted possibilistic moment generating functions ( M G F ) of fuzzy numbers and obtain the closed form expressions for triangular, trapezoidal and parabolic fuzzy numbers. Applications involve derivation of higher order possibilistic moments of volatility models (see Thavaneswaran et al. (2009) [1] for details).
Keywords
Fuzzy numbers , Weighted possibilistic moments , Weighted possibilistic moment generating functions
Journal title
Applied Mathematics Letters
Serial Year
2011
Journal title
Applied Mathematics Letters
Record number
1527764
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