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All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI NUMERICAL (Jurnal Matematika dan Pendidikan Matematika) BAREKENG: Jurnal Ilmu Matematika dan Terapan JURNAL SILOGISME : Kajian Ilmu Matematika dan Pembelajarannya Saintifik : Jurnal Matematika, Sains, dan Pembelajarannya Jurnal Matematika UNAND Jurnal Abdi Masyarakat Indonesia Jurnal Pengabdian Papua Kesatria : Jurnal Penerapan Sistem Informasi (Komputer dan Manajemen) EBAMUKAI; JURNAL PENGABDIAN ILMU PENGETAHUAN DAN TEKNOLOGI
FEBY SERU
Prodi Matematika, Fakultas MIPA, Universitas Cenderawasih, Indonesia
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Languange, Linguistic, Communication & Media Mathematics Mechanical Engineering Medicine & Pharmacology Physics Public Health Social Sciences Transportation Other

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Journal : BAREKENG: Jurnal Ilmu Matematika dan Terapan

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MODEL STOKASTIK DENGAN PENDEKATAN GENERALIZED LINEAR MODEL UNTUK MENGESTIMASI CADANGAN KLAIM INCURRED BUT NOT REPORTED Feby Seru; Azizah Azizah; Agung Dwi Saputro
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 15 No 4 (2021): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (727.387 KB) | DOI: 10.30598/barekengvol15iss4pp607-614

Abstract

One of the crucial things in the insurance business is determining the amount of IBNR claim reserves. The amount of IBNR's claim reserves is uncertain so it is necessary to estimate as accurately as possible. The estimation results of IBNR's claim reserves will affect the solvency and sustainability of the company. To calculate the estimated IBNR claim reserves, several approaches are used both deterministically and stochastically. This study uses a stochastic model with the GLM approach for data that is assumed to have an ODP distribution. Besides, this study also uses 2 different methods to calculate parameter estimates in the model, namely by performing parameter transformations and using the Verbeek algorithm. This study will compare the results of the IBNR claim reserve estimation obtained using these two methods in estimating the parameters in the model. The estimation results obtained indicate that the value of the IBNR claim reserves is the same. The advantage of the Verbeek algorithm is that the resulting parameter values ​​have interpretations.
Co-Authors Agung Dwi Saputro Azizah Azizah Bobi Frans Kuddi Christian Dwi Suhendra Deppa Ringgi’ Frans Augusthinus Asmuruf Gautam Makwana H Elizabeth Herlina Datu Wetipo Joko Harianto Lolita Tuhumen Muhammad Hisyam Nada Pertiwi Papriani Nicea Roona Paranoan Radian Januari Situmeang Santinia Andiva Pramesti Sitti Rosnafi’an Sumardi Suarni. S Venthy Angelika Yosina Arni Sihombing