THE DETERMINATION OF AN OPTIMAL RETENTION OF A STOP-LOSS REINSURANCE BASED ON AN EARTHQUAKE CATASTROPHE MODEL

Indonesia is located at the meeting point of the world’s four major plates; hence it is prone to tectonic earthquakes which may cause very large financial losses. To manage this risk, reinsurance is used as an effort for risk sharing, particularly for large losses. In a stop-loss reinsurance cont...

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主要作者: Ferer Christian W., Vincensius
格式: Theses
語言:Indonesia
在線閱讀:https://digilib.itb.ac.id/gdl/view/84154
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機構: Institut Teknologi Bandung
語言: Indonesia