MODELLING DEPENDENCIES USING GENERALIZED ESTIMATING EQUATION TO ESTIMATE CLAIM RESERVING
In a non-life insurance business, the outstanding claims reserve is one key factor which will determine the financial position of an insurance company. Two approaches may be used to predict the outstanding claims reserve: deterministic and stochastic. In this thesis, astochastic model, nam...
Saved in:
Main Author: | (NIM : 20814011) , ARYANTO |
---|---|
Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/21272 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
ESTIMATING CLAIM RESERVE IN GENERAL INSURANCE
by: KADRI ALI (NIM: 10114017), JERRI -
MODELLING DEPENDENT INCURRED BUT NOT REPORTED CLAIMS WITH GENERALIZED ESTIMATING EQUATIONS
by: Yudha Prasietyawan, Adi -
CLAIM RESERVE ESTIMATION WITH THE EFFECT OF IBNR CLAIMS USING STATE-SPACE EQUATION METHOD
by: Hansel Soepinto, Owen -
AGGREGATE IBNR CLAIM RESERVE ESTIMATION USING GENERALIZED ADDITIVE MODEL (GAM)
by: Alfarazh, Matthew -
Estimating outstanding claims reserves using copula.
by: Kee, Meng Yew., et al.
Published: (2010)