Transcendent Journal of Mathematics and Applications
Vol 2, No 2 (2023)

Kredibilitas Bühlmann Semiparametrik dengan Klaim Berdistribusi Poisson

Ikhsan Maulidi (Unknown)
Taufiq Iskandar (Department of Mathematics, Universitas Syiah Kuala, Banda Aceh 23111, Indonesia)
Annisa Zahara (Department of Mathematics, Universitas Syiah Kuala, Banda Aceh 23111, Indonesia)
T Murdani Saputra (Department of Mathematics, Universitas Syiah Kuala, Banda Aceh 23111, Indonesia)



Article Info

Publish Date
16 Nov 2023

Abstract

One method for calculating premiums based on the policyholder's risk characteristics is to employ the theory of credibility, particularly the semiparametric Bühlmann model. The aim of this research is to estimate the parameters of the Bühlmann credibility model using a semiparametric approach for claim frequencies that follow a Poisson distribution. Additionally, this study compares the semiparametric model, the parametric model, and the nonparametric model for the Bühlmann model. The assumptions made in this study concern claim frequencies following a Poisson distribution. The research results reveal that the semiparametric Bühlmann credibility premium for a Poisson distribution is 0.117992. Furthermore, the comparison between parametric and semiparametric approaches shows that premiums estimated using the semiparametric approach are lower than those estimated using the parametric approach. The difference is approximately 0.0085% for the Negative Binomial distribution and 0.00085% for the two Poisson distributions. However, there is no significant difference in premium values between the semiparametric and nonparametric approaches.

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Journal Info

Abbrev

AJM

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance Environmental Science Mathematics Physics

Description

Transcendent Journal of Mathematics and Applications has the scope of mathematics and applications of mathematics, but does not rule out other fields. The scope are Mathematics (Algebra, Discrete Mathematics, Number Theory, Geometry, Graph Theory, Analysis, and Differential Equations) and its ...