FORECASTING VALUE AT RISK (VAR) OF CLAIM INSURANCE IN ACA(1,1) MODEL
-
Saved in:
Main Author: | YANTI SINAGA , SUSI |
---|---|
Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/31162 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
MODEL ACA(p,q) AND VALUE-AT-RISK PREDICTION
by: ALVINA MENTANG (NIM: 20816302), CERI -
THE PREDICTION OF TIME-DEPENDENT CLAIMS FREQUENCY OF HEALTH INSURANCE: RANDOM EFFECT AND INTEGER-VALUED AUTOREGRESSIVE(1) MODELS
by: Tesalonika Riwie W., Maria -
FORECASTING MORTALITY RISK MEASURES BASED ON AR(1)-APARCH(1,1) MODEL
by: Sabrina, Darin -
FORECASTING VOLATILITY OF SGARCH(1,1) MODEL
by: Permata Sari, Dian -
NUMBER OF INSURANCE CLAIMS: STATISTICAL PROPERTIES AND MODELS
by: Fitria, Dina