Value-at-risk in uncertain random risk analysis
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Publication:2293147
DOI10.1016/j.ins.2017.01.034zbMath1429.91090OpenAlexW2585520230MaRDI QIDQ2293147
Publication date: 7 February 2020
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2017.01.034
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Cites Work
- Uncertain random multilevel programming with application to production control problem
- Uncertain random programming with applications
- Multi-objective optimization in uncertain random environments
- Uncertain random variables: a mixture of uncertainty and randomness
- Theory and practice of uncertain programming.
- Risk metrics of loss function for uncertain system
- Risk Index in Uncertain Random Risk Analysis
- Prospect Theory: An Analysis of Decision under Risk
- A sufficient and necessary condition of uncertainty distribution
- Safety First and the Holding of Assets
- Uncertainty theory
- Uncertainty theory
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