Discrete Risk Order and its Application in Random Fuzzy Environments

摘要：

In this paper, we consider the discrete risk order in random fuzzy environments, the concepts and some useful properties of the discrete random fuzzy order, discrete random fuzzy stop-loss order are given. Based on the all random fuzzy orders mentioned above, how the individual claim affects the mean chance of the ultimate ruin are explored in random fuzzy compound binomial ruin risk model.

关键词： Risk model Mean chance Ruin Stop-loss order Fuzzy variable Random fuzzy variable

作者: Tao Huang Jinghua Diao

作者单位: Naval University of Engineering Tianjin Campus Tianjin China, 300450 University of Engineering Tianjin Campus Tianjin China, 300450

会议类型: 国际会议

会议名称: 2010 IEEE International Conference on Emergency Management and Management Sciences(2010 IEEE应急管理与管理科学国际会议 ICEMMS)

会议地点: 北京

会议语种:英文

页码: 261-263

在线出版日期: 2010-08-08（万方平台首次上网日期，不代表论文的发表时间）