Multidimensional Possibilistic Risk Aversion

  • Irina Georgescu
Part of the Studies in Fuzziness and Soft Computing book series (STUDFUZZ, volume 274)


Most often situations of uncertainty from economic world have a high degree of complexity and several risk parameters. In a probabilistic modeling of such a situation of uncertainty these risk parameters are represented by a random vector. The study of multidimensional risk aversion by probabilistic methods appears in several papers [27], [49], [50], [54].


Utility Function Weighting Function Risk Aversion Fuzzy Number Random Vector 
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Copyright information

© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Department of Economic CyberneticsAcademy of Economic StudiesBucharestRomania

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