MODEL ACA(p,q) AND VALUE-AT-RISK PREDICTION

Claim severity is a sum of money that must be paid by insurance companies to policyholder for the occurrence of disasters that cause loss to policyholder. That claim severity is potentially cause losses to the insurance company. Therefore, the claim severity must be modeled into a good forecasting m...

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Bibliographic Details
Main Author: ALVINA MENTANG (NIM: 20816302), CERI
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/26221
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Institution: Institut Teknologi Bandung
Language: Indonesia