Calculating insurance claim reserves with fuzzy regression

DOI10.1016/J.FSS.2006.07.003MaRDI QIDQ869138zbMATH OpenOpenAlexFDO

Authors Jorge de Andrés-Sánchez

Publication date 26 February 2007

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2006.07.003

zbMATH Keywords

financefuzzy numberseconomicsfuzzy regressioninsuranceclaim provisionsclaims trianglelink-ratio

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cites work

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• Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods.
• Fuzzy Financial Pricing of Property-Liability Insurance
• Fuzzy data analysis by possibilistic linear models
• Fuzzy logic in insurance
• Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks
• Incorporating expert opinion into a stochastic model for the chain-ladder technique
• Insight of a fuzzy regression model
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Cited in

(13)

• Fuzzy Regression Analysis: An Actuarial Perspective
• Fuzzy Financial Pricing of Property-Liability Insurance
• scientific article; zbMATH DE number 2054507 (Why is no real title available?)
• Fuzzy correlation and fuzzy non-linear regression analysis
• A variable spread fuzzy linear regression model with higher explanatory power and forecasting accuracy
• Fuzzy set theory with applications in claims reserving
• Fuzzy linear regression application in estimating IBNR reserves
• A differential quadrature-based approach à la Picard for systems of partial differential equations associated with fuzzy differential equations
• scientific article; zbMATH DE number 7112559 (Why is no real title available?)
• Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
• Wavelet fuzzy hybrid model for physico-financial signals
• Claim reserving with fuzzy regression and Taylor's geometric separation method
• Combining chain-ladder claims reserving with fuzzy numbers

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