APLICATION OF PEAKS OVER THRESHOLD APPROACH FOR PROBABLE MAXIMUM LOSS ESTIMATION ON VEHICLE INSURANCE CASE IN AUSTRALIA
Claims data may have extreme values depending on the types of the insurance businesses. In this Final Project, claims data are analyzed using the Extreme Value Theory (EVT) with the Peaks Over Threshold (POT) approach. With the POT approach, the excess data over a threshold ???? may be modeled by a...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/42461 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |