Using fuzzy random variables in life annuities pricing
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Publication:423153
DOI10.1016/J.FSS.2011.05.024zbMath1238.91088OpenAlexW2005665319MaRDI QIDQ423153
Laura González-Vila Puchades, Jorge de Andrés-Sánchez
Publication date: 18 May 2012
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2011.05.024
Related Items (9)
New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options ⋮ Pricing of minimum guarantees in life insurance contracts with fuzzy volatility ⋮ Triangular intuitionistic fuzzy random decision making based on combination of parametric estimation, score functions, and prospect theory ⋮ SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation ⋮ Time value of delays in unreliable production systems with mixed uncertainties of fuzziness and randomness ⋮ Modeling future lifetime as a fuzzy random variable ⋮ A novel multi-stage possibilistic stochastic programming approach (with an application in relief distribution planning) ⋮ On a fuzzy cash flow model with insurance applications
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