COPULA DOUBLE EXPONENSIAL UNTUK PREDIKSI MODEL KERUGIAN AGGREGATE

Aggregate loss model is total amount paid on all claims occurring in a fixed time period on a defined set of insurance contracts. For a model of aggregate losses, the interest is in predicting both the claims number process as well as the claims amount process. This minithesis develops predictor of...

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Bibliographic Details
Main Authors: , PUJI LESTARI, , Dr. Adhitya Ronnie Effendi
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2014
Subjects:
ETD