On a fuzzy cash flow model with insurance applications
Author
Abstract
Suggested Citation
DOI: 10.1007/s10203-014-0157-2
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Lemaire, Jean, 1990. "Fuzzy Insurance," ASTIN Bulletin, Cambridge University Press, vol. 20(1), pages 33-55, April.
- Huang, Tao & Zhao, Ruiqing & Tang, Wansheng, 2009. "Risk model with fuzzy random individual claim amount," European Journal of Operational Research, Elsevier, vol. 192(3), pages 879-890, February.
- Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- de Andrés-Sánchez, Jorge & González-Vila Puchades, Laura, 2017. "The valuation of life contingencies: A symmetrical triangular fuzzy approximation," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 83-94.
- Yao, Kai & Qin, Zhongfeng, 2015. "A modified insurance risk process with uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 227-233.
- de Andres-Sanchez, Jorge, 2007. "Claim reserving with fuzzy regression and Taylor's geometric separation method," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 145-163, January.
- Koissi, Marie-Claire & Shapiro, Arnold F., 2006. "Fuzzy formulation of the Lee-Carter model for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 287-309, December.
- Lai, Li-Hua, 2008. "An evaluation of fuzzy transportation underwriting systematic risk," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(9), pages 1231-1237, November.
- Heberle, Jochen & Thomas, Anne, 2014. "Combining chain-ladder claims reserving with fuzzy numbers," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 96-104.
- Berry-Stölzle, Thomas R. & Koissi, Marie-Claire & Shapiro, Arnold F., 2010. "Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 554-567, June.
- Pablo J. Villacorta & Laura González-Vila Puchades & Jorge de Andrés-Sánchez, 2021. "Fuzzy Markovian Bonus-Malus Systems in Non-Life Insurance," Mathematics, MDPI, vol. 9(4), pages 1-23, February.
- Tank, Fatih & Gebizlioglu, Omer L. & Apaydin, Aysen, 2006. "Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 189-194, February.
- Jelena Lukić & Mirjana Misita & Dragan D. Milanović & Ankica Borota-Tišma & Aleksandra Janković, 2022. "Determining the Risk Level in Client Analysis by Applying Fuzzy Logic in Insurance Sector," Mathematics, MDPI, vol. 10(18), pages 1-17, September.
- David Opresnik & Maurizio Fiasché & Marco Taisch & Manuel Hirsch, 0. "An evolving fuzzy inference system for extraction of rule set for planning a product–service strategy," Information Technology and Management, Springer, vol. 0, pages 1-17.
- Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
- Li-Hua Lai, 2006. "Underwriting profit margin of P/L insurance in the fuzzy-ICAPM," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 23-34, July.
- Luukka, Pasi & Collan, Mikael, 2015. "New fuzzy insurance pricing method for giga-investment project insurance," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 22-29.
- Dalkilic, Turkan Erbay & Tank, Fatih & Kula, Kamile Sanli, 2009. "Neural networks approach for determining total claim amounts in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 236-241, October.
- Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013.
"The connection between distortion risk measures and ordered weighted averaging operators,"
Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 411-420.
- Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012. "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers 201201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2012.
- Demirel, Duygun Fatih & Basak, Melek, 2019. "A fuzzy bi-level method for modeling age-specific migration," Socio-Economic Planning Sciences, Elsevier, vol. 68(C).
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 702-712.
- J. Sadefo Kamdem & A. Mbairadjim Moussa & M. Terraza, 2012. "Fuzzy risk adjusted performance measures: Application to hedge funds," Post-Print hal-02901867, HAL.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universtiy of Montpellier, revised Sep 2012.
- Biener, Christian, 2013. "Pricing in Microinsurance Markets," World Development, Elsevier, vol. 41(C), pages 132-144.
- David Opresnik & Maurizio Fiasché & Marco Taisch & Manuel Hirsch, 2017. "An evolving fuzzy inference system for extraction of rule set for planning a product–service strategy," Information Technology and Management, Springer, vol. 18(2), pages 131-147, June.
More about this item
Keywords
Fuzzy numbers; Fuzzy random variables; Fuzzy discrete-time cash flow model; Insurance; Risk management ; Ruin; Ranking; G220; G110; C650;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:decfin:v:38:y:2015:i:1:p:39-54. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.