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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]