Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Özet
Frechet bounds for distribution of sum of dependent risks and Farlie-Gumbel-Morgenstein (FOM) distribution family are suggested for the analysis of dependent risks. Behaviour of the coefficient of dependency in FGM distribution is investigated by fuzzy approach. Deliberations are made for the dependency and uncertainty context. (c) 2005 Elsevier B.V. All fights reserved.
Kaynak
Insurance Mathematics & EconomicsCilt
38Sayı
1Koleksiyonlar
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