TOTAL LOSS ESTIMATION USING MIXED GAUSSIAN COPULA MODEL OF VEHICLE INSURANCE

The total loss estimation in the insurance portfolio can be determined based on the average claim size and the frequency of claim. Average claim size and frequency of claim are two random variables that have a relationship. So, these two random variables will be passed to get a jo...

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Bibliographic Details
Main Author: FEBRIANY (NIM: 20816012), NADYA
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/29501
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Institution: Institut Teknologi Bandung
Language: Indonesia