RUIN THEORY OF INSURANCE PRODUCTS USING THE CRAMER-LUNDBERG MODEL WITH THE ADDITION OF INVESTMENTS

Ruin Theory has been developing since 1903, eventually leading to the creation of the Cramer-Lundberg Model in 1930 to analyze an insurance company's need to meet all its financial obligations. However, from 2009 to 2024, at least six cases of insurance company defaults occurred in Indonesia, w...

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Bibliographic Details
Main Author: Islami, Firman
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/85676
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Institution: Institut Teknologi Bandung
Language: Indonesia