Prediction of Outstanding Claim Using Stochastics Chain Ladder Method
A runoff triangle may be used to organize data from a long-tail insurance business based on accident and development years. The chain ladder method is often used to predict the outstanding claims of such data. One prediction problem is the consistency of the prediction. In this thesis, bootstrap is...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/20303 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |