Tahereh BAHRAMI, Masuod BAHRAMI

Claim reserving with fuzzy regression

ISSN: 2587-2680
Yayın Aralığı: 4
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,

PDF

___

Chang, P.T., Lee, E.S., 1996. A generalization fuzzy weighted least-squares regression.
Fuzzy Sets systems 82, 289-298. Chang, P.T., 1997. Fuzzy seasonality forecasting. Fuzzy Sets Systems 90, 1-10.
Diamond, P., Kloeden, P. 1994. Metric Spaces of Fuzzy Sets. Theory and Application.
World Scientific, Singapore. Dubois, D., Prade, H., 1980. Fuzzy Sets and Systems: Theory and Applications. Academic Press, New York.
Kacprzyk, J., Fedrizzi, M, (Eds.), 1992.Fuzzy regression Analysis. Omnitech and Heidelbreg: Physic, Waesaw.
Tanaka, H., S. Uejima and K. Asai. 1982. Liner regression analysis with Fuzzy model.
IEEE Trans. System Man Cybernet. 12: 903-907. Zimmermann, H. J. 1996. Fuzzy Sets Theory and Its application. Kluwer Academic Pub. , Boston. )n n ∑ ∑ =i 1j=−+i+i+1 =i 1j=−+i+i+1 =i n+i+1 n n+i+1 n+i+1 rˆCji ,Cjiji 2 2i1j=−+i+i+11