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Possibilistic Risk Aversion

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  • Georgescu, Irina

Abstract

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  • Georgescu, Irina, 2008. "Possibilistic Risk Aversion," Working Papers 476, IAMSR, Åbo Akademi.
    • Handle: RePEc:amr:wpaper:476
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    File URL: http://iamsr.abo.fi/publications/openFile.php?pub_id=476
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    References listed on IDEAS

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    1. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
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    Cited by:

    1. Georgescu, Irina & Kinnunen, Jani, 2020. "The interest rate for saving as a possibilistic risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    2. Irina Georgescu, 2018. "Possibilistic investment models with background risk," Papers 1901.10556, arXiv.org.
    3. Irina Georgescu, 2019. "Expected utility operators and coinsurance problem," Papers 1908.06927, arXiv.org.
    4. Irina Georgescu & Louis Aimé Fono, 2019. "A Portfolio Choice Problem in the Framework of Expected Utility Operators," Mathematics, MDPI, vol. 7(8), pages 1-16, July.
    5. Irina Georgescu & Jani Kinnunen, 2013. "A risk approach by credibility theory," Fuzzy Information and Engineering, Springer, vol. 5(4), pages 399-416, December.
    6. Luukka, Pasi & Collan, Mikael, 2015. "New fuzzy insurance pricing method for giga-investment project insurance," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 22-29.
    7. Irina Georgescu, 2013. "Possibilistic risk aversion and coinsurance problem," Fuzzy Information and Engineering, Springer, vol. 5(2), pages 221-233, June.
    8. Georgescu, Irina, 2008. "Revealed Preference Indicators for Fuzzy Choice Functions," Working Papers 475, IAMSR, Åbo Akademi.

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    More about this item

    Keywords

    Risk Aversion; Risk Premium; Possibility Theory;
    All these keywords.

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