On distorted probabilities and m-separable fuzzy measures
نویسندگان
چکیده
منابع مشابه
Distorted Probabilities and m-Separable Fuzzy Measures
Distorted probabilities are an important family of fuzzy measures. In a recent paper we introduced m-dimensional distorted probabilities, which generalize the former and permit us to have a smooth transition from distorted probabilities to unconstrained ones. In this paper we introduce the union condition and the strict union condition, and we show that when these conditions hold for a fuzzy me...
متن کاملRisk Exchange with Distorted Probabilities
An exchange economy is considered, where agents (insurers/banks) trade risks. Decision making takes place under distorted probabilities, which are used to represent either rank-dependence of preferences or ambiguity with respect to real-world probabilities. Pricing formulas and risk allocations, generalising the results of Bühlmann (1980, 1984) are obtained via the construction of aggregate pre...
متن کاملExact capacities and star-shaped distorted probabilities
In this work, we are interested in capacities which are deformations of probability i.e v = f ◦ P . We characterize balanced, totally balanced, exact and convex capacities, by properties concerning the probability transformation function, f . We also give the explicit expression, in the case of a convex capacity v = f ◦ P , of a probability in the core of v which coincides with v on a given fin...
متن کاملA Study on Intuitionistic Fuzzy and Normal Fuzzy M-Subgroup, M-Homomorphism and Isomorphism
In this paper, we introduce some properties of an intuitionistic normal fuzzy m-subgroup of m- group with m-homomorphism and isomorphism. We study he image, the pre-image and the inverse mapping of the intuitionistic normal fuzzy m-subgroups.
متن کاملOptimal Risk Sharing under Distorted Probabilities
We study optimal risk sharing among n agents endowed with distortion risk measures. Our model includes market frictions that can either represent linear transaction costs or risk premia charged by a clearing house for the agents. Risk sharing under thirdparty constraints is also considered. We obtain an explicit formula for Pareto optimal allocations. In particular, we find that a stop-loss or ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2011
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2011.01.004