Works matching Risk Theory and Credibility


Results: 14
    1

    A risk approach by credibility theory.

    Published in:
    Fuzzy Information & Engineering (Taylor & Francis Ltd), 2013, v. 5, n. 4, p. 399, doi. 10.1007/s12543-013-0154-0
    By:
    • Georgescu, Irina;
    • Kinnunen, Jani
    Publication type:
    Article
    2

    Enhancing Value-at-Risk with Credible Expected Risk Models.

    Published in:
    International Journal of Financial Studies, 2024, v. 12, n. 3, p. 80, doi. 10.3390/ijfs12030080
    By:
    • Syuhada, Khreshna;
    • Puspitasari, Rizka;
    • Arnawa, I Kadek Darma;
    • Mufaridho, Lailatul;
    • Elonasari, Elonasari;
    • Jannah, Miftahul;
    • Rohmawati, Aniq
    Publication type:
    Article
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    Credibilistic risk aversion.

    Published in:
    Quantitative Finance, 2017, v. 17, n. 7, p. 1135, doi. 10.1080/14697688.2016.1264617
    By:
    • Liu, Yuanyuan;
    • Zhou, Jian;
    • Pantelous, Athanasios A.
    Publication type:
    Article
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