Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
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Publication:1701923
DOI10.1007/s00500-016-2069-2zbMath1409.91131OpenAlexW2271453795MaRDI QIDQ1701923
Pasi Luukka, Mikael Collan, Mario Fedrizzi
Publication date: 27 February 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-016-2069-2
coinsurance ratefuzzy pay-off methodgiga-investmentsgroup possibilistic risk aversion and premiumpossibilistic risk
Decision theory (91B06) Utility theory (91B16) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (4)
The effect of prudence on the optimal allocation in possibilistic and mixed models ⋮ Expected utility operators and coinsurance problem ⋮ Review of fuzzy investment research considering modelling environment and element fusion ⋮ A fuzzy logic algorithm for optimizing the investment decisions within companies
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