CLAIM RESERVE ESTIMATION FOR CORRELATED PAID AND INCURRED RUNOFFS IN GENERAL INSURANCE BUSINESS USING COPULA
The main topic in this final project is a claim reserve estimation method that uses copula. Copula is a tool which is used to model the dependency of two or more random variables, in this case they are incurred claims and paid claims. This method will be used if there is a strong dependency betwe...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/67450 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |