PENGGUNAAN COPULA ARCHIMEDEAN UNTUK PEMODELAN SEVERITY DAN FREKUENSI KLAIM ANTAR PERIODE PADA ASURANSI KENDARAAN BERMOTOR

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...

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Bibliographic Details
Main Author: YUSUF, FEBY INDRIANA
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2015
Subjects:
Insurance Studies
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
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Institution: Universitas Gadjah Mada

Internet

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

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