A new uncertain insurance model with variational lower limit

DOI10.1016/J.INSMATHECO.2016.12.005MaRDI QIDQ2397863zbMATH OpenOpenAlexFDO

Authors Yang Liu, Xingfang Zhang, Weimin Ma

Publication date 24 May 2017

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.12.005

zbMATH Keywords

uncertainty theoryinsuranceuncertain insurance modeluncertain renewal reward processvariational lower limit

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Fuzzy measure theory (28E10)

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Cites work

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Cited in

(5)

• Uncertain insurance risk process with multiple classes of claims
• A modified insurance risk process with uncertainty
• The bounds of premium and optimality of stop loss insurance under uncertain random environments
• An uncertain alternating renewal insurance risk model
• Extreme value theorems of uncertain process with application to insurance risk model

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