The delta approtimate Value at Risk methodology under soft conditions (fuzzy-stochastic approach)
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F01%3A00000737" target="_blank" >RIV/61989100:27510/01:00000737 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The delta approtimate Value at Risk methodology under soft conditions (fuzzy-stochastic approach)
Original language description
The paper discribes the approach to modelling risk by the Value at Risk methodology under uncertain and soft conditions. It si suppoed that the input data is difficult to determine as real numbers or as some distribution function. Thus, uncertainty is modelld through the fuzzy mumbers od the linear T-number type. The combination of risk and uncertainty is solved by fuzzy-stochastic methodology. Illustrative example is introduced.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Annual Research Conference in Financial Risk
ISBN
00000
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
1-10
Publisher name
Vysoká škola báňská - Technická univerzita Ostrava
Place of publication
Budapest
Event location
Budapest
Event date
Jul 12, 2001
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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