摘要
使用非对称的三角模糊数方法扩展了索赔准备金中经典的链梯法.我们得到损失进展因子和最终损失的新估计.使用模糊数的优点在于:感兴趣的变量的不确定性可以通过计算得到,并可以控制新的模糊索赔进展因子.主要集中在非对称三角模糊方法,以应对在一个方向上有更强偏差的情形.
In this paper we extend the classical chain-ladder claims reserving method using asymmetric triangular fuzzy methods. We derive new estimators for the claims development factors as well as new predictors for the ultimate claims. The advantage in using fuzzy numbers lies in the fact that the uncertainty variables of interest can be calculated and also can be controlled by the ＂new＂fuzzy claims development factors. This paper we mainly focuses on asymmetric triangular fuzzy methods in order to cope with stronger deviations in only one direction.
出处
《数学的实践与认识》
北大核心
2015年第17期106-112,共7页
Mathematics in Practice and Theory
基金
国家自然科学基金项目(11471091)
关键词
非对称三角模糊数
模糊不确定性
索赔准备金
链梯模型
最终索赔预测
asymmetric triangular fuzzy methods
fuzzy uncertainty
claims reserving
chainladder model
ultimate claims predictor
