Title of article :
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Author/Authors :
Tank، نويسنده , , Fatih and Gebizlioglu، نويسنده , , Omer L. and Apaydin، نويسنده , , Aysen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
Frechet bounds for distribution of sum of dependent risks and Farlie–Gumbel–Morgenstein (FGM) distribution family are suggested for the analysis of dependent risks. Behaviour of the coefficient of dependency in FGM distribution is investigated by fuzzy approach. Deliberations are made for the dependency and uncertainty context.
Keywords :
uncertainty , dependence , FGM distribution family , Fuzzy mathematical programming , Dependent risks , Coefficient of dependency , Imprecision
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics
