Limits: Journal of Mathematics and Its Applications
Vol 18, No 1 (2021)

Model Kredibilitas Bühlmann dengan Frekuensi Klaim Berdistribusi Binomial Negatif-Lindley

Ikhsan Maulidi (Syiah Kuala University)
Vina Apriliani (Universitas Islan Negeri Ar-Raniry)



Article Info

Publish Date
01 May 2021

Abstract

In this article, we develop a parametric Bühlmann credibility model with the frequency of claims that are assumed following the Negative Binomial- Lindley distribution. The Estimator of the quantities in the Bühlmann model have provided for this distribution using methods commonly used in the greatest accuracy credibility. The premium estimation that resulted in this model is a linear combination of the past claims which gives a minimum error square. The momen function of the Binomial-Lindley distribution is very helpful to determine these Bühlmann’s quantities. Application simulations of this model are also given for simple data claims along with the algorithm. However, it gives an appreciable credibility factor value, this model requires many past claims to get a good premium estimation.

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Journal Info

Abbrev

limits

Publisher

Subject

Mathematics

Description

Limits: Journal of Mathematics and Its Applications merupakan jurnal yang diterbitkan oleh Lembaga Penelitian dan Pengabdian Kepada Masyarakat (LPPM) Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia. Limits menerima makalah hasil riset di semua bidang Matematika, terutama bidang Analisis, ...