The valuation of life contingencies: a symmetrical triangular fuzzy approximation

DOI10.1016/J.INSMATHECO.2016.11.002zbMath1394.91245OpenAlexW2556271764MaRDI QIDQ506073

Jorge de Andrés-Sánchez, Laura González-Vila Puchades

Publication date: 31 January 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/104962

zbMATH Keywords

fuzzy numbersmathematical expectationexpected interval and beta expected value of a fuzzy numberfuzzy financial mathematicslife contingency pricingvariance of a fuzzy random variable

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Theory of fuzzy sets, etc. (03E72)

Related Items (1)

On a fuzzy discretization of continuous distributions with applications to risk models

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