mixed material bibliography Manado PPM School Of Management 2011

17 p.: tabs., refs. RBC is one of the insurance company tools to keep its competitive advantage. RBC is used to measure the performance of insurance company, (shariah or conventional). Based on 424/ KMK.06/2003 the minimum RBC for insurance and reinsurance company is 120%. This study is conducted to explore a new model to determine the unexpected loss (as mentioned in KMK 424, schedule C) using Loss Distribution Approach (LDA) and Extreme Value Theory (EVT) methods. The main objective of this study is to explore whether using the LDA and EVT models could produce a better expectation for the company rather than schedule C? The result is RBC that calculated using LDA &amp; EVT medels shows great performance, all above the regulation standard. Back Testing is used to test the validity of the methods, the result: LDA is valid model to implement in the insurance or reinsurance company, while EVT is not valid model.<br> 20860390 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen 41265 2014-06-13 00:00:00 2014-07-14 00:00:00 machine generated