DocumentCode
1926064
Title
Discrete risk order and its application in random fuzzy environments
Author
Huang, Tao ; Diao, Jinghua
Author_Institution
Naval Univ. of Eng., Tianjin, China
fYear
2010
fDate
8-10 Aug. 2010
Firstpage
261
Lastpage
263
Abstract
In this paper, we consider the discrete risk order in random fuzzy environments, the concepts and some useful properties of the discrete random fuzzy order, discrete random fuzzy stop-loss order are given. Based on the all random fuzzy orders mentioned above, how the individual claim affects the mean chance of the ultimate ruin are explored in random fuzzy compound binomial ruin risk model.
Keywords
fuzzy set theory; random processes; risk analysis; binomial ruin risk model; discrete random fuzzy stop loss order; discrete risk order; random fuzzy environments; ultimate ruin; Fuzzy variable; Mean chance; Random fuzzy variable; Risk model; Ruin; Stop-loss order;
fLanguage
English
Publisher
ieee
Conference_Titel
Emergency Management and Management Sciences (ICEMMS), 2010 IEEE International Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4244-6064-9
Type
conf
DOI
10.1109/ICEMMS.2010.5563453
Filename
5563453
Link To Document