Affiliation:
1. Laboratory of Mathematics and Computer Science – Faculty of Sciences, University of Douala, B. P. 24157 Douala Cameroon
2. MRE EA 7491 (Université de Montpellier, France) and DFR SJE (Université de Guyane), Site Richter Avenue Raymond Dugrand, CS 79606, 34960 Montpellier Cedex 2, France
Abstract
Possibility, necessity and credibility measures are used in the literature in order to deal with imprecision. Recently, Yang and Iwamura [L. Yang and K. Iwamura, Applied Mathematical Science 2(46) (2008) 2271–2288] introduced a new measure as convex linear combination of possibility and necessity measures and they determined some of its axioms. In this paper, we introduce characteristics (parameters) of a fuzzy variable based on that measure, namely, expected value, variance, semi-variance, skewness, kurtosis and semi-kurtosis. We determine some properties of these characteristics and we compute them for trapezoidal and triangular fuzzy variables. We display their application for the determination of optimal portfolios when assets returns are described by triangular or trapezoidal fuzzy variables.
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Computer Science Applications,Human-Computer Interaction
Cited by
4 articles.
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