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Using fuzzy random variables in life annuities pricing

✍ Scribed by Jorge de Andrés-Sánchez; Laura González-Vila Puchades

Book ID
113632689
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
385 KB
Volume
188
Category
Article
ISSN
0165-0114

No coin nor oath required. For personal study only.

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✍ Surong You; Jiajin Le; Xiaodong Ding 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 436 KB

This article proposes a method for pricing a contingent claim with random interval and fuzzy random payoff. On introduction of the acceptability concept based on classical noarbitrage argument, a price interval and a fuzzy price are obtained in random interval market and fuzzy random market, respect