Sri Haryatmi Kartiko
Program Studi Matematika, FMIPA UGM

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DEPENDENSI DALAM MODEL RESIKO INDIVIDUAL UNTUK ASURANSI JIWA KELOMPOK Getut Pramesti; Sri Haryatmi Kartiko
Journal of Mathematics and Mathematics Education Vol 1, No 1 (2011): Journal of Mathematics and Mathematics Education
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20961/jmme.v1i1.9920

Abstract

ABSTRACT: The  risk  dependence  of  an  insurance  portfolio  in  a  group  life  insurance  can  be  described  as  the individual risk model. It is used in modeling the claim distribution of insurance contracts over a fixed period  of  time.  The  distribution  computation  is  conducted  with  direct  calculation  throught  n convolution of individual claim distribution. We discuss the impact of the risk dependence on the net value of the stop–loss premium. A third risk factor in the dependence risk model is also introduced.Key words : The risk dependence, group life insurance, individual risk model, claim, the net value of the stop-loss premium.