Using fuzzy random variables in life annuities pricing
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Publication:423153
DOI10.1016/J.FSS.2011.05.024zbMATH Open1238.91088OpenAlexW2005665319MaRDI QIDQ423153FDOQ423153
Authors: Jorge de Andrés-Sánchez, Laura González-Vila Puchades 
Publication date: 18 May 2012
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2011.05.024
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- Interest and mortality randomness in some annuities
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- The fuzzy mathematics of finance
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- Fuzzy Financial Pricing of Property-Liability Insurance
- Fuzzy random variables
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Cited In (11)
- A novel multi-stage possibilistic stochastic programming approach (with an application in relief distribution planning)
- The life insurance model under fuzzy rates of interest
- Modeling future lifetime as a fuzzy random variable
- Triangular intuitionistic fuzzy random decision making based on combination of parametric estimation, score functions, and prospect theory
- Time value of delays in unreliable production systems with mixed uncertainties of fuzziness and randomness
- SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
- New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options
- On a fuzzy cash flow model with insurance applications
- A possibilistic approach to evaluating equity-linked life insurance policies
- The valuation of life contingencies: a symmetrical triangular fuzzy approximation
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility
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