Generalized Linear Model for Compound Model with Dependency between The Primary and The Secondary Random Variables
Generalized linear models may be used to determine an insurance pure premium, especially in a non-life insurance business. If a compound model is used to model an aggregate loss, then usually it is assumed that the number of claims (claims frequency) and the amount of claims (claims severity) are...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/36139 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |