DocumentCode
3529250
Title
Distribution of curate future lifetime and model of life actuarial on credibility space
Author
Yuan, Min-ying ; Sun, Da-jun
Author_Institution
Dept. of Math. & Inf. Sci., Langfang Teachers´´ Coll., Langfang, China
Volume
Part 3
fYear
2011
fDate
3-5 Sept. 2011
Firstpage
1679
Lastpage
1681
Abstract
In order to make the life actuarial theoretical model more extensive and more effective, this paper based the basic concepts in the credibility space and the conclusion of the credibility distribution of a fuzzy variable takes value on interval, gives that distribution expressions of curtate future lifetime and model of curtate-expectation-of-lifein the credibility space, and deduced the model of actuarial present value for payable at the end of the year of death on the credibility space. The life actuarial theory was extended from probability space to credibility space which is more extensive than the former.
Keywords
fuzzy set theory; insurance; probability; credibility distribution; credibility space; curate future lifetime distribution; curtate expectation of life; curtate future lifetime; fuzzy variable; life actuarial theoretical model; probability space; Distribution functions; Educational institutions; Insurance; Mathematical model; Measurement uncertainty; Uncertainty; Actuarial present value; credibility measure; curtate future lifetime; life actuarial;
fLanguage
English
Publisher
ieee
Conference_Titel
Industrial Engineering and Engineering Management (IE&EM), 2011 IEEE 18Th International Conference on
Conference_Location
Changchun
Print_ISBN
978-1-61284-446-6
Type
conf
DOI
10.1109/ICIEEM.2011.6035484
Filename
6035484
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