Applications of fuzzy regression in actuarial analysis

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      <subfield code="a">Sánchez, Jorge de Andrés</subfield>
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      <subfield code="c">Jorge de Andrés Sánchez, Antonio Terceño Gómez</subfield>
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      <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>
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      <subfield code="a">Métodos actuariales</subfield>
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      <subfield code="a">Cálculo actuarial</subfield>
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      <subfield code="a">Terceño Gómez, Antonio</subfield>
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      <subfield code="a">The Journal of risk and insurance</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
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      <subfield code="g">Volume 70, number 4, December 2003 ;  p. 665-699</subfield>
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