ROBUST AND SEMI-ROBUST CREDIBILITY MODEL FOR HEAVY-TAILED DATA
Credibility model is a model that is used to calculate insurance pure premium by combining industry-standard pure premium with past claim data. The most common credibility model used are Classical Credibility Model, Bayesian Credibility Model, and B¨uhlmann Credibility Model. These credibility mo...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/81486 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |