MODIFIED VALUE-AT-RISK BASED OPTIMAL REINSURANCE MODELS

Having some of their claims to reinsurance companies transferred is one of financial strategies for managing the risks (claims) of insurance companies. With part of the coverage transferred to reinsurance companies, insurance companies incur additional costs in the form of reinsurance premiums th...

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Bibliographic Details
Main Author: Fratama Sari, Suci
Format: Dissertations
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/85650
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Institution: Institut Teknologi Bandung
Language: Indonesia

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