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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22131 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
Be the first to leave a comment!