Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5076206 | Insurance: Mathematics and Economics | 2017 | 14 Pages |
Abstract
Uncertainty theory provides a new tool to deal with uncertainty. The paper employs it to propose a new uncertain insurance model with variational lower limit, and gives a ruin index and uncertainty distribution for the uncertain insurance risk process that claim process is a renewal reward process. The model extends and improves uncertain insurance model presented by Liu. Finally, it also provides examples to illustrate the effectiveness of the model.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yang Liu, Xingfang Zhang, Weimin Ma,