Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Yükleniyor...
Tarih
2006
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Elsevier Science Bv
Erişim Hakkı
info:eu-repo/semantics/closedAccess
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.
Açıklama
Tank, Fatih/0000-0003-3758-396X; Gebizlioglu, Omer/0000-0002-3824-281X
Anahtar Kelimeler
dependence, FGM distribution family, fuzzy mathematical programming, dependent risks, coefficient of dependency, uncertainty, imprecision
Kaynak
Insurance Mathematics & Economics
WoS Q Değeri
Q2
Scopus Q Değeri
Q1
Cilt
38
Sayı
1
Künye
closedAccess
