CREDIBILITY THEORY APPROACH TO THE CHAIN LADDER METHOD
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...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19953 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |