Using fuzzy logic to interpret dependent risks

DOI10.1016/j.insmatheco.2018.01.001zbMath1401.91155OpenAlexW2783717026MaRDI QIDQ1742713

Sibel Acik Kemaloglu, Aysen Apaydin, Fatih Tank, Arnold F. Shapiro

Publication date: 12 April 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.01.001

zbMATH Keywords

linear programmingPareto distributionfuzzy membership functionFGM copuladependent risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Linear programming (90C05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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