DOI QR코드

DOI QR Code

An Individual Risk Model and Its Uncertainty Distribution

  • Li, Ren
  • Received : 2012.09.05
  • Accepted : 2013.03.05
  • Published : 2013.03.31

Abstract

In insurance statistics, the sum of homogeneous insurance is often needed. The sum is called individual risk model which is a fundamental model in risk analysis for insurance. This paper first presents an individual risk model based on the uncertainty theory. Then its uncertainty distribution is provided. Finally, its arithmetic is shown by a numerical example.

Keywords

Uncertainty Theory;Individual Risk Model;Uncertainty Distribution

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Acknowledgement

Supported by : National Natural Science Foundation of China