Showing 1 - 10 of 19,611
Persistent link: https://www.econbiz.de/10000916150
successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and … ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear … efficient methods for credibility when heavy-tailed claims are approximately log-location-scale distributed. To accomplish that …
Persistent link: https://www.econbiz.de/10013054067
Persistent link: https://www.econbiz.de/10008839759
Persistent link: https://www.econbiz.de/10009737892
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …
Persistent link: https://www.econbiz.de/10014552595
sets. The algorithm uses measures related to imprecise information developed using the Credibility Theory [6]. An …
Persistent link: https://www.econbiz.de/10014203675
model employs credibility theory and trapezoidal fuzzy variables to more accurately capture the high levels of uncertainty …
Persistent link: https://www.econbiz.de/10015135746
Persistent link: https://www.econbiz.de/10011725156
of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming … -- Chapter 1: Credibility Theory -- 1.1 Credibility Measure -- 1.2 Credibility Space -- 1.3 Fuzzy Variable -- 1.4 Credibility …
Persistent link: https://www.econbiz.de/10014021790
Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off between return and risk. Nevertheless, this...
Persistent link: https://www.econbiz.de/10012175679