Fuzzy Financial Pricing of Property-Liability Insurance

DOI10.1080/10920277.1997.10595640MaRDI QIDQ5718264zbMATH OpenOpenAlexFDO

Authors J. David Cummins, Richard A. Derrig

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.1997.10595640

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Fuzzy decision making with data: Applications to statistics
• Fuzzy sets and systems. Theory and applications
• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• Non-conventional preference relations in decision making
• Outline of a New Approach to the Analysis of Complex Systems and Decision Processes
• The Development of Rigor in Mathematical Probability (1900-1950)
• The fuzzy mathematics of finance
• Towards a general setting for the fuzzy mathematics of finance

Cited in

(15)

• Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods.
• Estimating a fuzzy term structure of interest rates using fuzzy regression techniques.
• Implementing adaptive nonlinear models
• Using fuzzy random variables in life annuities pricing
• scientific article; zbMATH DE number 2069343 (Why is no real title available?)
• SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
• scientific article; zbMATH DE number 2101192 (Why is no real title available?)
• The bounds of premium and optimality of stop loss insurance under uncertain random environments
• Fuzzy Regression Analysis: An Actuarial Perspective
• The valuation of life contingencies: a symmetrical triangular fuzzy approximation
• A new index for bond management in an uncertain environment
• Fuzzy logic in insurance
• Claim reserving with fuzzy regression and Taylor's geometric separation method
• Calculating insurance claim reserves with fuzzy regression
• New fuzzy insurance pricing method for giga-investment project insurance

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