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...
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Main Author: | (NIM : 20814011) , ARYANTO |
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/21272 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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