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Applications of fuzzy regression in actuarial analysis

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008  040608e20031201usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
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1001 ‎$0‎MAPA20080341923‎$a‎Sánchez, Jorge de Andrés
24510‎$a‎Applications of fuzzy regression in actuarial analysis‎$c‎Jorge de Andrés Sánchez, Antonio Terceño Gómez
5208 ‎$a‎In 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
65011‎$0‎MAPA20080578374‎$a‎Tasas de interés
65011‎$0‎MAPA20080591953‎$a‎Métodos actuariales
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20080311674‎$a‎Terceño Gómez, Antonio
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 4, December 2003 ; p. 665-699