Zhang, Wei-Guo; Zhang, Xili; Chen, Yunxia - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 353-360
In response to changeful financial markets and investor’s capital, we discuss a portfolio adjusting problem with additional risk assets and a riskless asset based on credibility theory. We propose two credibilistic mean–variance portfolio adjusting models with general fuzzy returns, which...