The valuation of life contingencies : a symmetrical triangular fuzzy approximation
Jorge de Andrés-Sánchez, Laura González-Vila Puchades
| Year of publication: |
January 2017
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|---|---|
| Authors: | Andrés Sánchez, Jorge de ; González-Vila Puchades, Laura |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 83-94
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| Subject: | Life contingency pricing | Fuzzy numbers | Expected interval and beta expected value of a fuzzy number | Fuzzy financial mathematics | Mathematical expectation and variance of a fuzzy random variable | Fuzzy-Set-Theorie | Fuzzy sets | Finanzmathematik | Mathematical finance | Mathematik | Mathematics | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011694385