Pesquisa de referências

Applications of fuzzy regression in actuarial analysis

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000nab a2200000 i 4500</leader>
    <controlfield tag="001">MAP20071505402</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20080418124628.0</controlfield>
    <controlfield tag="007">hzruuu---uuuu</controlfield>
    <controlfield tag="008">040608e20031201usa||||    | |00010|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20080341923</subfield>
      <subfield code="a">Sánchez, Jorge de Andrés</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Applications of fuzzy regression in actuarial analysis</subfield>
      <subfield code="c">Jorge de Andrés Sánchez, Antonio Terceño Gómez</subfield>
    </datafield>
    <datafield tag="520" ind1="8" ind2=" ">
      <subfield code="a">In this article, we propose several applications of fuzzy regression techniques for actuarial problems . Our main analysis is motivated, on the one hand , by the fact that several articles in the financial and actuarial literature suggest using fuzzy numbers to model interest rate uncertainty but do not explain how to quantify these rates with fuzzy numbers . Fuzzy regression is suitable for adjusting the TSIR and discuss how to apply a fuzzy TSIR when pricing life insurance contracts and property-liability policies  </subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080578374</subfield>
      <subfield code="a">Tasas de interés</subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080591953</subfield>
      <subfield code="a">Métodos actuariales</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20080311674</subfield>
      <subfield code="a">Terceño Gómez, Antonio</subfield>
    </datafield>
    <datafield tag="740" ind1="4" ind2=" ">
      <subfield code="a">The Journal of risk and insurance</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077000727</subfield>
      <subfield code="t">The Journal of risk and insurance</subfield>
      <subfield code="d">Orlando</subfield>
      <subfield code="g">Volume 70, number 4, December 2003 ;  p. 665-699</subfield>
    </datafield>
  </record>
</collection>