Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach

DOI10.1016/j.insmatheco.2005.09.003zbMath1133.91451OpenAlexW1998705614MaRDI QIDQ2507951

Aysen Apaydin, Omer L. Gebizlioglu, Fatih Tank

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.09.003

zbMATH Keywords

uncertaintyimprecisiondependencefuzzy mathematical programmingdependent riskscoefficient of dependencyFGM distribution family

Mathematics Subject Classification ID

Related Items (3)

Tolerance intervals for quantiles of bivariate risks and risk measurement ⋮ Using fuzzy logic to interpret dependent risks ⋮ Measurement of bivariate risks by the north-south quantile points approach

Cites Work

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