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
Pages
6
From page
189
To page
194
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
Serial Year
2006
Journal title
Insurance Mathematics and Economics
Record number
1543015
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