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

• 主要作者: ALVINA MENTANG (NIM: 20816302), CERI
• 格式: Theses
• 語言: Indonesia
• 在線閱讀: https://digilib.itb.ac.id/gdl/view/26221
• 機構: Institut Teknologi Bandung

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...