Fuzzy claim reserving in non-life insurance

نویسنده

  • Jorge de Andrés Sánchez
چکیده

This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer’s balance sheet and income account. Key-words: Fuzzy logic; Fuzzy numbers; Value of a Fuzzy Number, Expected Value of a Fuzzy Number; Insurance; Claims provisions

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عنوان ژورنال:
  • Comput. Sci. Inf. Syst.

دوره 11  شماره 

صفحات  -

تاریخ انتشار 2014