Collective Modified Value-At-Risk in Life Insurance When the Number and Amount of Claims Has Poisson-Lognormal Distributions
Actuary in the insurance company should have expertise in measuring and controlling risks of the aggregate claims. The risk of a claim generally measured using the variance, but often can’t accommodate all the events of claim risks. In this paper developed a risk measure called the model of Collect...
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| Main Authors: | , , , |
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| Format: | Article PeerReviewed |
| Language: | English |
| Published: |
RIGEO
2021
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/278060/1/Rigeo_iqbal.pdf https://repository.ugm.ac.id/278060/ |
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| Institution: | Universitas Gadjah Mada |
| Language: | English |