THE DETERMINATION OF THE EXCESS OF LOSS CATASTROPHE REINSURANCE PREMIUM USING THE EXPECTED VALUE PRINCIPLE AND TAIL-VALUE-AT-RISK: CASE STUDY OF THE NATURAL DISASTERS DATA IN INDONESIA FOR YEARS 2000-2019
In Indonesia, natural disasters often occur and may cause many casualties. As a result, a life insurance company may need to pay very large claims if many lives insured by the life insurance company died in the natural disasters. A reinsurance scheme is a method to share the risk of large claims...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/55198 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |