THE ESTIMATION OF OUTSTANDING CLAIMS LIABILITY IN LONG-TAIL INSURANCE BUSINESS BASED ON CORRELATED RANDOM SUM

THE ESTIMATION OF OUTSTANDING CLAIMS LIABILITY IN LONG-TAIL INSURANCE BUSINESS BASED ON CORRELATED RANDOM SUM

In long-tail insurance business, there are many different statistical methods are available for estimating outstanding claim liability (OCL). In general, there are two different approaches to estimate OCL. One of these approaches is based on the aggregate claim payments data which summarized in a ru...

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Bibliographic Details
Main Author: KOMARUDIN MUTAQIN (NIM : 30107005); Tim Pembimbing: Prof. Dr. Sutawanir Darwis, Dumaria R. Tam, ACENG
Format: Dissertations
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/14608
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Institution: Institut Teknologi Bandung
Language: Indonesia
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