DocumentCode
3259396
Title
Inequality for mean chance of ultimate ruin in risk model with random fuzzy theory
Author
Huang, Tao ; Diao, Jinghua ; Wei, Zhuobin
Author_Institution
Naval Univ. of Eng., Tianjin, China
fYear
2011
fDate
8-10 Aug. 2011
Firstpage
587
Lastpage
590
Abstract
In this paper, the ruin problem in random fuzzy environments is to be researched. The ruin risk model in random fuzzy environments is established when the interarrival time of claim and the amount of claim are characterized as random fuzzy variables. The definition of adjustment coefficient in random fuzzy risk model is given. Finally, the inequality for mean chance of ultimate ruin in random fuzzy risk model is researched.
Keywords
fuzzy set theory; insurance; risk analysis; mean chance inequality; random fuzzy risk model; random fuzzy theory; ruin risk model; ultimate ruin; Companies; Equations; Insurance; Mathematical model; Random variables; Stochastic processes; Uncertainty; Adjustment coefficient; Inequality; Random fuzzy variable; Risk model; Ruin;
fLanguage
English
Publisher
ieee
Conference_Titel
Emergency Management and Management Sciences (ICEMMS), 2011 2nd IEEE International Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4244-9665-5
Type
conf
DOI
10.1109/ICEMMS.2011.6015749
Filename
6015749
Link To Document