The valuation of life contingencies: A symmetrical triangular fuzzy approximation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Heberle, Jochen & Thomas, Anne, 2014. "Combining chain-ladder claims reserving with fuzzy numbers," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 96-104.
- Alegre, Antoni & Claramunt, M. Merce, 1995. "Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 19-34, August.
- Lemaire, Jean, 1990. "Fuzzy Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 20(01), pages 33-55, April.
- Wolthuis, H. & Van Hoek, I., 1986. "Stochastic models for life contingencies," Insurance: Mathematics and Economics, Elsevier, vol. 5(3), pages 217-254, July.
- Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.
- Huang, Tao & Zhao, Ruiqing & Tang, Wansheng, 2009. "Risk model with fuzzy random individual claim amount," European Journal of Operational Research, Elsevier, vol. 192(3), pages 879-890, February.
- Shapiro, Arnold F., 2009. "Fuzzy random variables," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 307-314, April.
- Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
- de Wit, G. W., 1982. "Underwriting and uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 1(4), pages 277-285, October.
- Shapiro, Arnold F., 2013. "Modeling future lifetime as a fuzzy random variable," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 864-870.
More about this item
KeywordsLife contingency pricing; Fuzzy numbers; Expected interval and beta expected value of a fuzzy number; Fuzzy financial mathematics; Mathematical expectation and variance of a fuzzy random variable;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:72:y:2017:i:c:p:83-94. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.