风险规避、最优储蓄和审慎的混合模型

Q3 Economics, Econometrics and Finance

Fuzzy Economic Review Pub Date : 2016-01-01 DOI:10.25102/FER.2016.02.03

I. Georgescu, J. Kinnunen

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引用次数: 3

摘要

本文的模型是针对混合风险情况，其中一个参数为模糊数，另一个参数为随机变量。提出了混合期望效用的三个概念作为这些模型的数学基础。本文的结果描述了agent在混合参数风险情况下的风险规避和审慎行为，以及最优储蓄在混合风险的影响下的变化。

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 MODELS FOR RISK AVERSION, OPTIMAL SAVING, AND PRUDENCE

The models of this paper refer to mixed risk situations: one parameter is a fuzzy number and the other is a random variable. Three notions of mixed expected utility are proposed as a mathematical basis of these models. The results of the paper describe risk aversion and prudence of an agent in front of a risk situation with mixed parameters and the changes of optimal saving as an effect of mixed risk.

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来源期刊

Fuzzy Economic Review Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

0.40

自引率

0.00%

发文量