Abstract:
Risk analysis is a very important subject not only in theory but also in applications. This paper introduces two types of transform functions to characterize risk measure...Show MoreMetadata
Abstract:
Risk analysis is a very important subject not only in theory but also in applications. This paper introduces two types of transform functions to characterize risk measures based on credibility theory. Firstly, a brief history of risk theory has been reviewed. Secondly, the concepts of transform functions and fuzzy risk measures are formally defined. Thirdly, some basic properties of the two types of fuzzy risk measures are discussed. Finally, some common examples are illustrated.
Date of Conference: 10-12 August 2010
Date Added to IEEE Xplore: 09 September 2010
ISBN Information: