Volume 6 Number 2 (Feb. 2011)
Home > Archive > 2011 > Volume 6 Number 2 (Feb. 2011) >
JSW 2011 Vol.6(2): 217-224 ISSN: 1796-217X
doi: 10.4304/jsw.6.2.217-224

Fuzzy Random Dependent-Chance Programming Models of Loan Portfolio

Dongjing Pan
Department of Computer Science and Technology, Dezhou University, Dezhou Shandong 253023, China

Abstract—The environment of loan in bank is very complex, there are not only random factors but also fuzzy factors, so the return rates of loan often have fuzzy random characteristic. Mean chance is a measure of fuzzy random variable. This paper proposes two fuzzy random dependentchance programming models of loan portfolio, one is minimize the mean chance of a bad outcome under the certain expected return rate, one is maximize the mean chance of the prospective return rate under the certain expected return rate. Hybrid intelligent algorithms are employed to solve the models. Finally, two numerical examples are given to show the validity and feasibility of the models and algorithms.

Index Terms—dependent-chance programming, loan portfolio, mean chance, fuzzy random


Cite: Dongjing Pan, "Fuzzy Random Dependent-Chance Programming Models of Loan Portfolio," Journal of Software vol. 6, no. 2, pp. 217-224, 2011.

General Information

ISSN: 1796-217X (Online)
Frequency:  Bimonthly (Since 2020)
Editor-in-Chief: Prof. Antanas Verikas
Executive Editor: Ms. Yoyo Y. Zhou
Abstracting/ Indexing: DBLP, EBSCO, Google Scholar, ProQuest, INSPEC(IET), ULRICH's Periodicals Directory, WorldCat, etc
E-mail: jsw@iap.org
  • Apr 26, 2021 News!

    Vol 14, No 4- Vol 14, No 12 has been indexed by IET-(Inspec)     [Click]

  • Jun 22, 2020 News!

    Papers published in JSW Vol 14, No 1- Vol 15 No 4 have been indexed by DBLP     [Click]

  • Sep 13, 2021 News!

    The papers published in Vol 16, No 6 have all received dois from Crossref    [Click]

  • Jan 28, 2021 News!

    [CFP] 2021 the annual meeting of JSW Editorial Board, ICCSM 2021, will be held in Rome, Italy, July 21-23, 2021   [Click]

  • Sep 13, 2021 News!

    Vol 16, No 6 has been published with online version     [Click]