This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer's balance sheet and income account.
CITATION STYLE
de Andrés-Sánchez, J. (2014). Fuzzy claim reserving in non-life insurance. Computer Science and Information Systems, 11(2), 825–838. https://doi.org/10.2298/CSIS121225045A
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