Jurnal Penelitian Sains
Vol 11, No 2 (2008)

Metode Konvolusi Dalam Menghitung Peluang Kebangkrutan Suatu Perusahaan Asuransi

Yuli Andriani (Jurusan Matematika, Fakultas MIPA, Unsri)

Article Info

Publish Date
14 Aug 2017

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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Journal Info
Jurnal Penelitian Sains
Website

Abbrev

jps

Publisher

Universitas Sriwijaya

Subject

Chemistry Mathematics Physics

Description

Jurnal Penelitian Sains (JPS) MIPA UNSRI merupakan wahana komunikasi ilmiah di bidang sains serta lintas ilmu yang terkait; diterbitkan sejak 1 Oktober 1996 oleh UP2M FMIPA Universitas Sriwijaya. Jurnal ini berisikan tulisan atau karangan ilmiah dalam berbagai bidang tersebut yang diangkat dari ...