Author, as appears in the article.: de Andrés-Sánchez, J. González-Vila Puchades, L.
Department: Gestió d'Empreses
URV's Author/s: De Andrés Sànchez, Jorge
Abstract: 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.
Thematic Areas: Mathematics, applied Mathematics (miscellaneous) Mathematics (all) Mathematics Information systems and management General mathematics Computer science applications Ciencias sociales Artificial intelligence
licence for use: https://creativecommons.org/licenses/by/3.0/es/
Author's mail: jorge.deandres@urv.cat jorge.deandres@urv.cat
Author identifier: 0000-0002-7715-779X 0000-0002-7715-779X
Record's date: 2024-09-07
Papper version: info:eu-repo/semantics/publishedVersion
Licence document URL: https://repositori.urv.cat/ca/proteccio-de-dades/
Papper original source: Iranian Journal Of Fuzzy Systems. 14 (4): 1-25
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
Article's DOI: 10.22111/IJFS.2017.3323
Entity: Universitat Rovira i Virgili
Journal publication year: 2017
Publication Type: Journal Publications
Repositori URV