Industrial Engineering and Management Systems

Korean Institute of Industrial Engineers (대한산업공학회)
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A New Approach to Risk Comparison via Uncertain Measure

  • Li, Shengguo (School of Mathematics and Statistics, Huazhong Normal University) ;
  • Peng, Jin (Institute of Uncertain Systems, Huanggang Normal University)
  • Received : 2012.02.10
  • Accepted : 2012.04.23
  • Published : 2012.06.30
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Abstract

This paper presents a new approach to risk comparison in uncertain environment. Based on the uncertainty theory, some uncertain risk measures and risk comparison rules are proposed. Afterward the bridges are built between uncertain risk measures and risk comparison rules. Finally, several comparable examples are given.

Keywords

References

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