AGGREGATERISKMODEL:PREDICTION, ACCURACY,ALLOCATIONMETHODS, AND ITSAPPLICATIONTOPROPORTIONAL REINSURANCE MODEL
Aggregate riskisoneoftheinterestingstudiesinactuarialmodelling.In particular, thestudyoftheindividualriskdependencyanditseectonthe distribution functionanddensityfunctionofaggregaterisk.Individualrisk dependencymakesusualdicultyinndingtheexactformofdistribution function. CopulaFGMmethodisoneofth...
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/47818 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |