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Menghitung Peluang Ruin Dengan Menggunakan Metoda Batas Atas dan Metoda Batas Bawah
Oleh:
Permana, Ferry Jaya
Jenis:
Article from Bulletin/Magazine
Dalam koleksi:
Integral: Majalah Ilmiah Matematika dan Ilmu Pengetahuan Alam vol. 8 no. 2 (Oct. 2003)
,
page 73-82.
Topik:
Peluang dan Besaran
;
peluang ruin
Ketersediaan
Perpustakaan Pusat (Semanggi)
Nomor Panggil:
II48.2
Non-tandon:
1 (dapat dipinjam: 0)
Tandon:
tidak ada
Lihat Detail Induk
Isi artikel
For ... the probability of ruin in a continuous time model is ... There is a problem ot calculate the probability of ruin because it is difficult to find an explicit form of ... In this paper, the probability of ruin is calculated numerically. The method is based on connection between the probability of ruin and the maximal aggregate loss. The upper and lower bound of the maximal aggregate loss is used to find the upper and lower bound of the probability of ruin.
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