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Fuzzy Set Theory with Applications in Claims Reserving

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Fuzzy Set Theory with Applications in Claims Reserving (English shop)

Anne Thomas (Author)


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ISBN-13 (Hard Copy) 9783736995970
ISBN-13 (eBook) 9783736985971
Language English
Page Number 214
Lamination of Cover glossy
Edition 1. Aufl.
Publication Place Göttingen
Place of Dissertation Hamburg
Publication Date 2017-08-21
General Categorization Dissertation
Departments Economics
Business economics
Insurance industry
Applied mathematics
Keywords Versicherungsmathematik, Schadenreservierung, Fuzzy Sets, Unscharfe Mengen, Actuarial Science, Claims Reserving

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.