| 模糊预期收益率下风险损失率的左偏差度量 |
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| 引用本文： | 林军,卢谦. 模糊预期收益率下风险损失率的左偏差度量[J]. 模糊系统与数学, 2002, 16(3): 87-94 |
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| 作者姓名： | 林军 卢谦 |
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| 作者单位： | 西南科技大学,理学院,四川,绵阳,621002 |
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| 基金项目： | 四川省教委科研基金资助项目 (2 0 0 0 2 6 ) |
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| 摘 要： | 为在模糊预期收益率下度量证券的风险损失率 ,引入模糊数的左偏差的定义 ,给出模糊数的左偏差的一个性质和三角型模糊数的左偏差的计算公式。利用模糊预期收益率的左偏差定义了相应的风险损失率 ,这种定义能合理地反映证券的风险损失率与预期收益率之间的对应关系 ,并将这种关系用一个模糊集来表达 ,最给出一个应用示例
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| 关 键 词： | 模糊预期收益率 模糊数的左偏差 风险损失率 模糊r-v集 |
| 文章编号： | 1001-7402(2002)03-0087-08 |
| 修稿时间： | 2001-09-16 |
Left Deviation for the Measure of Risk Rate under Fuzzy Expected Profit Rate |
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| LIN Jun,LU Qian. Left Deviation for the Measure of Risk Rate under Fuzzy Expected Profit Rate[J]. Fuzzy Systems and Mathematics, 2002, 16(3): 87-94 |
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| Authors: | LIN Jun LU Qian |
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| Abstract: | In order to measure the risk of stock investment under fuzzy expected profit rate, this paper introduces the definition of left deviation of fuzzy number, a property of the left deviation of fuzzy number and the formulas for the left deviation in which the fuzzy number is triangular are given. Then, the risk rate is defined by applying the left deviation of fuzzy expected profit rate, the definition of the risk rate can express the relation between risk rate and expected profit rate of stock investment reasonbly, and the relation can be expressed by a fuzzy sets. Finally, a illustration to show the application is given. |
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| Keywords: | Fuzzy Expected Profit Rate Left Deviation of Fuzzy Number Risk Rate Fuzzy r-v Sets |
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