Asuransi Peer to Peer (P2P) didefinisikan sebagai sistem pengelolaan dana yang dilakukan secara bersama di antara sekelompok individu yang berlandaskan asas kepercayaan di antara semua pihak dimana individu-individu tersebut akan menanggung risiko di bawah nilai ambang batas tertentu dan sisanya dapat ditanggung oleh pihak (re)asuransi mengingat adanya keterbatasan kapabilitas membayar individu dalam menanggung risiko. Risiko komunitas asuransi P2P akan dibagikan diantara partisipan dengan menggunakan conditional mean risk sharing rule. Risiko tiap individu akan diperhitungkan dan berpengaruh ke besaran kontribusi yang harus dibayar oleh masingmasing partisipan. Penggunaan conditional mean risk sharing rule memberikan keuntungan dalam beberapa aspek, (1) memiliki sifat risk-averse yang menguntungkan setiap partisipan, (2) individu baru tidak perlu melakukan penyesuaian risiko, sehingga memudahkan proses transfer risiko, (3) dalam skenario tertentu, dimana terjadi kerugian diatas nilai ambang batas yang ditentukan, individu hanya dapat dikenakan biaya tambahan sebesar besaran premium yang dimiliki. Dalam upaya menganalisis konsep penggunaan conditional mean risk sharing rule terhadap asuransi P2P akan dilakukan (1) Analisa literatur terhadap model asuransi P2P, sifat komonotonik, dan conditional mean risk sharing rule, (2) Penjabaran proses penentuan kontribusi dengan menggunakan conditional mean risk sharing rule, (3) menentukan kontribusi risiko dengan model kerugian compound poisson, dan (4) Analisa numerik dari model pembagian kerugian dengan conditional mean risk sharing rule pada komunitas dengan kelompok risiko berbeda. Hasil yang diharapkan akan menunjukkan perbedaan besaran kontribusi dari tiap partisipan dengan risiko yang berbeda melalui pembagian conditional mean risk sharing rule.
Peer to Peer (P2P) insurance is defined as a fund management system that is carried out jointly among a group of individuals based on the principle of trust between all parties where these individuals will bear the risk below a certain threshold value and the rest can be borne by the third party (re)insurance company due to individual limited capabilities in bearing certain amount of risk. The risk of the P2P insurance community will be shared among participants using the conditional mean risk sharing rule. The risk of each participant will be calculated and will affect the amount of contribution that must be paid by each participant. The use of the conditional mean risk sharing rule provides benefits in several aspects, (1) having a risk-averse nature that benefits each participant, (2) new participants do not need to undergo risk adjustment, thus facilitating the risk transfer process, (3) in certain scenarios, where If there is a loss above the specified threshold value, the participant can only be charged an additional fee of the amount of the premium they have. In an effort to analyze the concept of using the conditional mean risk sharing rule for P2P insurance, it will be carried out (1) Literature analysis on the P2P insurance model, its comonotonic nature, and the conditional mean risk sharing rule, (2) Elaboration of the contribution determination process using the conditional mean risk sharing rule, (3) determine the risk contribution with the compound Poisson loss model, and (4) numerical analysis of the risk sharing model with conditional mean risk sharing rule in P2P insurance community with different risk profile. The expected results will show the difference in contribution of participants with different risks from the distribution of the conditional mean risk sharing rule that was made earlier. |
S-Justine Kael Tanady.pdf :: Unduh