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...
Saved in:
Main Author: | Fratama Sari, Suci |
---|---|
Format: | Dissertations |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/85650 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
OPTIMAL RISK MEASURE FOR REINSURANCE MODEL
by: Claudya Christha, Dywa -
OPTIMIZATION OF PROPORTIONAL REINSURANCE CONTRACT UNDER DYNAMIC VALUE-AT-RISK CONSTRAINT
by: Cloreta, Cintya -
DETERMINING OPTIMAL RETENTION IN EXCESS OF LOSS REINSURANCE SCHEME USING VALUE-AT-RISK RISK MEASUREMENT
by: Adnandi Putra Purnomo, Daffa -
PREMIUM OPTIMIZATION FOR EXCESS OF LOSS REINSURANCE USING THE EXTREME VALUE THEORY MODEL
by: Fajri Rajmi (NIM: 20817011), Nuzulia -
DETERMINATION OF THE OPTIMAL RETENTION ON REINSURANCE
by: Yunus, Akmal