Inequality for Mean Chance of Ultimate Ruin in Risk Model with Random Fuzzy Theory

摘要：

In this paper, the ruin problem in random fuzzy environments is to be researched. The ruin risk model in random fuzzy environments is established when the interarrival time of claim and the amount of claim are characterized as random fuzzy variables. The definition of adjustment coefficient in random fuzzy risk model is given. Finally, the inequality for mean chance of ultimate ruin in random fuzzy risk model is researched.

关键词： Risk model Adjustment coefficient Ruin Inequality Random fuzzy variable

作者: Tao Huang Jinghua Diao Zhuobin Wei

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

会议类型: 国际会议

会议名称: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences(2011年第二届IEEE应急管理与管理科学国际会议 ICEMMS 2011)

会议地点: 北京

会议语种:英文

页码: 587-590

在线出版日期: 2011-08-08（万方平台首次上网日期，不代表论文的发表时间）