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pro vyhledávání: '"Mingtao Chen"'
Publikováno v:
Advances in Mechanical Engineering, Vol 10 (2018)
This article combines a value-at-risk model with fuzzy theory and proposes a model using chance measure based on the value-at-risk model named chance-value-at-risk (ChVaR). The proposed model considers two measures, probability measure and credibilit
Externí odkaz:
https://doaj.org/article/3fe544ddced940cb82b1d6e9904a90fb
Publikováno v:
Advances in Mechanical Engineering, Vol 10 (2018)
This article combines a value-at-risk model with fuzzy theory and proposes a model using chance measure based on the value-at-risk model named chance-value-at-risk (ChVaR). The proposed model considers two measures, probability measure and credibilit