Treat a Weak Dependence Among Causes and Lives in Insurance by Means of Fuzzy Sets

摘要

In this paper, we apply the copulas and fuzzy sets to approximate the dependencies in causes and lives, where under each cause of decrement the decrement times of the lives are assumed to be weak dependence. We propose utilizing a mixture of both randomness and fuzziness to describe the concept of weak dependence. An application is considered for a general symmetric status of multiple life under dependent causes of decrement.