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Using Fuzzy Interest Rates for Uncertainty Modelling in Enhanced Annuities Pricing | ||
| International Journal of Mathematical Modelling & Computations | ||
| مقاله 4، دوره 12، 4 (Fall) - شماره پیاپی 48، اسفند 2022، صفحه 265-274 اصل مقاله (94.05 K) | ||
| نوع مقاله: Full Length Article | ||
| شناسه دیجیتال (DOI): 10.30495/ijm2c.2023.1968679.1262 | ||
| نویسنده | ||
| Mahboubeh Aalaei* | ||
| Personal Insurance Research Group, Insurance Research Center, Tehran, Iran | ||
| چکیده | ||
| The modeling of uncertainty resources is very important in insurance pricing. In this paper, fuzzy set theory is implemented to model interest rates as an uncertainty resources for calculating the price of enhanced annuities. In this regard, the single fuzzy premium for a fixed annuity payouts is calculated using adjusted mortality probabilities for an insured with health problems and the results are compared with standard status. As the adjustment multiplier increases, which means that the health problems of the insured are worse, the life expectancy of the person decreases. In addition, as adjustment multiplier increases, the insurance premium decreases, which is due to the adjustment of survival and mortality probabilities based on the individual's health status. Also, to show the validity of the proposed fuzzy method, the random interest rate has been used. The results of the fuzzy and random models are close to each other which indicates the validation of proposed method. | ||
| کلیدواژه‌ها | ||
| Adjustment multiplier Interest rate؛ Enhanced annuities؛ Single premium؛ Fuzzy set theory | ||
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آمار تعداد مشاهده مقاله: 120 تعداد دریافت فایل اصل مقاله: 134 |
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