{"id":"https://openalex.org/W2113994649","doi":"https://doi.org/10.1142/s0218488509005796","title":"GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS","display_name":"GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS","publication_year":2009,"publication_date":"2009-03-27","ids":{"openalex":"https://openalex.org/W2113994649","doi":"https://doi.org/10.1142/s0218488509005796","mag":"2113994649"},"language":"en","primary_location":{"id":"doi:10.1142/s0218488509005796","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218488509005796","pdf_url":null,"source":{"id":"https://openalex.org/S69518169","display_name":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","issn_l":"0218-4885","issn":["0218-4885","1793-6411"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071074627","display_name":"Pietro Baroni","orcid":"https://orcid.org/0000-0001-5439-9561"},"institutions":[{"id":"https://openalex.org/I79940851","display_name":"University of Brescia","ror":"https://ror.org/02q2d2610","country_code":"IT","type":"education","lineage":["https://openalex.org/I79940851"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"PIETRO BARONI","raw_affiliation_strings":["Dipartimento di Elettronica per l'Automazione, University of Brescia, Via Branze, 38 Brescia, I-25123, Italy"],"affiliations":[{"raw_affiliation_string":"Dipartimento di Elettronica per l'Automazione, University of Brescia, Via Branze, 38 Brescia, I-25123, Italy","institution_ids":["https://openalex.org/I79940851"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090597238","display_name":"Renato Pelessoni","orcid":"https://orcid.org/0000-0002-7820-8173"},"institutions":[{"id":"https://openalex.org/I142444530","display_name":"University of Trieste","ror":"https://ror.org/02n742c10","country_code":"IT","type":"education","lineage":["https://openalex.org/I142444530"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"RENATO PELESSONI","raw_affiliation_strings":["Dipartimento di Matematica Applicata \"B. de Finetti\", University of Trieste, Piazzale Europa 1, Trieste, I-34127, Italy"],"affiliations":[{"raw_affiliation_string":"Dipartimento di Matematica Applicata \"B. de Finetti\", University of Trieste, Piazzale Europa 1, Trieste, I-34127, Italy","institution_ids":["https://openalex.org/I142444530"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079061219","display_name":"Paolo Vicig","orcid":"https://orcid.org/0000-0001-8842-442X"},"institutions":[{"id":"https://openalex.org/I142444530","display_name":"University of Trieste","ror":"https://ror.org/02n742c10","country_code":"IT","type":"education","lineage":["https://openalex.org/I142444530"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"PAOLO VICIG","raw_affiliation_strings":["Dipartimento di Matematica Applicata \"B. de Finetti\", University of Trieste, Piazzale Europa 1, Trieste, I-34127, Italy"],"affiliations":[{"raw_affiliation_string":"Dipartimento di Matematica Applicata \"B. de Finetti\", University of Trieste, Piazzale Europa 1, Trieste, I-34127, Italy","institution_ids":["https://openalex.org/I142444530"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5071074627"],"corresponding_institution_ids":["https://openalex.org/I79940851"],"apc_list":null,"apc_paid":null,"fwci":1.2052,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.82026721,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"17","issue":"02","first_page":"153","last_page":"177"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9851999878883362,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9840999841690063,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/consistency","display_name":"Consistency (knowledge bases)","score":0.7490313053131104},{"id":"https://openalex.org/keywords/generalization","display_name":"Generalization","score":0.707526445388794},{"id":"https://openalex.org/keywords/time-consistency","display_name":"Time consistency","score":0.7073551416397095},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.6673067212104797},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.6096303462982178},{"id":"https://openalex.org/keywords/coherence","display_name":"Coherence (philosophical gambling strategy)","score":0.5697771310806274},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5642213821411133},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4930388629436493},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.4888257384300232},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.48480620980262756},{"id":"https://openalex.org/keywords/probability-measure","display_name":"Probability measure","score":0.45682647824287415},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3980944752693176},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3762916028499603},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3215773105621338},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2563212215900421},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23610782623291016},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.13802754878997803},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.10985448956489563},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.07033726572990417}],"concepts":[{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.7490313053131104},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.707526445388794},{"id":"https://openalex.org/C11534374","wikidata":"https://www.wikidata.org/wiki/Q7805280","display_name":"Time