CD Skripsi

Value At Risk Pada Reasuransi Excess Of Loss

---

This final project the optimum retention in excess of loss reinsurance. Reinsurance excess of loss an effective means for insurers risk management to minimize the risk of loss while reinsurers to pay claims if losses exceed the optimal retention limit. The losses caused by the frequency claims and severity claim of great value of the claims can be overcome by optimizing a retention limit. Criteria optimization using a minimum value of value at risk (VaR). VaR is the estimation of maximum loss which can occur with -level of confidence over a certain period of time. Optimization creiteria has several important characteristics include optimal retention limit depends only on the asumption of the claims distribution and factor loading.
Keywords: Excess of loss reinsurance, frequency and severity distribution claim, optimal retention, value at risk (VaR)

---

Ketersediaan

Informasi Detail

Judul Seri

-

No. Panggil

03 03.117 (0099)

Penerbit

Pekanbaru : Universitas Riau - FMIPA - Matematika., 2017

Deskripsi Fisik

xi, 69 hlm.; ill.; 29 cm

Bahasa

Indonesia

ISBN/ISSN

-

Klasifikasi

03 03.117 (0099)

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

MATEMATIKA

Info Detail Spesifik

-

Pernyataan Tanggungjawab

DODY

Versi lain/terkait

Lampiran Berkas

Komentar

---

Anda harus masuk sebelum memberikan komentar