CALCULATION OF INSURANCE COMPANY RUIN PROBABILITY USING THE MONTE CARLO METHOD WITH ASSET PRICE MOVEMENTS FOLLOWING THE BINOMIAL MODEL
Insurance companies face significant bankruptcy risks if not properly managed. Therefore, it is crucial to model and analyze ruin probabilities to ensure financial stability. This study aims to calculate ruin probabilities by modeling the surplus of insurance companies considering investments in ass...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/81914 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |