Karya
Judul/Title Analyzing the Relationship Between Capital and Risk in Indonesian Life Insurance Companies Using the 2SLS and GMM Methods
Penulis/Author Restu Ananda Putra, S.Si., M.Aktr. (1) ; Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2); Siti Nur Aisah (3); Jashinta Regina Christy (4); Evangeline Christine Feriardag Marpaung (5); Muhammad Zikril Hakim Syarkowi (6); Paramita Kumala Devi (7)
Tanggal/Date 2024
Kata Kunci/Keyword
Abstrak/Abstract This study aims to investigate the correlation between capital and risk within Indonesian life insurance firms, focusing on the regulatory framework of Risk-Based Capital (RBC) that dictates the balance of capital against company-held risks. The 2SLS (Two-Stage Least Squares) and GMM (Generalized Method of Moments) methods are applied in this research. The research finds a positive correlation between capital levels and risks in these firms. The findings indicates that the GMM approach more effectively models investment and underwriting risks, whereas the 2SLS method is better in modeling the capital ratio.
Bahasa Asli/Original Language English
Level Nasional
Status
Dokumen Karya
No Judul Tipe Dokumen Aksi
1,+JRAM+Sept+34144-Article+Text-113933-1-4-20240928.pdfBukti Review Artikel
2Putra | ANALYZING THE RELATIONSHIP BETWEEN CAPITAL AND RISK IN INDONESIAN LIFE INSURANCE COMPANIES | Jurnal Riset dan Aplikasi Matematika (JRAM).pdfBukti Accepted
3restuanandaputra,+Artikel_RAP.pdf[PAK] Full Dokumen
4Restu.pdf[PAK] Cek Similarity
5Universitas Gadjah Mada Mail - [JRAM] Submission Acknowledgement-merged.pdf[PAK] Bukti Korespondensi Penulis
6jram+5+(142-157).pdf[PAK] Full Dokumen
7Bukti Korespondensi.pdf[PAK] Bukti Korespondensi Penulis
8SURAT PERNYATAAN 2.pdfDokumen Pendukung Karya Ilmiah (Hibah, Publikasi, Penelitian, Pengabdian)