CREDIBLE VALUE-AT-RISK RISK MEASURE
Insurance is protection to minimize the risk. To make a solvent insurance company, they should manage the risk of claim filed by policyholders. Risk measures are tool to predict risk and help company to determine capital allocation. Risk measures can be represented in distortion function. One of pop...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/28068 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |