Characterizing Credibilistic Comonotonicity of Fuzzy Vector in Fuzzy Decision Systems
نویسندگان
چکیده
The concept of comonotonicity is a useful tool for solving various problems in insurance and financial economics. The credibilistic comonotonicity of fuzzy vector is defined via its comonotonic support. In general case, the properties of comonotonic fuzzy vector are discussed based on the relation between the joint monotone distribution of a fuzzy vector and its marginal monotone distributions. A useful property of mutually independent fuzzy variables is characterized by comonotonic fuzzy vector. In the case of two-dimensional fuzzy vector, several equivalent characterizations for comonotonic fuzzy vector are established. The theoretical results obtained in this paper have potential applications in practical risk management problems. c ©2016 World Academic Press, UK. All rights reserved.
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