Possibilistic moment generating functions

Following Carlsson and Fuller (2001) [2], recently Thavaneswaran et al. (2009) [1] have introduced higher order weighted possibilistic moments of fuzzy numbers. In this paper, we define the weighted possibilistic moment generating functions (MGF) of fuzzy numbers and obtain the closed form expressions for triangular, trapezoidal and parabolic fuzzy numbers. Applications involve derivation of higher order possibilistic moments of volatility models (see Thavaneswaran et al. (2009) [1] for details).