Fuzzy Claim Reserving In Non-Life Insurance
Computer Science and Information Systems, Tome 11 (2014) no. 2
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},
year = {2014},
volume = {11},
number = {2},
url = {http://geodesic.mathdoc.fr/item/CSIS_2014_11_2_a21/}
}
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/