THE IMPACT OF OUTLIER ON THE PREDICTION OF CLAIMS RESERVE AND ROBUST CHAIN-LADDER
The chain-ladder method is often used to predict claims reserve in a long tail insurance business. The method is a distribution free method. In this thesis, the prediction of the claims reserve is carried out using a stochastic approach; that is using a Generalized Linear Model (GLM). The incrementa...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22131 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |