Aggregate Risk Model and Risk Measure-Based Risk Allocation
Abstract In actuarial modeling, aggregate risk is known as more attractive rather than individual risk. It has, however, usual difficulty in finding (the exact form of) joint probability distribution. This paper considers aggregate risk model and employ translated gamma approximation to handle such...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
UIN Syarif Hidayatullah
2020-03-01
|
| Series: | InPrime |
| Subjects: | |
| Online Access: | https://journal.uinjkt.ac.id/index.php/inprime/article/view/14494 |