Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universitiy of Montpellier, revised Sep 2012.
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
Insurance: Mathematics and Economics,
Elsevier, vol. 51(3), pages 702-712.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universitiy of Montpellier, revised Sep 2012.
- Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Shapiro, A.F. & Terraza, M., 2014. "CAPM with fuzzy returns and hypothesis testing," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 40-57.
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KeywordsTest for fuzziness Possibilistic fuzzy regression Financial statement data Insurance regulation;
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