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Uncertainty measures and actuarial application

dc.contributor.advisorRalević, Nebojša
dc.contributor.otherMilovanović, Gradimir
dc.contributor.otherGajić, Ljiljana
dc.contributor.otherKočović, Jelena
dc.contributor.otherĐorđević, Dragan
dc.contributor.otherRalević, Nebojša
dc.creatorPaunović, Marija
dc.date.accessioned2019-09-27T10:49:17Z
dc.date.available2019-09-27T10:49:17Z
dc.date.issued2019-09-06
dc.identifier.urihttps://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija155898467355195.pdf?controlNumber=(BISIS)110708&fileName=155898467355195.pdf&id=12914&source=NaRDuS&language=srsr
dc.identifier.urihttps://www.cris.uns.ac.rs/record.jsf?recordId=110708&source=NaRDuS&language=srsr
dc.identifier.urihttps://www.cris.uns.ac.rs/DownloadFileServlet/IzvestajKomisije15589846885211.pdf?controlNumber=(BISIS)110708&fileName=15589846885211.pdf&id=12915&source=NaRDuS&language=srsr
dc.identifier.uri/DownloadFileServlet/IzvestajKomisije15589846885211.pdf?controlNumber=(BISIS)110708&fileName=15589846885211.pdf&id=12915
dc.identifier.urihttp://nardus.mpn.gov.rs/123456789/11330
dc.description.abstractPredmet istraživanja ovog rada su mere neodređenosti, posebno mera kredibliteta, kao i mogućnost njihove primene u aktuarstvu. U cilju generalizacije teorije kredibiliteta, uvedena je nova mera, nazvana mera c- kredibiliteta. Mera c-kredibiliteta na X je skupovna funkcija takva da su zadovoljene osobine normalnosti, monotonosti, samodualnosti i maksimalnosti. Za nju su dokazane neke osobine kao što su npr. subaditivnost i poluneprekidnost. Nadalje, definisan je integral zasnovan na meri c- kredibiliteta, a navedena su i dokazana određena svojstva. Nova mera je uvedena i u fazi okruženju kao agregirana vrednost mera mogućnosti i neophodnosti.sr
dc.description.abstractThis thesis studies uncertainty measures, especially credibility measure, as well as the possibility of their application in actuaries. In order to generalize credibility theory, a new fuzzy measure is proposed, called c − credibility measure. C − credibility measure on X is a set function that satisfies normality, monotonicity, self-duality and maximality. Certain properties of the c−credibility measure are proved, such as, for example, subadditivity and semicontinuity. Furthermore, an integral based on this measure is defined, in analogy to the existing integrals, and its properties are proved. Then, the credibility measure in a fuzzy environment is introduced as the aggregate value of the possibility and necessity measures.en
dc.languagesr (latin script)
dc.publisherУниверзитет у Новом Саду, Факултет техничких наукаsr
dc.rightsAttribution-NonCommercial
dc.sourceУниверзитет у Новом Садуsr
dc.subjectfazi mere, c-kredibilitet, neodređenostsr
dc.subjectfuzzy measures, c-credibility measure, uncertaintyen
dc.titleMere neodređenosti i primena u aktuarstvusr
dc.title.alternativeUncertainty measures and actuarial applicationen
dc.typeDoktorska disertacijasr


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