The bounds of premium and optimality of stop loss insurance under uncertain random environments

Mean-risk model for uncertain portfolio selection with background risk and realistic constraints

“…As a breakthrough to address indeterminate quantities, Liu [29] proposes an uncertainty theory based on uncertain measure, and proves that belief degree follows the laws of uncertainty theory (Liu [33]). Subsequently, uncertainty theory has been gradually developed and successfully applied to uncertain finance (Liu [31]), uncertain insurance (Liu et al [36], Yao and Qin [48]) and uncertain programming (Liu [30]), and so on.…”