Analysis of Different Versions of the Credibilistic Value at Risk

Jin Peng, Shengguo Li. Analysis of Different Versions of the Credibilistic Value at Risk. In Yixin Chen, Hepu Deng, Degan Zhang, Yingyuan Xiao, editors, FSKD 2009, Sixth International Conference on Fuzzy Systems and Knowledge Discovery, Tianjin, China, 14-16 August 2009, 6 Volumes. pages 96-100, IEEE Computer Society, 2009. [doi]

Authors

Jin Peng

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Shengguo Li

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