COLLECTIVE RISK MODEL BASED ON COMPOUND POISSON-LINDLEY PROCESS WITH SARMANOV DEPENDENCE AND ITS APPLICATION FOR SPECTRAL RISK PREMIUM PRICING
An insurance scheme is an activity to transfer risk from policyholders to insurers. A statistical model is required to inspect how much risk the insurance company will abide by, one of which is the collective risk model. The collective risk model is a random variable constructed from frequency an...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/72909 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |