The modified fuzzy mortality model based on the algebra of ordered fuzzy numbers.

Journal: Biometrical journal. Biometrische Zeitschrift
Published Date:

Abstract

The new trends in fuzzy analysis are based on the algebraic approach to fuzzy numbers. The essential idea in such an approach is representing the membership function of a fuzzy number as an element of any square-integrable function space. As a starting point, we consider the Koissi-Shapiro model known as a fuzzy version of the Lee-Carter mortality model, in which triangular membership functions of fuzzy variables are assumed. In our approach, the algebra of ordered fuzzy numbers is used to reformulate the fuzzy Lee-Carter mortality model and to improve the prediction accuracy.

Authors

  • Andrzej SzymaƄski
    Institute of Statistics and Demography, University of Lodz, Lodz, Poland.
  • Agnieszka Rossa
    Institute of Statistics and Demography, University of Lodz, Lodz, Poland.