Mixed risk aversion: Probabilistic and possibilistic aspects

In this paper we introduce mixed risk premium, a notion which combines probabilistic and possibilistic aspects. This way the risk aversion of an agent faced with a situation of uncertainty with several parameters is modeled, among which some are probabilistic and some are possibilistic. The main result of the paper is a formula for the calculation of the mixed risk aversion. Our model can be applied for the study of risk aversion in grid computing.