The mean chance of ultimate ruin time in random fuzzy insurance risk model

DOI10.1007/S00500-017-2629-0zbMath1398.91328OpenAlexW2614050669MaRDI QIDQ1800247

Sara Ghasemalipour, Behrouz Fathi-Vajargah

Publication date: 23 October 2018

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-017-2629-0

zbMATH Keywords

renewal processrisk modelrandom fuzzy variablemean chance of ruin

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
• Some ruin problems for the MAP risk model
• On ruin for the Erlang \((n)\) risk process
• Risk model with fuzzy random individual claim amount
• Ruin probabilities for Erlang (2) risk processes
• Theory and practice of uncertain programming
• Uncertainty theory. An introduction to its axiomatic foundations.
• The ruin problem in a renewal risk model with two-sided jumps
• A modified insurance risk process with uncertainty
• Random fuzzy renewal process
• Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
• On a Class of Renewal Risk Processes
• Uncertainty theory

This page was built for publication: The mean chance of ultimate ruin time in random fuzzy insurance risk model