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Claim reserving with fuzzy regression and Taylor's geometric separation method

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  • de Andres-Sanchez, Jorge

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  • de Andres-Sanchez, Jorge, 2007. "Claim reserving with fuzzy regression and Taylor's geometric separation method," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 145-163, January.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:1:p:145-163
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    References listed on IDEAS

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    1. Per-Johan Horgby, 1998. "Risk Classification by Fuzzy Inference," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 23(1), pages 63-82, June.
    2. R. E. Bellman & L. A. Zadeh, 1970. "Decision-Making in a Fuzzy Environment," Management Science, INFORMS, vol. 17(4), pages 141-164, December.
    3. Lemaire, Jean, 1990. "Fuzzy Insurance," ASTIN Bulletin, Cambridge University Press, vol. 20(1), pages 33-55, April.
    4. England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(3), pages 443-518, August.
    5. Hojati, Mehran & Bector, C. R. & Smimou, Kamal, 2005. "A simple method for computation of fuzzy linear regression," European Journal of Operational Research, Elsevier, vol. 166(1), pages 172-184, October.
    6. J. David Cummins & Richard Derrig, 1997. "Fuzzy Financial Pricing of Property-Liability Insurance," North American Actuarial Journal, Taylor & Francis Journals, vol. 1(4), pages 21-40.
    7. Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
    8. Jorge De Andrés Sánchez & Antonio Terceño Gómez, 2003. "Applications of Fuzzy Regression in Actuarial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 665-699, December.
    9. de Wit, G. W., 1982. "Underwriting and uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 1(4), pages 277-285, October.
    10. Yusuf M. Mansur, 1995. "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299.
    11. Taylor, G. C., 1977. "Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 219-230, January.
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    Cited by:

    1. Apaydin, Aysen & Baser, Furkan, 2010. "Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 113-122, October.
    2. Heberle, Jochen & Thomas, Anne, 2014. "Combining chain-ladder claims reserving with fuzzy numbers," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 96-104.
    3. Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universtiy of Montpellier, revised Sep 2012.

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