article · HAL (Le Centre pour la Communication Scientifique Directe)
This paper provides new mathematical tools to describe and quantify fuzzy risk in some economic context mainly impacted by fuzzy random phenomena. More precisely, the concept of fuzzy risk measure is defined and characterized in order to deal with randomness and impreciseness in some economic areas. Furthermore, we implement the fuzzy risk measure to solve risk capital allocation problems by considering the α-consensus value introduced and characterized by Nan et al.[20] as the solution concept.
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DOI: 10.13140/rg.2.2.36123.99364
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