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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Bibliographic Details
Main Authors: Ismail, Muhammad Iqbal Al-Banna, Bon, Abdul Talib, Sukono, Sukono, Effendie, Adhitya Ronnie
Format: Article PeerReviewed
Language:English
Published: RIGEO 2021
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
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