Modeling future lifetime as a fuzzy random variable

DOI10.1016/J.INSMATHECO.2013.10.007zbMATH Open1290.91099OpenAlexW2007955323MaRDI QIDQ2015658FDOQ2015658

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

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zbMATH Keywords

fuzzy random variablerandom variablefuzzy variablefuzzy metricfuture lifetimegranulated fuzzy random variable

Mathematics Subject Classification ID

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

Cites Work

• Fuzzy sets and systems. Theory and applications
• The concept of a linguistic variable and its application to approximate reasoning. I
• Fuzzy random variables
• Statistics with vague data
• Fuzzy random variables - I. Definitions and theorems
• Fuzzy random variables - II. Algorithms and examples for the discrete case
• Fuzzy sets
• Probability measures of fuzzy events
• Membership Functions and Probability Measures of Fuzzy Sets
• Uncertainty theory. An introduction to its axiomatic foundations.
• Title not available (Why is that?)
• Actuarial Mathematics for Life Contingent Risks
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
• The variance and covariance of fuzzy random variables and their applications
• Introduction to Fuzzy Logic using MATLAB
• The theory of fuzzy stochastic processes
• Using fuzzy random variables in life annuities pricing
• Fuzzy random variables
• Measurement of membership functions: Theoretical and empirical work
• Fuzzy probabilities. New approach and applications.
• Title not available (Why is that?)
• Membership function as an evaluation
• Fuzzy set theory. Applications in the social sciences
• Constructing membership functions using interpolation and measurement theory
• Fuzzy randomness – a contribution to imprecise probability

Cited In (11)

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

Uses Software

• Fuzzy Logic Toolbox

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