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Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/104962
The valuation of life contingencies: A symmetrical triangular fuzzy approximation
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This paper extends the framework for the valuation of life insurance policies and annuities by Andrés- Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means of fuzzy numbers. This applies not only to interest rates but also to the amounts to be paid out by the insurance company. Second, the use of symmetrical triangular fuzzy numbers allows us to obtain expressions for the pricing of life contingencies and their variability that are closely linked to standard financial and actuarial mathematics. Moreover, they are relatively straightforward to compute and understand from a standard actuarial point of view.
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ANDRÉS SÁNCHEZ, Jorge de and GONZÁLEZ-VILA PUCHADES, Laura. The valuation of life contingencies: A symmetrical triangular fuzzy approximation. Insurance Mathematics and Economics. 2017. Vol. 72, num. January, pags. 83-94. ISSN 0167-6687. [consulted: 6 of October of 2026]. Available at: https://hdl.handle.net/2445/104962