Value-at-risk estimation by using probabilistic fuzzy systems

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2008, Pages 2109-2116

  Xu, Du ^a   Kaymak, Uzay ^b  

^a China Insurance Co (UK) Ltd   (Netherlands)

^b Erasmus University Rotterdam   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

FUZZY LOGIC; FUZZY SYSTEMS; PROBABILITY; PROBABILITY DISTRIBUTIONS; VALUE ENGINEERING;

CONDITIONAL MODELS; CONFIDENCE LEVELS; DATA DISTRIBUTIONS; FINANCIAL RISKS; GARCH MODELS; MARKET CONDITIONS; PARAMETRIC METHODS; RISK ESTIMATIONS; STATISTICAL PROPERTIES; SYSTEM BEHAVIOURS; VALUE AT RISKS;

RISK PERCEPTION;

EID: 55249101476     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2008.4630661     Document Type: Conference Paper

References (16)

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