文章基本信息

标题：Collective Modified Value at Risk in Life Insurance
本地全文：下载
作者：Muhammad Iqbal Al-Banna Ismail ; Abdul Talib Bon ; Sukono Sukono 等
期刊名称：Jurnal Eksakta
印刷版ISSN：1411-1047
电子版ISSN：2503-2364
出版年度：2021
卷号：2
期号：1
DOI：10.20885/EKSAKTA.vol2.iss1.art4
语种：English
出版社：Jurnal Eksakta
摘要：Insurance is seen as a tool which individuals can transfer risks to others, where insurance collect funds from individuals to meet financial needs related to damage. Therefore analysis of risk in life insurance claims is really be needed bt the insurance company actuary. In an insurance system, the risk is the event when an insured party puts forward a claim. Claim is the compensation for a risk loss. Individual claim in one period insurance is called aggregation claim while aggregation claim is collective risk
关键词：Insurance;the risk of a claim;Collective Risk;Value-at-Risk;Collective Modified Value-at-Risk