ANALYSIS OF PROBABILITY FOR CLAIM EVENTS IN PROPERTY INSURANCE WITH AND WITHOUT LOCATION EFFECT THROUGH ZERO INFLATED POISSON AUTOREGRESSION APPROACH
In property insurance, it is interesting to know the frequency of claims at a location observed over time. Claim is a rare event so there will be many zeros in the data. Modelling claim occurrence is important to predict the probability and frequency of the future claims. As for modelling count d...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/39065 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |