Abstract for: A platform to produce hybrid models in order to manage risks and uncertainties on financial and actuarial organizations
Planning under uncertainty requires reliable tools and methods for dynamic financial analysis. A financial and actuarial problem is how to consider returns of investment forecasts and foresees based on uncertain incomes and liabilities. To adress asset and liability management (ALM) problem one must model stochastic liabilities based on stochastic assets to set more reliability to investment policies simulators. This articles analyses a combination of methods and techniques to better model uncertainty to give to financial and actuarial analysts and actuaries a way to perform more realistic analysis of the solvency and liquidity, fuzzy logic and agent based modeling. The conclusion propose a framework where a combination of many methods and techniques are possible and useful to integrate all these approaches and, on an open system perspective as a way to manage long term investment policy based on current liabilities, both stochastic in nature.