Multidimensional Possibilistic Risk Aversion
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 , , , .
KeywordsUtility Function Weighting Function Risk Aversion Fuzzy Number Random Vector
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