Combining chain-ladder claims reserving with fuzzy numbers

DOI10.1016/j.insmatheco.2014.01.002zbMath1296.91156OpenAlexW1969209569MaRDI QIDQ743146

D. Kharzeev

Publication date: 22 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.01.002

zbMATH Keywords

fuzzy numbersfuzzy uncertaintyclaims reservingchain-ladder modelultimate claims predictor

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric inference and fuzziness (62G86)

Related Items (2)

Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation

Cites Work

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• Chain ladder method: Bayesian bootstrap versus classical bootstrap
• Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
• Fuzzy logic in insurance
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• The expected value of a fuzzy number
• Fuzzy real algebra: Some results
• Credibility for the Chain Ladder Reserving Method
• IBNR-claims and the two-way model of ANOVA
• Operations on fuzzy numbers
• Fuzzy sets
• Hybrid fuzzy least-squares regression analysis and its reliability measures
• Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks

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