Modeling future lifetime as a fuzzy random variable

DOI10.1016/J.INSMATHECO.2013.10.007MaRDI QIDQ2015658zbMATH OpenOpenAlexFDO

Authors Arnold F. Shapiro

Publication date 23 June 2014

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2013.10.007

zbMATH Keywords

fuzzy random variablerandom variablefuzzy variablefuzzy metricfuture lifetimegranulated fuzzy random variable

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Fuzzy probability (60A86)

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Cites work

• scientific article; zbMATH DE number 1001734 (Why is no real title available?)
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
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• Measurement of membership functions: Theoretical and empirical work
• Membership Functions and Probability Measures of Fuzzy Sets
• Membership function as an evaluation
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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• The concept of a linguistic variable and its application to approximate reasoning. I
• The theory of fuzzy stochastic processes
• The variance and covariance of fuzzy random variables and their applications
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• Using fuzzy random variables in life annuities pricing

Cited in

(11)

• Beyond precision: accelerated life testing for fuzzy life time data
• On a fuzzy discretization of continuous distributions with applications to risk models
• An uncertain alternating renewal insurance risk model
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
• A modified insurance risk process with uncertainty
• SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
• New fuzzy insurance pricing method for giga-investment project insurance
• Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
• Fuzzy probability theory. II: Continuous case
• Fuzzy probability theory. I: Discrete case
• The valuation of life contingencies: a symmetrical triangular fuzzy approximation

Describes a project that uses

Uses Software

• Fuzzy Logic Toolbox

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