Pricing catastrophe reinsurance risk premium using Peaks over Threshold (POT) model

被引:0
|
作者
Jaladri, A.S. [1 ]
Nurrohmah, S. [1 ]
Fithriani, I. [1 ]
机构
[1] Department of Mathematics, Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Indonesia, Depok,16424, Indonesia
来源
Journal of Physics: Conference Series | 2021年 / 1725卷 / 01期
关键词
911 Cost and Value Engineering; Industrial Economics - 922.1 Probability Theory;
D O I
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中图分类号
学科分类号
摘要
Poisson distribution
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