DocumentCode
477678
Title
Bridges between Fuzzy Dominance and Credibilistic VaR Dominance
Author
Peng, Jin ; Li, Shengguo
Author_Institution
Inst. of Uncertain Syst., Huanggang Normal Univ., Huanggang
Volume
1
fYear
2008
fDate
18-20 Oct. 2008
Firstpage
210
Lastpage
214
Abstract
This paper aims to introduce the new concept of credibilistic value-at-risk (VaR) dominance which provides a very useful tool for the choice under uncertainty of risk. First, the new concept of the credibilistic VaR dominance is presented based on credibility theory. Next, some properties of the proposed credibilistic VaR dominance are examined. Then the bridges between credibilistic VaR dominance and fuzzy dominance (FD) are built. Finally, an example is given.
Keywords
fuzzy set theory; fuzzy systems; credibilistic VaR dominance; credibility theory; fuzzy dominance; value-at-risk; Bridges; Distribution functions; Educational institutions; Fuzzy sets; Fuzzy systems; Reactive power; Risk analysis; Risk management; Uncertain systems; Uncertainty; credibilistic VaR dominance; credibilistic value-at-risk; credibility theory; fuzzy dominance; fuzzy risk analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery, 2008. FSKD '08. Fifth International Conference on
Conference_Location
Shandong
Print_ISBN
978-0-7695-3305-6
Type
conf
DOI
10.1109/FSKD.2008.4
Filename
4665970
Link To Document