【摘要】 为在模糊预期收益率下度量证券的风险损失率 ,引入模糊数的左偏差的定义 ,给出模糊数的左偏差的一个性质和三角型模糊数的左偏差的计算公式。利用模糊预期收益率的左偏差定义了相应的风险损失率 ,这种定义能合理地反映证券的风险损失率与预期收益率之间的对应关系 ,并将这种关系用一个模糊集来表达 ,最给出一个应用示例更多还原

【Abstract】 In order to measure the risk of stock investment under fuzzy expected profit rate, this paper introduces the definition of left deviation of fuzzy number, a property of the left deviation of fuzzy number and the formulas for the left deviation in which the fuzzy number is triangular are given. Then, the risk rate is defined by applying the left deviation of fuzzy expected profit rate, the definition of the risk rate can express the relation between risk rate and expected profit rate of stock investment reasonbly, and the relation can be expressed by a fuzzy sets. Finally, a illustration to show the application is given.更多还原