MODELLING CLAIMS SEVERITY USING PEAK OVER THRESHOLD METHOD (POT) IN PROPERTY INSURANCE

Insurance companies, as providers of insurance products, need to do a risk management control in order to avoid the error in measuring the risk. The substantial risk or loss faced by insurance policyholders is referred to as a claims severity or broad claims. One of the most commonly used risk ga...

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Bibliographic Details
Main Author: Marisa
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/39111
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Institution: Institut Teknologi Bandung
Language: Indonesia