Claim reserving with fuzzy regression

ISSN: 2587-2680
Yayın Aralığı: Yılda 4 Sayı
Başlangıç: 2002
Yayıncı: SİVAS CUMHURİYET ÜNİVERSİTESİ > FEN FAKÜLTESİ

Abstract. Claims reserving plays a key role for the insurance. Therefore, various statistical methods are used to provide for an adequate amount of claim reserves. Since claim reserves are always variable, fuzzy set theory is used to handle this variability. In this paper, non-symmetric fuzzy regression is integrated in the Taylor’s method to develop a new method for claim reserving.

Keywords:

Fuzzy number, fuzzy regression claim reserves, Taylor’s geometric separation method,

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