GENERALIZED GAMMA DISTRIBUTION: MODEL EXPLORATION AND RISK MEASURE
Generalized Gamma Model is generalization of Gamma model which has three non-negative parameters, i.e a; d; and p. Parameter a is scale parameter, while parameter d and p are shape parameters. Generalized Gamma Model is a good model candidate which used in risk measurement. This model can constr...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/49716 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |