APPLICATION OF SAFETY FIRST RATIO IN PORTFOLIO OPTIMIZATION FOR THE INSURANCE INDUSTRY USING PARTICLE SWARM OPTIMIZATION
This study aims to address the complexity of portfolio optimization in the insurance industry by considering constraints such as the proportion regulations set by the Financial Services Authority (OJK), buy-in threshold, and roundlot constraints. The study explores the application of Particle Swa...
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/81578 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |