MODELLING NUMBER OF CLAIMS DATA IN PROPERTY INSURANCE USING ZERO INFLATED POISSON (ZIP) AUTOREGRESSION WITH LOCATION EFFECT
In insurance, it is interesting to know number of claims at a location that is observed from time to time. For claim that rarely happens, the amount of zero value is often found in the data, so the data’s variance is greater than the average. Generally, the number of events (count data) is modelled...
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/42524 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |