AGGREGATERISKMODEL:PREDICTION, ACCURACY,ALLOCATIONMETHODS, AND ITSAPPLICATIONTOPROPORTIONAL REINSURANCE MODEL

AGGREGATERISKMODEL:PREDICTION, ACCURACY,ALLOCATIONMETHODS, AND ITSAPPLICATIONTOPROPORTIONAL REINSURANCE MODEL

Aggregate riskisoneoftheinterestingstudiesinactuarialmodelling.In particular, thestudyoftheindividualriskdependencyanditseectonthe distribution functionanddensityfunctionofaggregaterisk.Individualrisk dependencymakesusualdicultyinndingtheexactformofdistribution function. CopulaFGMmethodisoneofth...

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Bibliographic Details
Main Author:	Fathiyah Addini, Fida
Format:	Theses
Language:	Indonesia
Online Access:	https://digilib.itb.ac.id/gdl/view/47818
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Institut Teknologi Bandung
Language:	Indonesia

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