COMPOUND POISSON MODEL: SPECIAL CASE OF TWEEDIE MODEL
Claims experience in a long-tail insurance business may be recorded on a Run-O Triangle (ROT). One of the methods that can be used to predict claim in ROT is chain ladder method, which is based on some assumptions. The thesis describes the dierences between chain ladder recursive model and chain...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/34005 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |