Penggunaan optimal credibility dalam metode benktander dalam prediksi cadangan klaim = Optimal credibility in benktander method for claim reserving
Shely Triana;
Mila Novita, supervisor; Suci Fratama Sari, examiner; Harahap, Siti Nurwahyuningsih, examiner
([Publisher not identified]
, 2017)
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ABSTRAK Berdasarkan lama proses penyelesaian klaim, perusahaan asuransi terdiri dari dua kelas bisnis, yakni short-tail business penyelesaian klaim. Dalam bisnis long tail, penting bagi perusahaan asuransi untuk memiliki cadangan klaim untuk menyelesaikan klaim di kemudian hari. Prediksi pemesanan klaim diharapkan akurat. Secara umum, pemesanan klaim dilakukan dengan metode chain ladder yang didasarkan pada tren klaim berbayar. Cara lain yang sering digunakan adalah Bornhuetter Ferguson yang didasarkan pada klaim berbayar dan juga premi. Dalam makalah ini, diperkenalkan metode yang disebut Benktander yang menggabungkan tangga rantai dan Bornhuetter Ferguson menggunakan kredibilitas optimal. Kredibilitas optimal diperoleh melalui minimum mean squared error dan minimum variance. Oleh karena itu, pemesanan klaim dengan metode Benktander diharapkan lebih akurat bagi perusahaan. Pada akhir makalah ini, ketiga metode tersebut dibandingkan berdasarkan mean squared errornya sehingga akan ditentukan metode terbaik di antara ketiga metode tersebut. ABSTRACT Based on the settlement period for insurance claim, insurance is divided into 2 types of business which are short tail business settlement period 1 year and long tail business settlement period ge 1 year. In long tail business, it is important for insurance company to have claim reserve in order to settle claims in the future. Claim reserving prediction is expected to be accurate. In general, claim reserving is done using chain ladder method that is based on the trend of paid claims. Another method that is often used is Bornhuetter Ferguson which is based on paid claims and also premium. In this paper, a method called Benktander that combines chain ladder and Bornhuetter Ferguson using optimal credibility is introduced. Optimal credibility is obtained through minimum mean squared error and minimum variance. Therefore, claim reserving based on Benktander method is expected to be more accurate for company. In the end of this paper, those three methods are compared based on their mean squared errors hence the best method among those three methods will be determined. |
 S-Pdf-Shely Triana.pdf :: Unduh
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| No. Panggil : | S-Pdf |
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| Penerbitan : | [Place of publication not identified]: [Publisher not identified], 2017 |
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| Bahasa : | ind |
| Sumber Pengatalogan : | LibUI ind rda |
| Tipe Konten : | text |
| Tipe Media : | computer |
| Tipe Carrier : | online resource |
| Deskripsi Fisik : | xix, 87 pages : illustration ; appendix |
| Naskah Ringkas : | |
| Lembaga Pemilik : | Universitas Indonesia |
| Lokasi : | Perpustakaan UI |
| No. Panggil | No. Barkod | Ketersediaan |
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| S-Pdf | 14-21-444910277 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 20466147 |
