Pembahasan Soal Ujian Profesi Aktuaris
SOAL
Dalam menentukan jumlah ambang batas modal dan surplus untuk suatu perusahaan asuransi menggunakan formula risk-based capital (RBC), diperlukan suatu klasifikasi risiko yang dikenal sebagai contingency risks (C risks). Risiko yang terdiri dari beberapa macam risiko seperti risiko terjadinya fraud, mismanagement, dan kompetisi pasar diklasifikasikan ke dalam:
- Risiko C1
- Risiko C2
- Risiko C3
- Risiko C4
- Risiko C5
PEMBAHASAN
Four classifications of risks, which are intrinsic to an insurer’s invested assets and the products it underwrites[1]:
- C1 risk (asset risk): the risk of default for debt assets (bonds and mortgages) and the risk of loss of market value for equity assets (real estate and stocks).
- C2 risk (insurance risk): the risk that claims might be larger or more numerous than expected or that products might be inadequately priced to meet expected claims.
- C3 risk (interest rate risk): the risk of loss caused by changes in market interest rate levels. This is the risk of securities not performing as expected to keep up with the interest rates that the company must pay to policy
- C4 risk (general business risk): this risk incorporates several kinds of risks, such as risks from fraud, mismanagement, market competition, or a guaranty-fund assessment resulting from the failure of another insurer.
Jawaban: d. Risiko C4
[1] Mulligan, E. and Stone, G. (1997). Accounting and financial reporting in life and health insurance companies. Atlanta, Ga.: Life Management Institute, LOMA.