Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management.
Serena DoriaPublished in: Int. J. Approx. Reason. (2015)
Keyphrases
- risk management
- choquet integral
- fuzzy measures
- risk assessment
- risk evaluation
- decision support system
- risk analysis
- operational risk
- risk factors
- portfolio optimization
- fuzzy sets
- commercial banks
- aggregation operators
- rough sets
- project management
- metric space
- fuzzy numbers
- data mining
- similarity measure
- information systems
- group decision making
- open source
- control system
- machine learning