Fuzzy Value-at-Risk and Fuzzy Conditional Value-at-Risk:Two Risk Measures under Fuzzy Uncertainty
会议名称:《2010 IEEE 2nd Symposium on Web Society》
会议日期:2010年
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 070104[理学-应用数学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:founded by National Natural Science Foundation of China(No.60970004,No.60743010) supported by Natural Science Foundation of Shandong Province(No.Z2008G02)
摘 要:正This paper deals with two risk management tools and their application on Economical crisis *** points out some problems in their research and application and the direction of research, introduced some concept and formula,finally puts forward the prospect.