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In this paper, we study a modified risk model in which both the claim amount and premium are assumed to be random fuzzy variables. In this risk model, some new… Click to show full abstract
In this paper, we study a modified risk model in which both the claim amount and premium are assumed to be random fuzzy variables. In this risk model, some new theorems concerning the mean chance of ultimate ruin time are proved in two cases where the initial surplus is zero and nonzero. Finally, a numerical example is mentioned to illustrate the method.
Keywords:
random fuzzy;
ultimate ruin;
ruin time;
mean chance;
risk model;
chance ultimate
Journal Title: Soft Computing
Year Published: 2018
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Journal Title: Soft Computing
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!