PENGGUNAAN COPULA ARCHIMEDEAN UNTUK PEMODELAN SEVERITY DAN FREKUENSI KLAIM ANTAR PERIODE PADA ASURANSI KENDARAAN BERMOTOR
Bivariate Archimedean Copula to modeling dependence between severity and frequency claims that have different marginal. Generalized Linear Model (GLM) was used as marginal model for the severity and frequency claims. Parameters joint copula can be estimated using maximum likelihood. These paramet...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2015
|
| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/134557/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=77327 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universitas Gadjah Mada |