吉首大学学报(自然科学版)2017,Vol.38Issue(5):5-9,5.DOI:10.3969/j.cnki.jdxb.2017.05.002
不确定风险模型的不确定生存率
Uncertain Survival Index of Uncertain Insurance Risk Model
摘要
Abstract
This paper defines the uncertain survival function base on the maximum loss of insurance company and extreme value theorem of uncertainty theory.Two properties of the uncertain survival function are given.The uncertain survival fuction is proved for the uncertain discrete risk model in which the premium and claim have discount.关键词
不确定变量/不确定生存函数/折现率/不确定离散模型Key words
uncertain variable/uncertain survival function/discount rate/uncertain discrete time risk model分类
数理科学引用本文复制引用
李梁娟,李智明,吴黎军..不确定风险模型的不确定生存率[J].吉首大学学报(自然科学版),2017,38(5):5-9,5.基金项目
National Natural Science Foundation of China (11361058) (11361058)