Journal of Jishou University(Natural Sciences Edition)

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Uncertain Survival  Index of Uncertain Insurance Risk Model

LI Liangjuan,LI Zhiming,WU Lijun   

  1. (College of Mathematics and Systems Science,Xinjiang University,Urumqi 830046,China)
  • Online:2017-09-25 Published:2017-11-02
  • About author:LI Liangjuan (1990—),female,was born in Jiaozuo City,Henan Province,master of Xinjiang University;research area is non-life insurance actuarial mathematics
  • Supported by:

    National Natural Science Foundation of China (11361058)


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

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