Fuzzy Comprehensive Evaluation and Fuzzy Information Processing for Risks

Hanji Shang
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Hanji Shang: Fudan University, China

Chapter 4 in Actuarial Science:Theory and Methodology, 2006, pp 133-158 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionFuzzy Comprehensive Evaluation for RisksBasic Concepts and ProcessConstruct Factor SetConstruct Weight SetConstruct Evaluation SetSingle Factor Fuzzy EvaluationFuzzy Comprehensive EvaluationAn Example of Risk EvaluationDetermination of Main Risk FactorsEvaluation of the RiskApplicationsFuzzy Information Distribution in Risk Evaluation and AnalysisConcept of Fuzzy Information DistributionInformation Distribution MethodImproving IDMApplicationsInformation Diffusion and Its Application to Risk AnalysisMechanism of Information DiffusionAn Example of Application — 1D ProblemLarge SampleSmall Sample — Statistical ApproachSmall Sample — UIDMAn Example of Application — 2D ProblemLarge SampleSmall Sample — Statistical ApproachSmall Sample — UIDMOptimized Information Diffusion Method (OIDM)OIDM in 1D CaseOIDM in 2D CaseConclusionReferences

Keywords: Actuarial Science; Actuarial Mathematics; Risk Model; Risk Analysis; Fuzzy Mathematics; Financial Economics; Solvency Supervision; Information Processing; Insurance (search for similar items in EconPapers)
Date: 2006
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