Studi terhadap Perencanaan Premi Optimal dengan Reinstatements pada Perusahaan Reasuransi.

Abstract

Reinsurance is an underwrite all or a portion of the insurance risk. Insurer paid a number of premiums to reinsurer and that premiums would be income for reinsurer. Premium plan is very important for reinsurer facing risks of submitted claims. Premium plan in this paper is premium plan of reinsurance with reinstatement. This premium is not paid in the beginning of the contract, but it is paid when the loss of the reinsurer exceed maximum bound capacity of reinsurer. For illustration purpose, it is assumed that the reinsurer’s loss is satisfied a truncated exponential distribution. Reinsurance contract minimizes the expectation of square the difference between the total premium income and the loss of the reinsurance, therefore it is said to be optimal. Minimizing the expectation of square all over premium plans can be viewed as a credibility problems. Covariance matrix of the explanatory random variables of premium plan with reinstatement is invertible, so that the premium plan has a unique solution. Optimal premium plan are unbiased and nonnegative.