Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory, Arindam Chaudhuri; Soumya K. Ghosh

Автор: J. Kacprzyk; Mario Fedrizzi
Название: Multiperson Decision Making Models Using Fuzzy Sets and Possibility Theory
ISBN: 9401074488 ISBN-13(EAN): 9789401074483
Издательство: Springer
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Цена: 213360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The basic model of a decision in classical normative decision theory has very little in common with real decision making: It portrays a decision as a clear-cut act of choice, performed by one individual decision maker and in which states of nature, possible actions, results and preferences are well and crisply defined.

Автор: Arindam Chaudhuri; Soumya K. Ghosh
Название: Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN: 3319260375 ISBN-13(EAN): 9783319260372
Издательство: Springer
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Цена: 111790.00 T
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Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.

Автор: J. Kacprzyk; S.A. Orlovski
Название: Optimization Models Using Fuzzy Sets and Possibility Theory
ISBN: 9401082200 ISBN-13(EAN): 9789401082204
Издательство: Springer
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Цена: 74490.00 T
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Описание: This dichotomous structure of methods very often forced the modeller to approximate real problem situations of the more-or-less type by yes-or-no-type models, the solutions of which might turn out not to be the solutions to the real prob- lems.

Автор: Irina Georgescu
Название: Possibility Theory and the Risk
ISBN: 3642433049 ISBN-13(EAN): 9783642433047
Издательство: Springer
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Цена: 104480.00 T
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Описание: This book examines fundamental issues of risk assessment in grid computing environments. The authors describe the development of a hybrid probabilistic and possibilistic model for assessing the success of a computing task.