AN OPTIMIZATION OF A REINSURANCE SCHEME BASED ON THE MEAN-VARIANCE PREFERENCE

An insurance business is a business of spreading the risk of financial losses. An insurance company needs to measure the risks its business will cover to keep profitable. One way of spreading the risks is by purchasing a reinsurance policy. The insurance company shares some of the risks to a rein...

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Bibliographic Details
Main Author: Prakosa, Bimadanta
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/53661
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Institution: Institut Teknologi Bandung
Language: Indonesia