A fuzzy credibility model to estimate the Operational Value at Risk using internal and external data of risk events

Alejandro Peña, Isis Bonet, Christian Lochmuller, Héctor Alejandro Patiño, Francisco Chiclana, Mario Góngora. A fuzzy credibility model to estimate the Operational Value at Risk using internal and external data of risk events. Knowl.-Based Syst., 159:98-109, 2018. [doi]

Abstract

Abstract is missing.