关键词： 不确定变量, 不确定生存函数, 折现率, 不确定离散模型

Abstract:

This paper defines the uncertain survival function base on  the maximum loss of insurance company and extreme value theorem of uncertainty theory.Two properties of the uncertain survival function are given.The uncertain survival fuction is proved for the uncertain discrete risk model in which the premium and claim have discount.

Key words: uncertain variable, uncertain survival function, discount rate, uncertain discrete time risk model