APPLYING PROPORTIONAL HAZARD TRANSFORM ON REINSURANCE DATA
The distribution of reinsurance data is right skewed and often heavy tailed and.Stop loss cover reinsurance is known as one form of risk transfer that deals with dataset which have values more than a given retention. The data consists of some extreme values and are spread at the tail of the distribu...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/16889 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |