Abstract
In this paper, we apply the LR-fuzzy random variables to estimate a discount function that associated with a generalized interest rate as well as fuzzy random variable future lifetimes, and establish some life annuity and endowments models. A novel fuzzy net premium model is obtained. Finally, a statistical simulation is given for illustrating the proposed models.
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Acknowledgment
This research is supported by the NNSF of China under grant number No.11271096. Their financial aid is greatly appreciated.
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Wang, D. (2019). A Net Premium Model for Life Insurance Under a Sort of Generalized Uncertain Interest Rates. In: Destercke, S., Denoeux, T., Gil, M., Grzegorzewski, P., Hryniewicz, O. (eds) Uncertainty Modelling in Data Science. SMPS 2018. Advances in Intelligent Systems and Computing, vol 832. Springer, Cham. https://doi.org/10.1007/978-3-319-97547-4_29
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DOI: https://doi.org/10.1007/978-3-319-97547-4_29
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