consistency","level":2,"score":0.7073551416397095},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.6673067212104797},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.6096303462982178},{"id":"https://openalex.org/C2781181686","wikidata":"https://www.wikidata.org/wiki/Q4226068","display_name":"Coherence (philosophical gambling strategy)","level":2,"score":0.5697771310806274},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5642213821411133},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4930388629436493},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.4888257384300232},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48480620980262756},{"id":"https://openalex.org/C21031990","wikidata":"https://www.wikidata.org/wiki/Q355020","display_name":"Probability measure","level":2,"score":0.45682647824287415},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3980944752693176},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3762916028499603},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3215773105621338},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2563212215900421},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23610782623291016},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.13802754878997803},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.10985448956489563},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.07033726572990417},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1142/s0218488509005796","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218488509005796","pdf_url":null,"source":{"id":"https://openalex.org/S69518169","display_name":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","issn_l":"0218-4885","issn":["0218-4885","1793-6411"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems","raw_type":"journal-article"},{"id":"pmh:oai:arts.units.it:11368/1945886","is_oa":false,"landing_page_url":"http://hdl.handle.net/11368/1945886","pdf_url":null,"source":{"id":"https://openalex.org/S4306400480","display_name":"ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I142444530","host_organization_name":"University of Trieste","host_organization_lineage":["https://openalex.org/I142444530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:iris.unibs.it:11379/25534","is_oa":false,"landing_page_url":"http://hdl.handle.net/11379/25534","pdf_url":null,"source":{"id":"https://openalex.org/S4306400804","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Brescia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W132970752","https://openalex.org/W602486339","https://openalex.org/W1514893060","https://openalex.org/W1767263368","https://openalex.org/W1968293352","https://openalex.org/W1987859825","https://openalex.org/W1989886791","https://openalex.org/W1992438271","https://openalex.org/W2013064641","https://openalex.org/W2019291268","https://openalex.org/W2020453802","https://openalex.org/W2038584697","https://openalex.org/W2046396733","https://openalex.org/W2118821424","https://openalex.org/W2131894858","https://openalex.org/W2499524267","https://openalex.org/W3122167364","https://openalex.org/W3122552476","https://openalex.org/W3122851459","https://openalex.org/W3124675969","https://openalex.org/W4210427261","https://openalex.org/W4210936209","https://openalex.org/W4211258549"],"related_works":["https://openalex.org/W2326320112","https://openalex.org/W4300871119","https://openalex.org/W3125954797","https://openalex.org/W2962749215","https://openalex.org/W2126629556","https://openalex.org/W3122621163","https://openalex.org/W2038407217","https://openalex.org/W2348792743","https://openalex.org/W2153969568","https://openalex.org/W2998948027"],"abstract_inverted_index":{"Relationships":[0],"between":[1],"risk":[2,27,44,127,131],"measures":[3,28,45,106],"and":[4,59,133],"imprecise":[5,32,70],"probability":[6],"theory":[7],"have":[8],"received":[9],"relatively":[10],"limited":[11],"attention":[12],"in":[13,82,111,143],"the":[14,93,102,112,120,138],"literature.":[15],"This":[16],"paper":[17],"contributes":[18],"to":[19,52,68,88,129],"filling":[20],"this":[21],"gap":[22],"as":[23,25,34],"far":[24],"Dutch":[26,43],"are":[29,57],"concerned.":[30],"Using":[31],"previsions":[33],"a":[35,38,73,89,108,126],"starting":[36],"point,":[37],"novel":[39],"generalized":[40],"family":[41,104],"of":[42,92,95,105,115,140],"is":[46,99,134],"introduced,":[47],"its":[48,60,79],"properties":[49,81],"with":[50,137],"respect":[51],"several":[53,83],"alternative":[54],"consistency":[55,80],"notions":[56],"analyzed":[58],"advantageous":[61],"features":[62],"discussed.":[63],"Any":[64],"such":[65],"measure":[66],"corresponds":[67],"an":[69],"prevision":[71],"correcting":[72],"first-approach":[74],"uncertainty":[75],"measure,":[76],"while":[77],"preserving":[78],"cases,":[84],"ranging":[85],"from":[86],"coherence":[87],"weak":[90],"generalization":[91],"concept":[94],"capacity.":[96],"Further,":[97],"it":[98,123],"shown":[100],"that":[101],"proposed":[103],"has":[107],"practical":[109],"significance":[110],"application":[113],"context":[114],"insurance":[116],"pricing,":[117],"since,":[118],"unlike":[119],"original":[121],"formulation,":[122],"may":[124],"ensure":[125],"loading":[128,142],"each":[130],"taker":[132],"even":[135],"compatible":[136],"practice":[139],"double":[141],"premium":[144],"policies.":[145]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2016-06-24T00:00:00"}
