Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4945179 | International Journal of Approximate Reasoning | 2017 | 27 Pages |
Abstract
We propose a new definition of mean value and variance for fuzzy numbers whose membership functions are upper-semicontinuous but are not necessarily continuous. Our proposal uses the total variation of bounded variation functions. The proposed concepts are used for the evaluation of insurance contracts and real options in a fuzzy framework.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Luca Anzilli, Gisella Facchinetti,