• DocumentCode
    553105
  • Title

    Uncertain portfolio selection for insurer

  • Author

    Xiaoxia Huang ; Chen Yao

  • Author_Institution
    Sch. of Econ. & Manage., Univ. of Sci. & Technol. Beijing, Beijing, China
  • Volume
    2
  • fYear
    2011
  • fDate
    26-28 July 2011
  • Firstpage
    760
  • Lastpage
    764
  • Abstract
    This paper discusses the uncertain portfolio selection problem for the insurer. A new model is proposed assuming that the return rates of risky securities are uncertain variables. Then the crisp forms of the model are given. Finally, each result of two numerical examples shows the application of the model.
  • Keywords
    insurance; stock markets; insurer; risky security return rates; uncertain portfolio selection; Insurance; Investments; Measurement uncertainty; Numerical models; Portfolios; Security; Uncertainty; insurance company; portfolio selection; uncertain programming; uncertain variable;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Fuzzy Systems and Knowledge Discovery (FSKD), 2011 Eighth International Conference on
  • Conference_Location
    Shanghai
  • Print_ISBN
    978-1-61284-180-9
  • Type

    conf

  • DOI
    10.1109/FSKD.2011.6019684
  • Filename
    6019684
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=553105