Abstract
In this paper, we study a modified risk model in which both the claim amount and premium are assumed to be random fuzzy variables. In this risk model, some new theorems concerning the mean chance of ultimate ruin time are proved in two cases where the initial surplus is zero and nonzero. Finally, a numerical example is mentioned to illustrate the method.
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Ghasemalipour, S., Fathi-Vajargah, B. The mean chance of ultimate ruin time in random fuzzy insurance risk model. Soft Comput 22, 4123–4131 (2018). https://doi.org/10.1007/s00500-017-2629-0
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DOI: https://doi.org/10.1007/s00500-017-2629-0