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The possibilistic risk premium is defined in a possibilistic context, made by a utility function, a fuzzy number and a weighting function. This notion measures the aversion to the possibilistic risk. The main result is a Pratt-type theorem on the possibilistic risk aversion. This result, combined with the Pratt theorem leads to a surprising result: the aversion to the probabilistic risk is equivalent...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.