Discrete time credibilistic processes: Construction and convergences

In this paper, we discuss a method of constructing a credibilistic process which is a family of fuzzy variables on credibility space. Applying the extension theorem in credibility theory, the finite or infinite horizon credibilistic process is made up from a family of credibilistic kernels. Also, for the Markov case, convergence theorems are given and credibilistic risk models for reward processes are considered, whose risk is completed by the recursive equation.