The correspondence of some risk indicators to the requirement of their coordinated change with the associated preference indicators is studied for problems of comparing interval alternatives. A coordinated change is such a change when the value of the corresponding risk indicator increases with the growth of the preference indicator. It is shown that in methods of individual risk left-sided risk indicators are coordinated for choosing the distribution mode as an indicator of preference, and also, with known limitations, for choosing the distribution median as a measure of preference. It has been established that the indicator of the mean semi-deviation, which is recommended as an indicator of risk for choosing the mathematical expectation of the distribution as a measure of preference, does not always meet this requirement, and therefore cannot, generally speaking, be considered as adequate for problems of comparing interval alternatives.
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Shepelev G. I., Morozova N. V. Some Properties of Risk Measures in Interval Alternatives Comparing // Analysis, modeling, management, development of social and economic systems: Proceedings of the XVII International School-Symposium AMUR-2023, Simferopol-Sudak, September 14-27, 2023, pp. 423-425.