New fuzzy insurance pricing method for giga-investment project insurance

DOI10.1016/J.INSMATHECO.2015.08.002zbMath1348.91173OpenAlexW1612286237MaRDI QIDQ896206

Pasi Luukka, Mikael Collan

Publication date: 14 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.002

zbMATH Keywords

parametric uncertaintypossibility distributionstructural uncertaintyinsurance pricingpay-off methodpay-out distributionproject insurance

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (3)

On a fuzzy discretization of continuous distributions with applications to risk models ⋮ Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method ⋮ Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis

Cites Work

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• On weighted possibilistic mean and variance of fuzzy numbers
• Fuzzy capital budgeting
• Modeling future lifetime as a fuzzy random variable
• A Possibilistic Approach to Evaluating Equity-Linked Life Insurance Policies
• Option pricing: A simplified approach
• Fuzzy sets
• On possibilistic mean value and variance of fuzzy numbers
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