PREDICTION OF COPULA-BASED AGGREGATE RISK MEASURE IN INVESTMENT AND INSURANCE
Aggregate risk is an aggregation of single risk either independent or dependent. In the thesis, aggregate risk is constructed from two dependent random risk variables. The dependence between two random risk variables can be determined by dependence structures and properties of joint distribution....
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/39124 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |