Some computational results for the fuzzy random value of life actuarial liabilities

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dc.contributor.authorAndrés Sánchez, J. de
dc.contributor.authorGonzález-Vila Puchades, Laura
dc.date.accessioned2026-07-23T12:02:40Z
dc.date.available2026-07-23T12:02:40Z
dc.date.issued2017-07
dc.date.updated2026-07-23T12:02:40Z
dc.description.abstractThe concept of fuzzy random variable has been applied in several papers to model the present value of life insurance liabilities. It allows the fuzzy uncertainty of the interest rate and the probabilistic behaviour of mortality to be used throughout the valuation process without any loss of information. Using this framework, and considering a triangular interest rate, this paper develops closed expressions for the expected present value and its defuzzified value, the variance and the distribution function of several wellknown actuarial liabilities structures, namely life insurances, endowments and life annuities.
dc.format.extent25 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec673167
dc.identifier.issn1735-0654
dc.identifier.urihttps://hdl.handle.net/2445/230952
dc.language.isoeng
dc.publisherUniversity of Sistan and Baluchestan
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.22111/ijfs.2017.3323
dc.relation.ispartofIranian Journal of Fuzzy Systems, 2017, vol. 14, num.4
dc.relation.urihttps://doi.org/10.22111/ijfs.2017.3323
dc.rights(c) Iranian Journal of Fuzzy Systems, 2017
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject.classificationAssegurances de vida
dc.subject.classificationAnàlisi estocàstica
dc.subject.classificationMatemàtica difusa
dc.subject.otherLife insurance
dc.subject.otherStochastic analysis
dc.subject.otherFuzzy mathematics
dc.titleSome computational results for the fuzzy random value of life actuarial liabilities
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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