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Uncertain Survival Index Of Uncertain Insurance Risk Model

Posted on:2018-01-25Degree:MasterType:Thesis
Country:ChinaCandidate:L J LiFull Text:PDF
GTID:2310330533456118Subject:Mathematics
Abstract/Summary:PDF Full Text Request
Because lacks of information or imprecise information,real decision usually face risk.The uncertain risk may bring about the potential losses,so insurer comes into being in order to recompense the losses.The insurance theory at the historic moment was proposed.This paper with the help of this new type of uncertainty theory mathematical tools,we introduce the definition of uncertain theory,four basic axioms,uncertain measure,uncertain variables and the uncertain distribution.Specific uncertain variable algorithm is presented.Using uncertain process and independent increment process extremum theorem are given.Using renewal process and cost renewal process,we definite the uncertain risk model.Define the uncertain risk the survival index of the model.Using the def-inition of Greta Gerber's biggest losses and uncertainty distribution function and the definition of uncertainty theory of extreme value theorem and the uncertain risk survival index of the distribution function of the model.Finally using uncertain survival function definitions and theorems,With the discount rate is calculated uncertain risk model of survival function and change the uncertain risk the survival index of the model.
Keywords/Search Tags:uncertain measure, uncertain variable, uncertain survival index, uncer-tain renewal process, discount rate
PDF Full Text Request
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