MODELING OF INSURANCE CLAIM COUNTS THROUGH JITTERS CONCEPT USING GAUSSIAN COPULA
Claim frequency is the number of claims within a period of time. Usefulness reviewing of claim counts is able to capture the characteristics of a risk. Here claim counts is reviewed that is longitudinal data. Intertemporal dependence of claims data can be captured by traditional models Random Effect...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/31166 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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