Credibilistic value and average value at risk in fuzzy risk analysis

DOI10.1007/s12543-011-0067-8zbMath1255.91075OpenAlexW2048375654MaRDI QIDQ1933548

Jin Peng

Publication date: 24 January 2013

Published in: Fuzzy Information and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12543-011-0067-8

zbMATH Keywords

credibility theoryfuzzy risk analysisfuzzy simulationcredibilistic VaR (AVaR)

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (5)

A new quadratic deviation of fuzzy random variable and its application to portfolio optimization ⋮ The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment ⋮ A generalized interval type-2 fuzzy random variable based algorithm under mean chance value at risk criterion for inverse 1-median location problems on tree networks with uncertain costs ⋮ Mean-variance value at risk criterion for solving a \(p\)-median location problem on networks with type-2 intuitionistic fuzzy weights ⋮ Intuitionistic fuzzy inverse 1-median location problem on tree networks with value at risk objective

Cites Work

• Unnamed Item
• Newsvendor solutions via conditional value-at-risk minimization
• A survey of credibility theory
• Uncertainty theory. An introduction to its axiomatic foundations.
• Fuzzy risk analysis based on measures of similarity between interval-valued fuzzy numbers
• Coherent Measures of Risk
• A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
• A FUZZY RISK MODEL AND ITS MATRIX ALGORITHM
• Fuzzy sets

This page was built for publication: Credibilistic value and average value at risk in fuzzy risk analysis