Fuzzy Financial Pricing of Property-Liability Insurance

DOI10.1080/10920277.1997.10595640zbMath1080.62542OpenAlexW2040951977MaRDI QIDQ5718264

Richard A. Derrig, J. David Cummins

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)

Related Items (12)

Claim reserving with fuzzy regression and Taylor's geometric separation method ⋮ Calculating insurance claim reserves with fuzzy regression ⋮ Using fuzzy random variables in life annuities pricing ⋮ 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. ⋮ The bounds of premium and optimality of stop loss insurance under uncertain random environments ⋮ SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation ⋮ A new index for bond management in an uncertain environment ⋮ Fuzzy logic in insurance ⋮ Fuzzy Regression Analysis: An Actuarial Perspective ⋮ Implementing adaptive nonlinear models

Cites Work

• Unnamed Item
• Towards a general setting for the fuzzy mathematics of finance
• Fuzzy decision making with data: Applications to statistics
• Fuzzy sets and systems. Theory and applications
• Non-conventional preference relations in decision making
• The fuzzy mathematics of finance
• Outline of a New Approach to the Analysis of Complex Systems and Decision Processes
• The Development of Rigor in Mathematical Probability (1900-1950)

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