Optimal Retention for a Quota-Share Reinsurance

Optimal Retention for a Quota-Share Reinsurance

The Indonesian Financial Services Authority (OJK) has instructed all insurance providers in Indonesia to apply a mandatory tariff for property insurance. The tariff has to be uniformly applied and the rule of set the maximum and minimum premium rates for protection against losses. Furthermore, the O...

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Bibliographic Details
Main Authors: Lienda Noviyanti, Achmad Zanbar Soleh, Anna Chadidjah, Hasna Afifah Rusyda
Format: Article
Language:English
Published: Petra Christian University 2018-06-01
Series:Jurnal Teknik Industri
Subjects:
Property Quota Share Insurance Optimal Retention; Minimum Variance; Value at Risk; Expected Shortfall; Bivariate Lognormal Distribution; Bivariate Exponential Distribution
Online Access:http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/20452

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