CALCULATION OF INSURANCE RISK AND TOTAL DIVIDEND EXPECTATIONS USING RECURSIVE METHOD

In actuarial science, the concept of ruin theory is the main focus for assessing the risk bankruptcy for an insurance or financial company due to improper management of funds. One model that can be used to analyze ruin is the Sparre Andersen risk model approach, which depends on discrete time. Th...

Full description

Saved in:
Bibliographic Details
Main Author: Dwinita Purvitasari, Sylvia
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/81509
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Institut Teknologi Bandung
Language: Indonesia