Articles producció científica> Gestió d'Empreses

Fuzzy claim reserving in non-life insurance

  • Identification data

    Identifier: PC:920
    Authors:
    De Andrés-Sánchez, Jorge
    Abstract:
    This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer's balance sheet and income account.
  • Others:

    Author, as appears in the article.: De Andrés-Sánchez, Jorge
    Department: Gestió d'Empreses
    e-ISSN: 2406-1018
    URV's Author/s: De Andrés-Sánchez, Jorge
    Keywords: Claims provisions Insurance Fuzzy logic
    Abstract: This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer's balance sheet and income account.
    licence for use: https://creativecommons.org/licenses/by/3.0/es/
    ISSN: 1820-0214
    Last page: 838
    Journal volume: 11
    Papper version: info:eu-repo/semantics/publishedVersion
    Link to the original source: http://www.comsis.org/archive.php?show=pprms-1305
    Licence document URL: https://repositori.urv.cat/ca/proteccio-de-dades/
    Article's DOI: 10.2298/CSIS121225045A
    Entity: Universitat Rovira i Virgili.
    Journal publication year: 2014
    First page: 825
  • Keywords:

    Claims provisions
    Insurance
    Fuzzy logic
    1820-0214
  • Documents:

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