THE PREDICTION OF THE REPORTED BUT NOT SETTLED (RBNS) AND THE INCURRED BUT NOT REPORTED (IBNR) CLAIMS RESERVES USING THE DOUBLE CHAIN LADDER (DCL) METHOD
An insurance company is required to set up a claims reserve to pay claims reported by the policyholders. In a long tail insurance business, there is a delay between when a claim occurred and when it is settled and the delay may take more than one year. There are two types of outstanding claims: Incu...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/23521 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |