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  • In this paper, two types of fuzzy probability spaces will be introduced and their possible applications in methods of decision-making under risk will be described. First, a fuzzy probability space that generalizes the classical probability space (R^n,B_n,p) to the situation of fuzzy random events will be studied. It can be applied e.g. when given continuous probability distributions of risk factors are to be approximated by discrete ones. Second, a fuzzy probability space that enables an adequate mathematical modelling of expertly set uncertain probabilities of states of the world will be defined. The theoretical results are illustrated with two examples concerning stock yields.
  • In this paper, two types of fuzzy probability spaces will be introduced and their possible applications in methods of decision-making under risk will be described. First, a fuzzy probability space that generalizes the classical probability space (R^n,B_n,p) to the situation of fuzzy random events will be studied. It can be applied e.g. when given continuous probability distributions of risk factors are to be approximated by discrete ones. Second, a fuzzy probability space that enables an adequate mathematical modelling of expertly set uncertain probabilities of states of the world will be defined. The theoretical results are illustrated with two examples concerning stock yields. (en)
Title
  • Fuzzy Probability Spaces and Their Applications in Decision Matrices
  • Fuzzy Probability Spaces and Their Applications in Decision Matrices (en)
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  • Fuzzy Probability Spaces and Their Applications in Decision Matrices
  • Fuzzy Probability Spaces and Their Applications in Decision Matrices (en)
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  • RIV/61989592:15310/05:00010107!RIV10-MSM-15310___
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  • 522339
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  • RIV/61989592:15310/05:00010107
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  • Fuzzy probability; fuzzy random event; fuzzy probability space; fuzzy risk analysis; fuzzy decision matrix. (en)
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  • [E392CEBFEC9D]
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  • Praha
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  • Proceedings of 8-th Czech-Japan Seminar on Data Analysis and Decision Making under Uncertainty
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  • Talašová, Jana
  • Pavlačka, Ondřej
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  • Vysoká škola ekonomická v Praze. Nakladatelství Oeconomica
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  • 80-245-0915-6
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  • 15310
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