Abstract

Journal of Actuarial Practice

Volume 5, Number 1, 1997


Fuzzy Underwriting: An Application of Fuzzy Logic to Medical Underwriting

Per-Johan Horgby, Ralf Lohse, and Nicola-Alexander Sittaro

Abstract

One of the most difficult issues in the medical underwriting of life insurance applicants is diabetes mellitus. Compiling the prognosticating parameters for diabetic applicants results in a complex system of mutually interacting factors. In addition, neither the prognosticating factors themselves nor their impact on the mortality risk is clear cut.

We show how a fuzzy inference system can be used in underwriting diabetes mellitus. A fuzzy inference system can cope with the imprecise nature of medical parameters by converting them into fuzzy sets and aggregating them using mathematical techniques. The fuzzy underwriting system presented goes further than previous applications of fuzzy set theory in insurance, as it is a real life application with contributions from insurance economics, insurance medicine, and computer science.

Key words and phrases: multiple risk factors, fuzzy inference, life insurance

Per-Johan Horgby,
Institute for Insurance Economics,
University of Hannover,
Königswortherplatz 1,
30167 Hannover,
GERMANY

Ralf Lohse,
Hannover Re / E+S Rück,
Karl-Wiechert-Allee 50,
30625 Hannover,
GERMANY

Nicola-Alexander Sittaro
Hannover Re / E+S Rück,
Karl-Wiechert-Allee 50,
30625 Hannover,
GERMANY



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