Centro de Documentación de Fundación MAPFRE - Applications of fuzzy regression in actuarial analysis

MAP20071505402

Applications of fuzzy regression in actuarial analysis / Jorge de Andrés Sánchez, Antonio Terceño Gómez

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

En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ; p. 665-699

1. Tasas de interés . 2. Métodos actuariales . 3. Cálculo actuarial . 4. Matemática del seguro . I. Terceño Gómez, Antonio . II. Título. III. Título: The Journal of risk and insurance.