THE DETERMINATION OF THE EXCESS OF LOSS CATASTROPHE REINSURANCE PREMIUM USING THE EXPECTED VALUE PRINCIPLE AND VALUE-AT-RISK: CASE STUDY OF THE NATURAL DISASTERS DATA IN INDONESIA FOR YEARS 2000-2019
Indonesia is one country which is prone to natural disasters. In the event of a natural disaster, a life insurance company may transfer some of its risk to a reinsurance company by purchasing a reinsurance product, for example, a Catastrophe Excess of Loss (Cat XL), and pays a compensation to the re...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/55199 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |