On the Properties of Risk Indicators in Comparing Interval Alternatives Problems
摘要
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, in which the value of the corresponding risk indicator increases with the growth of the preference indicator. It is shown that, in methods of individual risk, the left-sided, “mean–risk” type of 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 semideviation, which is recommended as an indicator of risk for choosing the mathematical expectation of the distribution as a measure of preference, does not meet this requirement, and therefore cannot, generally speaking, be considered as adequate for problems of comparing interval alternatives.