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Some computational results for the fuzzy random value of life actuarial liabilities

  • Dades identificatives

    Identificador: imarina:5131314
    Autors:
    de Andrés-Sánchez, J. González-Vila Puchades, L.
    Resum:
    The concept of fuzzy random variable has been applied in several papers to model the present value of life insurance liabilities. It allows the fuzzy uncertainty of the interest rate and the probabilistic behaviour of mortality to be used throughout the valuation process without any loss of information. Using this framework, and considering a triangular interest rate, this paper develops closed expressions for the expected present value and its defuzzified value, the variance and the distribution function of several well-known actuarial liabilities structures, namely life insurances, endowments and life annuities.
  • Altres:

    Autor segons l'article: de Andrés-Sánchez, J. González-Vila Puchades, L.
    Departament: Gestió d'Empreses
    Autor/s de la URV: De Andrés Sànchez, Jorge
    Paraules clau: Decent work and economic growth
    Resum: The concept of fuzzy random variable has been applied in several papers to model the present value of life insurance liabilities. It allows the fuzzy uncertainty of the interest rate and the probabilistic behaviour of mortality to be used throughout the valuation process without any loss of information. Using this framework, and considering a triangular interest rate, this paper develops closed expressions for the expected present value and its defuzzified value, the variance and the distribution function of several well-known actuarial liabilities structures, namely life insurances, endowments and life annuities.
    Àrees temàtiques: Mathematics, applied Mathematics (miscellaneous) Mathematics (all) Mathematics Information systems and management General mathematics Computer science applications Ciencias sociales Artificial intelligence
    Accès a la llicència d'ús: https://creativecommons.org/licenses/by/3.0/es/
    Adreça de correu electrònic de l'autor: jorge.deandres@urv.cat jorge.deandres@urv.cat
    Identificador de l'autor: 0000-0002-7715-779X 0000-0002-7715-779X
    Data d'alta del registre: 2024-11-23
    Versió de l'article dipositat: info:eu-repo/semantics/publishedVersion
    URL Document de llicència: https://repositori.urv.cat/ca/proteccio-de-dades/
    Referència a l'article segons font original: Iranian Journal Of Fuzzy Systems. 14 (4): 1-25
    Referència de l'ítem segons les normes APA: de Andrés-Sánchez, J. González-Vila Puchades, L. (2017). Some computational results for the fuzzy random value of life actuarial liabilities. Iranian Journal Of Fuzzy Systems, 14(4), 1-25. DOI: 10.22111/IJFS.2017.3323
    Entitat: Universitat Rovira i Virgili
    Any de publicació de la revista: 2017
    Tipus de publicació: Journal Publications
  • Paraules clau:

    Artificial Intelligence,Computer Science Applications,Information Systems and Management,Mathematics,Mathematics (Miscellaneous),Mathematics, Applied
    Decent work and economic growth
    Mathematics, applied
    Mathematics (miscellaneous)
    Mathematics (all)
    Mathematics
    Information systems and management
    General mathematics
    Computer science applications
    Ciencias sociales
    Artificial intelligence
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