DocumentCode
2025434
Title
Two types of fuzzy risk measures with transform functions
Author
Dong, Wen ; Peng, Jin
Author_Institution
Inst. of Uncertain Syst., Huanggang Normal Univ., Huanggang, China
Volume
3
fYear
2010
fDate
10-12 Aug. 2010
Firstpage
1090
Lastpage
1094
Abstract
Risk analysis is a very important subject not only in theory but also in applications. This paper introduces two types of transform functions to characterize risk measures based on credibility theory. Firstly, a brief history of risk theory has been reviewed. Secondly, the concepts of transform functions and fuzzy risk measures are formally defined. Thirdly, some basic properties of the two types of fuzzy risk measures are discussed. Finally, some common examples are illustrated.
Keywords
banking; fuzzy set theory; risk analysis; banking; credibility theory; fuzzy risk measurement; risk analysis; transform functions; Chromium; Distortion measurement; Insurance; Optimization; Portfolios; Risk analysis; Transforms; credibility theory; fuzzy risk analysis; fuzzy risk measure; fuzzy variable; transform function;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery (FSKD), 2010 Seventh International Conference on
Conference_Location
Yantai, Shandong
Print_ISBN
978-1-4244-5931-5
Type
conf
DOI
10.1109/FSKD.2010.5569175
Filename
5569175
Link To Document