混合风险厌恶:概率和可能性方面

2011 IEEE 9th International Symposium on Applied Machine Intelligence and Informatics (SAMI) Pub Date : 2011-03-24 DOI:10.1109/SAMI.2011.5738889

I. Georgescu

{"title":"混合风险厌恶:概率和可能性方面","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":"{\"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}","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

摘要

本文引入了混合风险溢价，这是一个结合概率和可能性的概念。通过这种方法，对agent面对具有多个参数的不确定情况时的风险厌恶进行建模，其中一些参数是概率的，一些参数是可能的。本文的主要结果是一个混合风险厌恶的计算公式。该模型可应用于网格计算中的风险规避问题的研究。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Mixed risk aversion: Probabilistic and possibilistic aspects

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.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2011 IEEE 9th International Symposium on Applied Machine Intelligence and Informatics (SAMI)

自引率

0.00%

发文量