Value at risk methodology under soft conditions approach (fuzzy-stochastic approach).
Zdenek ZmeskalPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- minimum risk
- fuzzy logic
- chance constrained programming
- fuzzy sets
- sufficient conditions
- membership functions
- fuzzy rules
- risk management
- fuzzy clustering
- chance constraints
- data sets
- fuzzy numbers
- chance constrained
- decision making
- fuzzy reasoning
- stochastic optimization
- monte carlo
- triangular fuzzy numbers
- artificial intelligence