The optimal saving with mixed parameters

dc.contributor.author	Lucia Casademunt, Ana María
dc.contributor.author	Georgescu, Irina
dc.date.accessioned	2019-02-04T15:22:37Z
dc.date.available	2019-02-04T15:22:37Z
dc.date.issued	2014
dc.identifier.issn	2212-5671
dc.identifier.uri	http://hdl.handle.net/20.500.12412/2106
dc.description.abstract	This paper proposes two mixed models to study optimal saving in the presence of two types of risk: income risk and background risk. In the first model the income risk is a fuzzy number and the background risk is a random variable. In the second model the income risk is a random variable and the background risk is a fuzzy number. For these models three notions of precautionary saving are defined as indicators of the changes induced by the income risk and the background risk on the choice of optimal saving.
dc.language.iso	eng	es
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internacional
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.title	The optimal saving with mixed parameters	es
dc.type	article	es
dc.identifier.doi	10.1016/S2212-5671(14)00517-6
dc.issue.number	15
dc.journal.title	Procedia Economics And Finance Emerging Markets Queries In Finance And Business	es
dc.page.initial	326	es
dc.page.final	333	es
dc.rights.accessRights	openAccess	es
dc.subject.keyword	Optimal saving
dc.subject.keyword	Background risk
dc.subject.keyword	Income risk
dc.subject.keyword	Possibility theory
dc.volume.number	15	es

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internacional