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...
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| Auteurs principaux: | , , , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Universitas Muhammadiyah Mataram
2024-10-01
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| Collection: | JTAM (Jurnal Teori dan Aplikasi Matematika) |
| Sujets: | |
| Accès en ligne: | http://journal.ummat.ac.id/index.php/jtam/article/view/25053 |
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