Analisis penyepadanan aset investasi terhadap kewajiban produk asuransi jiwa konvensional studi kasus: PT Asuransi Jiwa KLM = The analysis of matching investment asset-product liability for konvensional life insurance : case study PT Asuransi Jiwa KLM
| Main Authors: | Ali Fikri, author, Add author: Sembel, Roy Hendra Michael, supervisor, Add author: Rofikoh Rokhim, examiner, Add author: Dewi Hanggraeni, examiner |
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| Format: | Masters Bachelors |
| Terbitan: |
, 2011
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| Subjects: | |
| Online Access: |
https://lib.ui.ac.id/detail?id=20285827 |
Daftar Isi:
- [<b>ABSTRAK</b><br> Dalam pengelolaan investasi di perusahaan asuransi jiwa perlu dilakukan asset liability management dimana salah satu caranya adalah dengan melakukan asset-liability duration matching. Dalam penelitian ini, PT Asuransi Jiwa KLM, memiliki mismatch duration antara portfolio aset investasi dengan portfolio kewajiban produk-produk konvensionalnya baik itu portfolio dengan denominasi Rupiah ataupun Dollar AS. Duration matching strategi yang dilakukan adalah dengan cara menyamakan antara durasi aset investasinya dengan kewajibannya. Selain itu juga penelitian ini melakukan sensitivitas analisis terhadap perubahan tingkat suku bunga di market terhadap nilai ekuitas perusahaan. <hr> <b>Abstract</b><br> In investment management of life insurance companies, they need to conduct an asset liability management which one of the strategy is to do the asset-liability duration matching. In this study, PT Asuransi Jiwa KLM, has a duration mismatch between their asset portfolio with their product liabilities portfolio whether it is denominated in rupiah or U.S. dollar. Duration matching strategy conducted by matching their aset portfolio?s duration with their liabilities portfolio duration. In addition, this study also conduct a sensitivity analysis of changes in market interest rates to the value of corporate equity.;In investment management of life insurance companies, they need to conduct an asset liability management which one of the strategy is to do the asset-liability duration matching. In this study, PT Asuransi Jiwa KLM, has a duration mismatch between their asset portfolio with their product liabilities portfolio whether it is denominated in rupiah or U.S. dollar. Duration matching strategy conducted by matching their aset portfolio?s duration with their liabilities portfolio duration. In addition, this study also conduct a sensitivity analysis of changes in market interest rates to the value of corporate equity., In investment management of life insurance companies, they need to conduct an asset liability management which one of the strategy is to do the asset-liability duration matching. In this study, PT Asuransi Jiwa KLM, has a duration mismatch between their asset portfolio with their product liabilities portfolio whether it is denominated in rupiah or U.S. dollar. Duration matching strategy conducted by matching their aset portfolio?s duration with their liabilities portfolio duration. In addition, this study also conduct a sensitivity analysis of changes in market interest rates to the value of corporate equity.]