OPTIMISASI KONTRAK REASURANSI EXCESS-OF-LOSS BERDASARKAN PELUANG SURVIVAL DENGAN CONSTRAINT VALUE-AT-RISK DINAMIK
Reinsurance is a way for insurance companies to share its risk. If an insurance company reinsures too little or too much risk, the company might experience loss. This final project aims to determine an optimal reinsurance contract and study the survival probability when the value of several varia...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/49583 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |