Using fuzzy random variables in life annuities pricing

DOI10.1016/J.FSS.2011.05.024MaRDI QIDQ423153zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

financefuzzy numberseconomicslife annuitiesfuzzy random variables

Mathematics Subject Classification ID

Fuzzy probability (60A86)

Recommendations

• SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
• The valuation of life contingencies: a symmetrical triangular fuzzy approximation
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• Interest and mortality randomness in some annuities

Cites work

• scientific article; zbMATH DE number 4074817 (Why is no real title available?)
• scientific article; zbMATH DE number 194375 (Why is no real title available?)
• scientific article; zbMATH DE number 816365 (Why is no real title available?)
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• Extra randomness in certain annuity models
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• Fuzzy logic in insurance
• Fuzzy prediction based on regression models
• Fuzzy random variables
• Fuzzy random variables
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• Fuzzy random variables - II. Algorithms and examples for the discrete case
• Fuzzy sets
• On the variance of fuzzy random variables
• On using \(\alpha\)-cuts to evaluate fuzzy equations
• Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
• Risk model with fuzzy random individual claim amount
• Statistics with vague data
• The fuzzy mathematics of finance
• The theory of fuzzy stochastic processes
• The variance and covariance of fuzzy random variables and their applications
• Towards a general setting for the fuzzy mathematics of finance
• Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)

Cited in

(11)

• Triangular intuitionistic fuzzy random decision making based on combination of parametric estimation, score functions, and prospect theory
• Pricing of minimum guarantees in life insurance contracts with fuzzy volatility
• A possibilistic approach to evaluating equity-linked life insurance policies
• SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
• On a fuzzy cash flow model with insurance applications
• New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options
• The life insurance model under fuzzy rates of interest
• A novel multi-stage possibilistic stochastic programming approach (with an application in relief distribution planning)
• The valuation of life contingencies: a symmetrical triangular fuzzy approximation
• Modeling future lifetime as a fuzzy random variable
• Time value of delays in unreliable production systems with mixed uncertainties of fuzziness and randomness

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