Search Results - subject:"Fuzzy random variables"

A mixed-integer linear programming model for solving fuzzy stochastic resource constrained project scheduling problem

Alipouri, Yagub; Sebt, Mohammad Hassan; Ardeshir, Abdollah - In: Operational research : an international journal 20 (2020) 1, pp. 197-217

Persistent link: https://www.econbiz.de/10012172854

Imprecise stochastic orders and fuzzy rankings

Montes, Ignacio; Miranda, Enrique; Montes, Susana - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 3, pp. 297-327

Persistent link: https://www.econbiz.de/10011805631

On a fuzzy cash flow model with insurance applications

Ungureanu, Daniela; Vernic, Raluca - In: Decisions in Economics and Finance 38 (2015) 1, pp. 39-54

We consider a discrete-time model for the cash flow of an insurance portfolio/business in which the net losses are random variables, while the return rates are fuzzy numbers. We choose the shape of these fuzzy numbers trapezoidal, Gaussian or lognormal, the last one having a more flexible shape...

Persistent link: https://www.econbiz.de/10011240818

On a fuzzy cash flow model with insurance applications

Ungureanu, Daniela; Vernic, Raluca - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10010513465

An interval approach based on expectation optimization for fuzzy random bilevel linear programming problems

Ren, Aihong; Wang, Yuping - In: Journal of the Operational Research Society : OR 66 (2015) 12, pp. 2075-2085

Persistent link: https://www.econbiz.de/10011419812

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Mbairadjim Moussa, A.; Sadefo Kamdem, J.; Terraza, M. - In: Economic Modelling 39 (2014) C, pp. 247-256

random variables in order to handle both their random variability and their vagueness. We discuss and extend the Yoshida … portfolio risk factors are leptokurtic, imprecise and/or vague. Following Yoshida (2009), the risk factors are modeled as fuzzy …

Persistent link: https://www.econbiz.de/10010781951

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256

Persistent link: https://www.econbiz.de/10010421851

Renewal reward process for T-related fuzzy random variables on (R p, R q)

Hong, Dug Hun - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 4, pp. 415-434

Persistent link: https://www.econbiz.de/10010439001

Fuzzy risk adjusted performance measures: Application to hedge funds

Sadefo Kamdem, J.; Mbairadjim Moussa, A.; Terraza, M. - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 702-712

theory. The returns are first represented as fuzzy random variables and then used in defining fuzzy versions of some adjusted …

Persistent link: https://www.econbiz.de/10010594518

Asymptotic and Bootstrap techniques for testing the expected value of a fuzzy random variable

Montenegro, Manuel; Colubi, Ana; Casals, María Rosa; … - In: Metrika 59 (2004) 1, pp. 31-49

normal fuzzy random variables, and two different approaches for the case of fuzzy random variables taking on a finite number …

Persistent link: https://www.econbiz.de/10005598759