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Fuzzy Set Theory with Applications in Claims Reserving

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Title: Fuzzy Set Theory with Applications in Claims Reserving
Description: Actuaries working in claims reserving are often faced, among others, with the following two tasks: the prediction of future outstanding loss liabilities, as well as the quantification of their risk. Within claims reserving there exist various methods in which vagueness and subjective judgement is often not considered. A formal approach is given e.g. by fuzzy set theory. Besides an overview of applications of fuzzy set theory in claims reserving the author presents three ways of how subjective assessment can be implemented in the chain-ladder as well as the Bornhuetter Ferguson method.
Authors: Thomas, Anne
Resource Type: eBook.
Subjects: Actuarial science
Categories: MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Set Theory
Database: eBook Collection (EBSCOhost)
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  – Type: ebook-pdf
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  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 2129529
RelevancyScore: 1077
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1077.00524902344
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  Data: Fuzzy Set Theory with Applications in Claims Reserving
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  Data: Actuaries working in claims reserving are often faced, among others, with the following two tasks: the prediction of future outstanding loss liabilities, as well as the quantification of their risk. Within claims reserving there exist various methods in which vagueness and subjective judgement is often not considered. A formal approach is given e.g. by fuzzy set theory. Besides an overview of applications of fuzzy set theory in claims reserving the author presents three ways of how subjective assessment can be implemented in the chain-ladder as well as the Bornhuetter Ferguson method.
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  Data: <searchLink fieldCode="AR" term="%22Thomas%2C+Anne%22">Thomas, Anne</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 368.01
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Actuarial science
        Type: general
    Titles:
      – TitleFull: Fuzzy Set Theory with Applications in Claims Reserving
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Thomas, Anne
      – PersonEntity:
          Name:
            NameFull: Thomas, Anne
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      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2017
            – D: 08
              M: 12
              Type: profile
              Y: 2021
          Identifiers:
            – Type: isbn-print
              Value: 9783736995970
            – Type: isbn-electronic
              Value: 9783736985971
          Titles:
            – TitleFull: Fuzzy Set Theory with Applications in Claims Reserving
              Type: main
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