{"title":"Mixed risk aversion: Probabilistic and possibilistic aspects","authors":"I. Georgescu","doi":"10.1109/SAMI.2011.5738889","DOIUrl":null,"url":null,"abstract":"In this paper we introduce mixed risk premium, a notion which combines probabilistic and possibilistic aspects. This way the risk aversion of an agent faced with a situation of uncertainty with several parameters is modeled, among which some are probabilistic and some are possibilistic. The main result of the paper is a formula for the calculation of the mixed risk aversion. Our model can be applied for the study of risk aversion in grid computing.","PeriodicalId":202398,"journal":{"name":"2011 IEEE 9th International Symposium on Applied Machine Intelligence and Informatics (SAMI)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 IEEE 9th International Symposium on Applied Machine Intelligence and Informatics (SAMI)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SAMI.2011.5738889","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper we introduce mixed risk premium, a notion which combines probabilistic and possibilistic aspects. This way the risk aversion of an agent faced with a situation of uncertainty with several parameters is modeled, among which some are probabilistic and some are possibilistic. The main result of the paper is a formula for the calculation of the mixed risk aversion. Our model can be applied for the study of risk aversion in grid computing.
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