Using fuzzy logic to interpret dependent risks
Year of publication: |
March 2018
|
---|---|
Authors: | Kemaloglu, Sibel Acik ; Shapiro, Arnold F. ; Tank, Fatih ; Apaydin, Aysen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 101-106
|
Subject: | Linear programming | Dependent risk | Fuzzy membership function | Pareto distribution | FGM copula | Fuzzy-Set-Theorie | Fuzzy sets | Multivariate Verteilung | Multivariate distribution | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Risiko | Risk | Risikomaß | Risk measure | Pareto-Optimum | Pareto efficiency |
-
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian, (2015)
-
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa, (2015)
-
Pareto Optimal Allocations and Optimal Risk Sharing for Quasiconvex Risk Measures
Mastrogiacomo, Elisa, (2014)
- More ...
-
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Tank, Fatih, (2006)
-
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Tank, Fatih, (2006)
-
Continuous review inventory control in the presence of fuzzy costs
YazgI Tütüncü, G., (2008)
- More ...