. "161" . "11"^^ . . "27510" . "Zme\u0161kal, Zden\u011Bk" . "RIV/61989100:27510/05:00011859" . "P(GA402/02/1046)" . "0377-2217" . . "[3E6219E9F2CD]" . . "Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach)" . "2" . "548484" . . "US - Spojen\u00E9 st\u00E1ty americk\u00E9" . "The paper describes methodology of dealing with financial modelling under uncertainty with risk and vagueness aspects. An approach to modelling risks by the Value at Risk methodology under imprecise and soft conditions is solved. It is supposed that the input data and problem conditions is difficult to determine as real numbers or as some precise distribution function. Thus, vagueness is modelled through the fuzzy numbers of the linear T-number type. The combination of risk and vagueness is solved by fuzzy-stochastic methodology. Illustrative example is introduced."@en . "Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach)"@en . . . . "Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach)" . . "1"^^ . . . . "Tento p\u0159\u00EDsp\u011Bvek popisuje metodologii t\u00FDkaj\u00EDc\u00ED se finan\u010Dn\u00EDho modelov\u00E1n\u00ED za nejistoty a rizika a neur\u010Dit\u00FDch podm\u00EDnek. Tento p\u0159\u00EDstup modelov\u00E1n\u00ED rizika pomoc\u00ED metodologie Value at risk je \u0159e\u0161en za nep\u0159esnosti a m\u011Bkk\u00FDch podm\u00EDnek. P\u0159edpokl\u00E1d\u00E1 se, \u017Ee vstupn\u00ED data a probl\u00E9mov\u00E9 podm\u00EDnky je obt\u00ED\u017En\u00E9 ur\u010Dit jako re\u00E1ln\u00E1 \u010D\u00EDsla nebo jako p\u0159esnou distribu\u010Dn\u00ED funkci. Proto je neur\u010Ditost modelov\u00E1na na z\u00E1klad\u011B fuzzy line\u00E1rn\u00EDho T-\u010D\u00EDsla. Kombinace rizika a neur\u010Ditosti je \u0159e\u0161ena fuzzy-stochastickou metodologi\u00ED. D\u00E1le je uveden ilustrativn\u00ED p\u0159\u00EDklad."@cs . "337-347" . "Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach)"@en . "The paper describes methodology of dealing with financial modelling under uncertainty with risk and vagueness aspects. An approach to modelling risks by the Value at Risk methodology under imprecise and soft conditions is solved. It is supposed that the input data and problem conditions is difficult to determine as real numbers or as some precise distribution function. Thus, vagueness is modelled through the fuzzy numbers of the linear T-number type. The combination of risk and vagueness is solved by fuzzy-stochastic methodology. Illustrative example is introduced." . . . "Metodologie VaR za soft podm\u00EDnek (fuzzy-stochastick\u00FD p\u0159\u00EDstup)"@cs . "European Journal of Operational Research" . "1"^^ . "Metodologie VaR za soft podm\u00EDnek (fuzzy-stochastick\u00FD p\u0159\u00EDstup)"@cs . "RIV/61989100:27510/05:00011859!RIV06-GA0-27510___" . . . . "Bankovnictv\u00ED; syst\u00E9m pro podporu rozhodov\u00E1n\u00ED; finance; fuzzy set; anal\u00FDza rizika; modelov\u00E1n\u00ED nejistoty"@en . .