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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Шепелев Г. И., Морозова Н. В. Some Properties of Risk Measures in Interval Alternatives Comparing // Анализ, моделирование, управление, развитие социально-экономических систем: сборник научных трудов XVII Международной школы-симпозиума АМУР-2023, Симферополь–Судак, 14-27 сентября 2023 / ред. совет: А. В. Сигал (предс.) и др. — Симферополь : ИП Корниенко А. А., 2023. — С. 423–425.