PREMIUM OPTIMIZATION FOR EXCESS OF LOSS REINSURANCE USING THE EXTREME VALUE THEORY MODEL
An insurance or ceding company need to manage the insurance risk by sharing it with a reinsurance company. The characteristics of the claims severity and claims frequency of an insurance business are dependent on its nature. For some insurance businesses, significant number of claims with extreme la...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/29855 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |