CVaR reduced fuzzy variables and their second order moments

zbMATH Open1336.91087MaRDI QIDQ2805897FDOQ2805897

Yan-Kui Liu, Xue-Jie Bai

Publication date: 13 May 2016

Published in: Iranian Journal of Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: http://ijfs.usb.ac.ir/article_2111_296.html

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zbMATH Keywords

parametric possibility distributionreduced fuzzy variablesecond order momentcredibilistic value-at-risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cited In (6)

• Two-stage multiobjective optimization for emergency supplies allocation problem under integrated uncertainty
• A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
• Prepositioning emergency supplies under uncertainty: a parametric optimization method
• Optimal decisions for prepositioning emergency supplies problem with type-2 fuzzy variables
• Modeling fuzzy data envelopment analysis under robust input and output data
• Robust optimization approximation for ambiguous P-model and its application

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