Geodesic
Fuzzy Claim Reserving In Non-Life Insurance
Computer Science and Information Systems, Tome 11 (2014) no. 2

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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.
Keywords: Fuzzy logic; Fuzzy numbers; Value of a Fuzzy Number, Expected Value of a Fuzzy Number; Insurance; Claims provisions 
@article{CSIS_2014_11_2_a21,
     author = {Jorge de Andr\'es-S\'anchez},
     title = {Fuzzy {Claim} {Reserving} {In} {Non-Life} {Insurance}},
     journal = {Computer Science and Information Systems},
     publisher = {mathdoc},
     volume = {11},
     number = {2},
     year = {2014},
     url = {http://geodesic.mathdoc.fr/item/CSIS_2014_11_2_a21/}
}
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Jorge de Andrés-Sánchez. Fuzzy Claim Reserving In Non-Life Insurance. Computer Science and Information Systems, Tome 11 (2014) no. 2. http://geodesic.mathdoc.fr/item/CSIS_2014_11_2_a21/