IEEE Transactions on Fuzzy Systems
IEEE Transactions on Fuzzy Systems
5 years ago

Ruin Time of Uncertain Insurance Risk Process

, Jian Zhou, Kai Yao
An insurance risk process usually describes the risk of an insurance company via many criteria, such as ruin index, ruin time, and deficit. So far, the insurance risk process involving random factors has been extensively investigated. As a complement, considering the human uncertainty in running an insurance company, this paper studies an insurance risk process involving human uncertainty. The inverse uncertainty distribution of the uncertain insurance risk process is obtained, and the uncertainty distribution of the ruin time is also derived. Some numerical experiments are performed to illustrate the results.

Publisher URL: http://ieeexplore.ieee.org/document/7762045

DOI: 7762045

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