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Fuzzy Set Theory with Applications in Claims Reserving
Langbeschreibung
Actuaries working in claims reserving are often faced, among others, with the following two tasks: the prediction of future outstanding loss liabilities, as well as the quantification of their risk. Within claims reserving there exist various methods in which vagueness and subjective judgement is often not considered. A formal approach is given e.g. by fuzzy set theory.
Besides an overview of applications of fuzzy set theory in claims reserving the author presents three ways of how subjective assessment can be implemented in the chain-ladder as well as the Bornhuetter Ferguson method.
Besides an overview of applications of fuzzy set theory in claims reserving the author presents three ways of how subjective assessment can be implemented in the chain-ladder as well as the Bornhuetter Ferguson method.
ISBN-13:
9783736995970
Veröffentl:
2017
Erscheinungsdatum:
21.08.2017
Seiten:
214
Autor:
Anne Thomas
Gewicht:
284 g
Format:
210x148x12 mm
Sprache:
Englisch