dc.contributor.author
Andrés Sánchez, Jorge de
dc.contributor.author
González-Vila Puchades, Laura
dc.date.issued
2016-12-20T12:42:53Z
dc.date.issued
2020-02-01T06:10:15Z
dc.date.issued
2016-12-20T12:42:58Z
dc.identifier
https://hdl.handle.net/2445/104962
dc.description.abstract
This paper extends the framework for the valuation of life insurance policies and annuities by Andrés- Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means of fuzzy numbers. This applies not only to interest rates but also to the amounts to be paid out by the insurance company. Second, the use of symmetrical triangular fuzzy numbers allows us to obtain expressions for the pricing of life contingencies and their variability that are closely linked to standard financial and actuarial mathematics. Moreover, they are relatively straightforward to compute and understand from a standard actuarial point of view.
dc.format
application/pdf
dc.publisher
Elsevier B.V.
dc.relation
Versió postprint del document publicat a: https://doi.org/10.1016/j.insmatheco.2016.11.002
dc.relation
Insurance Mathematics and Economics, 2017, vol. 72, num. January, p. 83-94
dc.relation
https://doi.org/10.1016/j.insmatheco.2016.11.002
dc.rights
cc-by-nc-nd (c) Elsevier B.V., 2017
dc.rights
http://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject
Matemàtica actuarial
dc.subject
Conjunts borrosos
dc.subject
Risc (Assegurances)
dc.subject
Assegurances de vida
dc.subject
Actuarial mathematics
dc.subject
Risk (Insurance)
dc.subject
Life insurance
dc.title
The valuation of life contingencies: A symmetrical triangular fuzzy approximation
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/acceptedVersion
