OPTIMAL RISK MEASURE FOR REINSURANCE MODEL
the policyholders if they submit a very large claim. The higher risk that is given to reinsurance companies, the risk of insurance companies is getting smaller, but reinsurance premiums are getting bigger and vice versa. As a result, there is a point where the insured risk minimizes the potential...
Saved in:
Main Author: | Claudya Christha, Dywa |
---|---|
Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/38698 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
MODIFIED VALUE-AT-RISK BASED OPTIMAL REINSURANCE MODELS
by: Fratama Sari, Suci -
AGGREGATE RISK MODELS: RISK MEASUREMENTS, RISK ALLOCATION METHODS, AND THEIR APPLICATION TO COMBINATION REINSURANCE
by: Maziyah Wildan M, Lailatul -
DETERMINING OPTIMAL RETENTION IN EXCESS OF LOSS REINSURANCE SCHEME USING VALUE-AT-RISK RISK MEASUREMENT
by: Adnandi Putra Purnomo, Daffa -
DETERMINATION OF THE OPTIMAL RETENTION ON REINSURANCE
by: Yunus, Akmal -
OPTIMIZATION OF PROPORTIONAL REINSURANCE CONTRACT UNDER DYNAMIC VALUE-AT-RISK CONSTRAINT
by: Cloreta, Cintya