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Table 1 Fuzzy prices of the first default of LCDS in different cut set levels

From: Pricing for a basket of LCDS under fuzzy environments

\(\kappa\)	0	0.1	0.2	0.3	0.4	0.5
\(\lambda\)	1	0.9	0.7	0.6	0.6	0.5
\(T = 5\)	[0.5275, 0.5352]	[0.5282, 0.5346]	[0.5293, 0.5337]	[0.5299, 0.5332]	[0.5304, 0.5329]	[0.5311, 0.5324]

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