We show that analogously to classical probability theory the conditional expectation E ( ? ~ X ) of a fuzzy random variable Y w.r.t. a fuzzy random variable X is w.r.t. a suitable metric the best approximation o f ? by measurable functions ofX. Furthermore, several linear regression functions, i.e. best approximation of ? by linear functions o f z and examples for random LR-fuzzy numbers and Ga...

This paper presents an approach to the allocation of surplus and profit loads to different product lines or policies within a single insurance company. The method presented calculates the allocation for each line based on the expected value conditional on the full surplus being exhausted. The use of conditional expectations produces a familiar variance-based allocation for a number of specific ...

In this paper we study the Pettis integral of fuzzy mappings in arbitrary Banach spaces. We present some properties of the Pettis integral of fuzzy mappings and we give conditions under which a scalarly integrable fuzzy mapping is Pettis integrable. Cordially dedicated to Professor Paolo de Lucia on the occasion of his 80-th birthday with esteem and admiration

Assuming the continuum hypothesis, we construct a universally weakly measurable function from [0,1] into a dual of some weakly compactly generated Banach space, which is not Pettis integrable. This (partially) solves a problem posed by Riddle, Saab and Uhl [13]. We prove two results related to Pettis integration in dual Banach spaces. We also contribute to the problem whether it is consistent t...

Given uncertainty in the input model and parameters of a simulation study, the goal of the simulation study often becomes the estimation of a conditional expectation. The conditional expectation is expected performance conditional on the selected model and parameters. The distribution of this conditional expectation describes precisely, and concisely, the impact of input uncertainty on performa...

in this paper, we investigate the relation between l-projections and conditional expectations on subalgebras of the fourier-stieltjes algebra b(g), and we will show that compactness of g plays an important role in this relation.

in this article, we discuss measure theoretic characterizations for weighted composition operators in some operator classes on $l^{2}(sigma)$ such as, $n$-power normal, $n$-power quasi-normal, $k$-quasi-paranormal and quasi-class$a$. then we show that weighted composition operators can separate these classes.