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- W2912013244 abstract "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)" @default.
- W2912013244 created "2019-02-21" @default.
- W2912013244 creator A5078375060 @default.
- W2912013244 date "2017-01-01" @default.
- W2912013244 modified "2023-09-23" @default.
- W2912013244 title "Value At Risk Pada Reasuransi Excess Of Loss" @default.
- W2912013244 hasPublicationYear "2017" @default.
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