DETERMINING RESERVE OF THRESHOLD IN A RANDOM VARIABEL FOR EXTREM CLAIM SEVERITY
An insurance company need to manage the insurance risk to avoid the error in measuring the risk. The substantial risk faced by insurance policyholders is referred to as a claims severity. The significant number of claims with extreme large claims may occur. In this thesis, claims severity data is an...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/50193 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |