标题：Payments per claim method based on fuzzy numbers
作者：Yan, Chun ;Liu, Qian ;Dong, Tingting ;Liu, Wei
作者机构：[Yan, Chun ;Liu, Qian ;Dong, Tingting ] College of Mathematics and Systems Scienceline, Shandong University of Science and Technology, Qingdao, Shando 更多
会议名称：14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery, ICNC-FSKD 2018
会议日期：July 28, 2018 - July 30, 2018
来源：ICNC-FSKD 2018 - 14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery
摘要：Aiming at the uncertainty of the evaluation of reserves, a new method based on fuzzy number is proposed. The asymmetric triangular fuzzy number is introduced into payments per claim method, and the fuzzy progress factor of the cumulative number of reported cases and the average compensation is obtained, and the prediction interval of the final indemnity corresponding to each accident year and the corresponding outstanding compensation are calculated. Finally, through the different values of the risk parameters and the uncertainty parameters of the decision makers, the volatility measurement of reserves is obtained. It is proved that this method can effectively measure the uncertainty and volatility of reserve forecast value.
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