Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
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Publication:2507951
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
uncertaintyimprecisiondependencefuzzy mathematical programmingdependent riskscoefficient of dependencyFGM distribution family
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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
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