AGGREGATE RISK MODELS: RISK MEASUREMENTS, RISK ALLOCATION METHODS, AND THEIR APPLICATION TO COMBINATION REINSURANCE
The aggregate model of two random variables can be viewed as a reinsurance model. The reinsurance model can also be said to be a risk allocation method, namely dividing insurance and reinsurance risks. The Stop-Loss model is used by Zhou dkk. (2011) by adding budget constraint to the total loss c...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/83103 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |