MUNICH CHAIN LADDER METHOD: PREDICTIVE DISTRIBUTION OF THE CLAIMS RESERVE USING BOOTSTRAPPING
An insurance company need to correctly determine the prediction of the outstanding claims reserve in order to pay any claims occurred. One method often used to predict the outstanding claims reserve of a long tail business is the Standard Chain Ladder (SCL) method (Mack, 1993). This method used the...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/24484 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |