Avui, dilluns 8 de juny, el Dipòsit Digital no estarà operatiu de 15:00 a 17:00 h per tasques de manteniment. Disculpeu les molèsties.
Hoy, lunes 8 de junio, el Dipòsit Digital no estará operativo de 15:00 a 17:00 h debido a tareas de mantenimiento. Disculpen las molestias.
Today, Monday, Jun 8th, the Digital Repository will be unavailable due to a system update.

Files

892836.pdf (399.55 KB)

Document type

Article

Version

Accepted version

Publication date

2025-04-21

Publication license

(c) Springer Verlag, 2025
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/220965

An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance

Journal Title

Authors

Director/Tutor

Journal ISSN

Volume Title

Related resource

https://doi.org/https://doi.org/10.1007/s11009-025-10164-8

Abstract

In this paper we apply the modal interval theory to the actuarial field to study the analysis and control of solvency in non-life insurance portfolios. The advantages of modal intervals over classical intervals are the interpretative field and the extension of the calculation possibilities that modal intervals offer. To achieve this, we will analyse and propose some properties of modal interval probability that allow us to ensure that the cumulative distribution function and the probability density function of the aggregated cost with which we will work are modal interval functions and, therefore, they can be correctly interpreted from this new point of view.

Subject

Probabilitats, Anàlisi d'intervals (Matemàtica), Matemàtica actuarial, Assegurances

Subject (English)

Probabilities, Interval analysis (Mathematics), Actuarial mathematics, Insurance

Citation

Collections

Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

Citation

ADILLÓN, Román, JORBA, Lambert and MÁRMOL, Maite. An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance. Methodology and Computing in Applied Probability. 2025. Vol. 27, num. 37, pags. 1-17. ISSN 1387-5841. [consulted: 8 of June of 2026]. Available at: https://hdl.handle.net/2445/220965

Export metadata

JSON - METS

Share record