PRICING CATASTROPHIC BOND PREMIUMS USING EXTREME VALUE THEORY APPROACH: EARTHQUAKE IN MEGATHRUST MID 2 SUMATERA
Indonesia is prone to earthquakes due to its location where three tectonic plates (Indo-Australia, Eurasia, and Pacific) meet. The recovery of a region devastated by a natural disaster may cost a very large amount of money. Furthermore, even though the financial losses are covered through insuran...
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Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/42391 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |