fuzzy risk measures

From: Silvia Muzzioli (s.muzzioli@unimo.it)
Date: Mon Mar 19 2001 - 12:49:26 MET

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    Dear Sirs,
    I'm interested in classical risk measures such as VaR, Extreme Value
    Theory, and so on and I was wondering if something has been done in
    constructing Fuzzy Risk Measures. if you are aware of some working paper or
    article, please let me know.
    I thank you all for your suggestions
    Sincerely yours
    Silvia

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