Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
dc.contributor.author | Tank, Fatih | |
dc.contributor.author | Gebizlioğlu, Ömer L. | |
dc.contributor.author | Apaydın, Ayşen | |
dc.date.accessioned | 2020-06-25T17:41:04Z | |
dc.date.available | 2020-06-25T17:41:04Z | |
dc.date.issued | 2006 | |
dc.department | Kırıkkale Üniversitesi | |
dc.description | Tank, Fatih/0000-0003-3758-396X; Gebizlioglu, Omer/0000-0002-3824-281X | |
dc.description.abstract | 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. | en_US |
dc.identifier.citation | closedAccess | en_US |
dc.identifier.doi | 10.1016/j.insmatheco.2005.09.003 | |
dc.identifier.endpage | 194 | en_US |
dc.identifier.issn | 0167-6687 | |
dc.identifier.issue | 1 | en_US |
dc.identifier.scopus | 2-s2.0-31544469473 | |
dc.identifier.scopusquality | Q1 | |
dc.identifier.startpage | 189 | en_US |
dc.identifier.uri | https://doi.org/10.1016/j.insmatheco.2005.09.003 | |
dc.identifier.uri | https://hdl.handle.net/20.500.12587/3619 | |
dc.identifier.volume | 38 | en_US |
dc.identifier.wos | WOS:000235491400013 | |
dc.identifier.wosquality | Q2 | |
dc.indekslendigikaynak | Web of Science | |
dc.indekslendigikaynak | Scopus | |
dc.language.iso | en | |
dc.publisher | Elsevier Science Bv | en_US |
dc.relation.ispartof | Insurance Mathematics & Economics | |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | dependence | en_US |
dc.subject | FGM distribution family | en_US |
dc.subject | fuzzy mathematical programming | en_US |
dc.subject | dependent risks | en_US |
dc.subject | coefficient of dependency | en_US |
dc.subject | uncertainty | en_US |
dc.subject | imprecision | en_US |
dc.title | Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach | en_US |
dc.type | Article |
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