Abstract
The aim of this paper is to derive optimal premium principle by possibilistic theory. First, we extend the notion of weighting function and expected utility in possibilistic theory. Second, using the equivalent utility principle and expected utility maximization principle, we derive the representation of possibilistic exponential principle, variance principle and Esscher principle. Finally, these particular types of possibilistic premium principle in case of triangular fuzzy numbers are calculated and given as an example. This paper can be as a extend and a natural continuation of a result by [Georgescu, I. (2009) Possibilistic risk aversion. Fuzzy Sets and Systems].
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