Possibilistic fuzzy net present value model and application

DOI10.1155/2014/865968MaRDI QIDQ1719274zbMATH OpenOpenAlexWikidataFDO

Authors S. S. Appadoo

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/865968

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Management decision making, including multiple objectives (90B50) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Statistical decision theory and fuzziness (62C86)

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Cites work

• scientific article; zbMATH DE number 3946050 (Why is no real title available?)
• An efficient and flexible mechanism for constructing membership functions
• An overview of membership function generation techniques for pattern recognition
• Application of possibility theory to investment decisions
• Capital budgeting techniques using discounted fuzzy versus probabilistic cash flows
• Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
• Credibility-based chance-constrained integer programming models for capital budgeting with fuzzy parameters
• Elementary fuzzy calculus
• Fuzzy probabilities. New approach and applications.
• Fuzzy sets
• On possibilistic mean value and variance of fuzzy numbers
• Possibilistic moment generating functions
• Possibilistic risk aversion
• The fuzzy mathematics of finance
• The mean value of a fuzzy number
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

Cited in

(5)

• The study of the fuzzy net present value based on structured element
• Application of possibility theory to investment decisions
• Which fuzzy ranking method is best for maximizing fuzzy net present value?
• Robust net present value
• Fuzzy capital budgeting for projects characterized by step type fuzzy intervals

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