WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS

DOI10.1142/S0218488511007313zbMath1237.91082OpenAlexW1971511423MaRDI QIDQ2886923

Yuji Yoshida

Publication date: 14 May 2012

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488511007313

zbMATH Keywords

utility functionweighting functionrisk premiumweighted quasi-arithmetic meandownward riskthe first-order stochastic dominance

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Credit risk (91G40)

Related Items (2)

Weighted aggregation systems and an expectation level-based weighting and scoring procedure ⋮ Weighted Quasi-Arithmetic Means on Two-Dimensional Regions: An Independent Case

Cites Work

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• Generalized conjunction/disjunction
• Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations
• LSP method and its use for evaluation of Java IDEs
• Risk Aversion in the Small and in the Large
• On mean values

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