Title :
Credibilistic index of riskiness
Author :
Georgescu, I. ; Kinnunen, J.
Author_Institution :
Dept. of Econ. Cybern., Acad. of Econ. Studies, Bucharest, Romania
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;
Conference_Titel :
Computational Intelligence and Informatics (CINTI), 2011 IEEE 12th International Symposium on
Conference_Location :
Budapest
Print_ISBN :
978-1-4577-0044-6
DOI :
10.1109/CINTI.2011.6108498
