The Value at Risk Analysis using Heavy-Tailed Distribution on the Insurance Claims Data

The insurance has often been involved to minimize financial losses. As the product providers, the insurance companies must effectively manage risks to prevent errors in risk measurement. The amount of risk or loss experienced by the policyholder refers to the claim amount. The Value at Risk (VaR) is...

詳細記述

書誌詳細

主要な著者:	Utriweni Mukhaiyar, Aprilia Dianpermatasari, Azizah Dzakiya, Sasqia Bunga Widyani, Husnul Khatimah Syam
フォーマット:	Artigo
言語:	Inglês
出版事項:	Universitas Muhammadiyah Mataram 2024-10-01
シリーズ:	JTAM (Jurnal Teori dan Aplikasi Matematika)
主題:	value at risk heavy-tailed distribution claim distribution.
オンライン･アクセス:	http://journal.ummat.ac.id/index.php/jtam/article/view/25053
タグ:	タグ追加 タグなし, このレコードへの初めてのタグを付けませんか!