"Mathematical Methods in Economics" . "2004-09-15+02:00"^^ . . . "RIV/61989100:27510/04:00009837!RIV/2005/GA0/275105/N" . "Credit Risk under soft condition (fuzzy-stochastic aproach)" . "P(GA402/02/1046), Z(MSM 275100015)" . . "Kreditn\u00ED riziko za m\u011Bkk\u00FDch podm\u00EDnek (fuzzy stochastick\u00FD p\u0159\u00EDstup)"@cs . "Zme\u0161kal, Zden\u011Bk" . "Credit risk measurement, calculation and analysis are a crucial problem in financial decision-making. These models are solved under risk (stochastic) assumptions. CreditMetrics methodology is based on transition probability matrix. There are mainly in small open and transition economies problem to compute the matrix. Input data is possible to introduce only vaguely because short-term data are at disposal. One of an approach is to apply a fuzzy-stochastic methodology. Thus, a combination of risk (stochastic) and uncertainty (fuzzy instruments) might be used. Fuzzy-stochastic model is presented, fuzzy Monte-Carlo procedure is applied and results are presented as fuzzy probability distribution function vaguely as a fuzzy set. Illustrative example of portfolio credit value is presented."@en . . . "RIV/61989100:27510/04:00009837" . "Credit risk measurement, calculation and analysis are a crucial problem in financial decision-making. These models are solved under risk (stochastic) assumptions. CreditMetrics methodology is based on transition probability matrix. There are mainly in small open and transition economies problem to compute the matrix. Input data is possible to introduce only vaguely because short-term data are at disposal. One of an approach is to apply a fuzzy-stochastic methodology. Thus, a combination of risk (stochastic) and uncertainty (fuzzy instruments) might be used. Fuzzy-stochastic model is presented, fuzzy Monte-Carlo procedure is applied and results are presented as fuzzy probability distribution function vaguely as a fuzzy set. Illustrative example of portfolio credit value is presented." . . . . "8"^^ . . "Masarykova univerzita" . . . . . "Credit Risk under soft condition (fuzzy-stochastic aproach)" . . . . "[6DAF1ED3AB29]" . . . "1"^^ . "357-364" . "M\u011B\u0159en\u00ED, v\u00FDpo\u010Det a anal\u00FDza kreditn\u00EDho rizika jsou kl\u00ED\u010Dov\u00FDmi \u00FAkoly finan\u010Dn\u00EDho rozhodov\u00E1n\u00ED. Tyto modely je t\u0159eba \u0159e\u0161it za rizika (jako stochastick\u00E9). Hlavn\u00EDm probl\u00E9mem aplikace vhodn\u00FDch metod v rozv\u00EDjej\u00EDc\u00EDch se a tranzitivn\u00EDch ekonomik\u00E1ch je ne\u00FAplnost p\u0159echodov\u00E9 matice pravd\u011Bpodobnost\u00ED. Jeliko\u017E je k dispozici pouze kr\u00E1tk\u00E1 \u010Dasov\u00E1 \u0159ada dat je mo\u017En\u00E9 specifikovat vstupn\u00ED data pouze v\u00E1gn\u011B. V \u010Dl\u00E1nku je prezentov\u00E1n hybridn\u00ED model vyu\u017E\u00EDvaj\u00EDc\u00ED fuzzy-simulace Monte Carlo. Rovn\u011B\u017E je obsa\u017Een ilustruj\u00EDc\u00ED p\u0159\u00EDklad v\u00FDpo\u010Dtu kreditn\u00EDho rizika portfolia."@cs . "Decision support system;Finance;Fuzzy sets;Pricing;Stochastic processes;fuzzy Monte-Carlo procedure, Credit risk, CreditMetrics, Monte-Carlo simulation, Transformation probability matrices, fuzzy-random variable"@en . . . "558972" . "Brno" . "Credit Risk under soft condition (fuzzy-stochastic aproach)"@en . "1"^^ . . "80-210-3496-3" . "Brno" . "Kreditn\u00ED riziko za m\u011Bkk\u00FDch podm\u00EDnek (fuzzy stochastick\u00FD p\u0159\u00EDstup)"@cs . . . . . "27510" . "Credit Risk under soft condition (fuzzy-stochastic aproach)"@en . .