การประเมินเงินกองทุนทางเศรษฐศาสตร์สำหรับความเสี่ยงด้านภัยพิบัติ
The purpose of research is to assess economic capital for catastrophe risk which is losses due to flood, storm and earthquake by applying actuarial model. The simulation of random variables which are severity and number of claims has been extended to 3 copulas; Gaussian copula, Student’s t copula an...
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| Format: | Theses and Dissertations |
| Language: | Thai |
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จุฬาลงกรณ์มหาวิทยาลัย
2013
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| Online Access: | https://digiverse.chula.ac.th/Info/item/dc:28169 |
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| Institution: | Chulalongkorn University |
| Language: | Thai |