Average value at risk in fuzzy risk analysis

DOI10.1007/978-3-642-03664-4_139zbMATH Open1189.91079OpenAlexW144773625MaRDI QIDQ3563322FDOQ3563322

Authors: Jin Peng 

Publication date: 31 May 2010

Published in: Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03664-4_139

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zbMATH Keywords

credibility theoryfuzzy simulationfuzzy variableaverage value at riskfuzzy risk analysis

Mathematics Subject Classification ID

Fuzzy probability (60A86)

Cited In (7)

• Mean-variance value at risk criterion for solving a \(p\)-median location problem on networks with type-2 intuitionistic fuzzy weights
• The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment
• A generalized interval type-2 fuzzy random variable based algorithm under mean chance value at risk criterion for inverse 1-median location problems on tree networks with uncertain costs
• A structured solution framework for fuzzy minimum spanning tree problem and its variants under different criteria
• Credibilistic value and average value at risk in fuzzy risk analysis
• A hybrid modified PSO algorithm for the inverse \(p\)-median location problem in fuzzy random environment
• Minimum cost flow problems in generalized fuzzy environments. Credibilistic CVaR minimization approach

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