A New Type of Entropy and Risk Measure for Uncertain Variable

摘要：

Entropy is one of the important concepts in many fields. In this article we present a new type of entropy in an uncertainty environment which is described by uncertain variable. Firstly, we introduce the concept of a new type of entropy based on uncertainty theory. Secondly, some fundamental properties of the proposed entropy are investigated.. Thirdly, we present the relationship between entropy and risk measure. Finally, some examples are illustrated.

关键词： entropy uncertainty theory uncertain variable risk measure distortion risk measure

作者: Chen Zhou Jin Peng

作者单位: College of Mathematics and Sciences, Shanghai Normal University, Shanghai 200234, China Institute of Uncertain Systems, Huanggang Normal University, Hubei 438000, China

会议类型: 国际会议

会议名称: The Second International Conference on Uncertainty Theory(ICUT)(第二届不确定理论国际会议)

会议地点: 拉萨

会议语种:英文

页码: 208-212

在线出版日期: 2011-08-06（万方平台首次上网日期，不代表论文的发表时间）