A fuzzy set theoretical approach to asset and liability management and decision making

Chiu Cheng Chang*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

3 Scopus citations

Abstract

The following sections are included: • Introduction • Fuzzy Numbers and Their Arithmetic Operations • Definitions • Fuzzy Arithmetic Operations • Fuzzy Immunization Theory • Fuzzy Matching of Assets and Liabilities • Bayesian Decision Method • Fuzzy Bayesian Decision Method • Decision Making under Fuzzy States and Fuzzy Alternatives • Conclusions • References.

Original languageEnglish
Title of host publicationIntelligent And Other Computational Techniques In Insurance
Subtitle of host publicationTheory And Applications
PublisherWorld Scientific Publishing Co.
Pages301-333
Number of pages33
ISBN (Electronic)9789812794246
DOIs
StatePublished - 01 01 2003

Bibliographical note

Publisher Copyright:
© 2003 by World Scientific Publishing Co. Pte. Ltd.

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