DETERMINATION OF RISK PREMIUM USING CREDIBILITY THEORY BASED ON UNCERTAINTY
The prediction of the risk premium depends on three sources of uncertainties: model uncertainty, parameter uncertainty, and the uncertainty of the process generating the data. In this thesis, the parameter uncertainty is considered to predict the risk premium of a client. Having not enough or having...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/20526 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |