On a fuzzy discretization of continuous distributions with applications to risk models

DOI10.1007/s40314-023-02190-4OpenAlexW4318424793MaRDI QIDQ2686548

Raluca Vernic

Publication date: 27 February 2023

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-023-02190-4

zbMATH Keywords

discretization methodtriangular fuzzy numbertriangular fuzzy random variablefuzzy risk modelsruin evaluation

Mathematics Subject Classification ID

Fuzzy probability (60A86) Risk models (general) (91B05) Actuarial mathematics (91G05)

Uses Software

• actuar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The valuation of life contingencies: a symmetrical triangular fuzzy approximation
• Detecting fuzzy relationships in regression models: the case of insurer solvency surveillance in Germany
• New fuzzy insurance pricing method for giga-investment project insurance
• Risk model with fuzzy random individual claim amount
• Panjer recursion versus FFT for compound distributions
• Practical aspects of stop-loss calculations
• Fuzzy random variables - II. Algorithms and examples for the discrete case
• Arithmetization of distributions and linear goal programming
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
• On minimum-risk problems in fuzzy random decision systems
• Modeling future lifetime as a fuzzy random variable
• Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
• Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables
• On a fuzzy cash flow model with insurance applications
• A modified insurance risk process with uncertainty
• Fuzzy logic in financial analysis.
• Arithmetic operations for LR mixed fuzzy random variables via mean chance measure with applications
• Local Moment Matching and S-convex Extrema
• Fuzzy random variables