储蓄的利率作为一种可能性风险
The interest rate for saving as a possibilistic risk
摘要：
本文研究了一个储蓄利率风险为模糊数的最优储蓄模型。消费的总效用是通过使用可能性期望效用的概念来定义的。引入了可能性预防性储蓄的概念，作为从确定储蓄模型到可能性风险模型时最优储蓄水平变化的度量。第一个结果建立了一个充分必要条件，即可能性利率风险的存在会产生额外储蓄。这个结果可以被看作是关于储蓄概率模型的罗斯柴尔德和斯蒂格利茨定理的可能性版本。本文的第二个结果研究了从概率模型（利率风险是随机变量）到可能性模型（利率风险是模糊数）时最优储蓄水平的变化。
英文摘要：
In the paper there is studied an optimal saving model in which the interest-rate risk for saving is a fuzzy number. The total utility of consumption is defined by using a concept of possibilistic expected utility. A notion of possibilistic precautionary saving is introduced as a measure of the variation of optimal saving level when moving from a sure saving model to a possibilistic risk model. A first result establishes a necessary and sufficient condition that the presence of a possibilistic interest-rate risk generates an extra-saving. This result can be seen as a possibilistic version of a Rothschilld and Stiglitz theorem on a probabilistic model of saving. A second result of the paper studies the variation of the optimal saving level when moving from a probabilistic model (the interest-rate risk is a random variable) to a possibilistic model (the interest-rate risk is a fuzzy number).
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