CD Skripsi

Value-At-Risk Untuk Severitas Klaim Berdistribusi Rayleigh

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This final project discusses the evaluation of value-at-risk for claim severity
having a Rayleigh distribution. Value-at-risk is the estimation of maximum
loss which can occur with -level of confidence over a certain period of time.
The losses caused by the large value of the claims can be overcome
by a transformation called the proportional hazard transform. From this
tranformation a new random variable of claim severity with index  is obtained.
Keywords: Claim severity, Rayleigh distribution, value-at-risk, proportional
hazard transform

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

03 03.116 (0045)

Penerbit

Pekanbaru : Universitas Riau - FMIPA - Matematika., 2016

Deskripsi Fisik

xii, 43 hlm.: ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

03 03.116 (0045)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MATEMATIKA

Info Detail Spesifik

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Pernyataan Tanggungjawab

Dewa

Versi lain/terkait

Lampiran Berkas

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