Value-at-risk in uncertain random risk analysis
نویسندگان
چکیده
Uncertain random variables provide a tool to deal with phenomena in which uncertainty and randomness simultaneously exist. This paper proposes a concept of value-at-risk to quantify the risk of an uncertain random system. In addition, a value-at-risk theorem is proved in order to calculate the value-at-risk, and is applied to series systems, parallel system, k -out-ofn system, standby system, and structural system. © 2017 Elsevier Inc. All rights reserved.
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ورودعنوان ژورنال:
- Inf. Sci.
دوره 391 شماره
صفحات -
تاریخ انتشار 2017