Risk model with fuzzy random individual claim amount

European Journal of Operational Research

Volumn 192, Issue 3, 2009, Pages 879-890

  Huang, Tao ^a,b   Zhao, Ruiqing ^a   Tang, Wansheng ^a  

^a TIANJIN UNIVERSITY   (China)

^b NAVAL UNIVERSITY OF ENGINEERING   (China)

Author keywords

Aggregate claims; Fuzzy random variable; Fuzzy variable; Mean chance; Risk model; Ruin

Indexed keywords

CLUSTER ANALYSIS; POISSON DISTRIBUTION; RANDOM VARIABLES; RISK ASSESSMENT; RISK PERCEPTION;

AGGREGATE CLAIMS; CLAIM NUMBER PROCESS; FUZZY RANDOM; FUZZY RANDOM VARIABLE; FUZZY RANDOM VARIABLES; FUZZY VARIABLE; MEAN CHANCE; NUMERICAL EXAMPLES; POISSON PROCESSES; RISK MODEL; RISK MODELING; RUIN;

RANDOM PROCESSES;

EID: 51849159738     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.10.035     Document Type: Article

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