ACADSTAFF UGM

CREATION
Title : Collective Modified Value at Risk in Life Insurance
Author :

Muhammad Iqbal Al-Banna Ismail (1) Abdul Talib Bin Bon (2) Sukono (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4)

Date : 0 2021
Keyword : Insurance, the risk of a claim, Collective Risk, Value-at-Risk,Collective Modified Value-at-Risk Insurance, the risk of a claim, Collective Risk, Value-at-Risk,Collective Modified Value-at-Risk
Abstract : Insurance is seen as a tool which individuals can transfer risks to others, where insurers collect funds from individuals to meet financial needs related to damage. Therefore analysis of risk in life insurance claims is really be needed by the insurance company actuary. In an insurance system, the risk is the event when an insured party puts forward a claim. The claim is compensation for a risk loss. The individual claim in one-period insurance is called aggregation claim while aggregation claim is a collective risk.
Group of Knowledge : Statistik
Original Language : English
Level : Nasional
Status :
Published
Document
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1 admin,+4_+Muhammad+Iqbal+Al+Banna+(Edited)+2.pdf
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