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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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/84154 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |