CREDIBILITY THEORY APPROACH TO THE CHAIN LADDER METHOD

• المؤلف الرئيسي: YUNEIDI (NIM: 20813016); Pembimbing : Dumaria Rulina Tampubolon, Ph.D, BELINDA
• التنسيق: Theses
• اللغة: Indonesia
• الوصول للمادة أونلاين: https://digilib.itb.ac.id/gdl/view/19953

The determination of the outstanding claims liability is one of the main tasks of an actuary. The claims data in a long-tail insurance business may be represented in the form of a runoff triangle. One method to predict the outstanding claims liability is the Chain Ladder Method (CLM). If the informa...