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Yuli Andriani
Jurusan Matematika, Fakultas MIPA, Unsri
Chemistry Mathematics Physics

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Metode Konvolusi Dalam Menghitung Peluang Kebangkrutan Suatu Perusahaan Asuransi Yuli Andriani
Jurnal Penelitian Sains Vol 11, No 2 (2008)
Publisher : Faculty of Mathtmatics and Natural Sciences

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (3007.645 KB) | DOI: 10.56064/jps.v11i2.420

Abstract

Calculating ruin probability is required by Insurer in designing portofolio for knowing risk values in portofolio. Convolution method in calculating ruin probability focused in surplus process that is Un. Un only depands on Un-1 state. Then convolution method is expanded by evaluating ruin probability of finite time discrete horizon. While it was capability using this method, all random variables of distribution must be used discrate.
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