Analytical credit risk estimation under soft conditions

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F02%3A00002386" target="_blank" >RIV/61989100:27510/02:00002386 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Analytical credit risk estimation under soft conditions

Original language description

The investment decision-making is a crucial problem of financial decision-making. There are two aspects, which are risk and vagueness. A combination of risk (stochastic) and uncertainty (fuzzy) instruments is applied in a process of calculating a default-adjusted expected bond cash-flow Fuzzy-stochastic models categorisation is described and particular model is proposed. Input data are in a form of fuzzy numbers and results (fuzzy expected bond cash-flow) are also determined vaguely as a fuzzy sets. Illustrative example is introduced.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/GA402%2F02%2F1046" target="_blank" >GA402/02/1046: Application of the Fuzzy-Stochastic Approaches in Financial Decision-making</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2002

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Eunite 2002, European Symphosium on Intelligent Technologies, Hybrid Systems and their Implementation on Smart Adaptive Systems, Alfuberia

ISBN

3-89653-919-1

ISSN

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e-ISSN

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Number of pages

7

Pages from-to

372-378

Publisher name

Verlag Mainz, Wissenschaftsverlag

Place of publication

Aachen

Event location

Alfuberia, Portugal

Event date

Sep 19, 2002

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

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