Giornate di Studio sulla Popolazione (Popdays), Giornate di Studio sulla Popolazione 2017

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Improvement of fuzzy mortality models by means of some algebraic methods
Agnieszka Rossa, Andrzej Szymański

Building: Main Venue Building
Room: foyer
Date: 2017-02-09 03:30 PM – 04:30 PM
Last modified: 2017-01-23

Abstract


In the paper a new class of fuzzy mortality models based on a fuzzy version of the well-known Lee-Carter model is proposed. We applied the algebra of quaternions to describe fuzzy mortality models. It can be easily seen that the quaternion algebra, with a proper definition of multiplication, is a non-commutative C*-Banach algebra. Therefore, we can use  the C*-Banach algebra and the von Neumann algebra to describe fuzzy models in the terms of the non-commutative C*-Banach algebras.  Thus, in our approach the membership functions of fuzzy model parameters are represented by quaternions. The main objective is estimation of such functions. In the paper some estimation results based on real data are presented and discussed.


Keywords


fuzzy mortality model, C*-Banach algebra, non-commutative C*-algebra, von Neumann algebra of projectors, quaternion algebra