New definitions of mean value and variance of fuzzy numbers: An application to the pricing of life insurance policies and real options.
Luca AnzilliGisella FacchinettiPublished in: Int. J. Approx. Reason. (2017)
Keyphrases
- real option
- black scholes
- option pricing
- fuzzy numbers
- pricing model
- decision making
- fuzzy sets
- decision makers
- life cycle
- optimal policy
- multi criteria
- multi attribute decision making
- power plant
- decision analysis
- multicriteria decision making
- fault tree analysis
- risk management
- real numbers
- stock price
- score function
- correlation coefficient
- genetic algorithm
- dynamic pricing
- financial markets
- stock exchange
- imperfect information
- fuzzy logic
- artificial intelligence