HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM

Insurance companies are institutions that bear the risk of their customers. In order for insurance companies can continue to run, it is necessary to know the risks faced in the future. Disability is an example of risk that can be borne by insurance companies. In this final project, a disability ince...

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Bibliographic Details
Main Author:	Cannarivo Buntarco, Reuven
Format:	Final Project
Language:	Indonesia
Online Access:	https://digilib.itb.ac.id/gdl/view/64992
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Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:64992
spelling	id-itb.:649922022-06-20T07:38:04ZHIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM Cannarivo Buntarco, Reuven Indonesia Final Project disability insurance, Markov chain, hidden Markov model, expectation maximization algorithm INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/64992 Insurance companies are institutions that bear the risk of their customers. In order for insurance companies can continue to run, it is necessary to know the risks faced in the future. Disability is an example of risk that can be borne by insurance companies. In this final project, a disability inception probability model is built using the hidden Markov model where the probability of disability inception is influenced by the age group which the information has been obtained and the unobserved time trend. This hidden Markov model is estimated with the expectation maximization algorithm and compared with the time series model. As an initial guess, the parameters will be estimated using logistic regression. The mean squared error is used to select the best model and the efficiency is taken into account in obtaining model parameters. text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
description	Insurance companies are institutions that bear the risk of their customers. In order for insurance companies can continue to run, it is necessary to know the risks faced in the future. Disability is an example of risk that can be borne by insurance companies. In this final project, a disability inception probability model is built using the hidden Markov model where the probability of disability inception is influenced by the age group which the information has been obtained and the unobserved time trend. This hidden Markov model is estimated with the expectation maximization algorithm and compared with the time series model. As an initial guess, the parameters will be estimated using logistic regression. The mean squared error is used to select the best model and the efficiency is taken into account in obtaining model parameters.
format	Final Project
author	Cannarivo Buntarco, Reuven
spellingShingle	Cannarivo Buntarco, Reuven HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
author_facet	Cannarivo Buntarco, Reuven
author_sort	Cannarivo Buntarco, Reuven
title	HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
title_short	HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
title_full	HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
title_fullStr	HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
title_full_unstemmed	HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM
title_sort	hidden markov model approach to disability inception probability with expectation maximization algorithm
url	https://digilib.itb.ac.id/gdl/view/64992
_version_	1822932601997885440

HIDDEN MARKOV MODEL APPROACH TO DISABILITY INCEPTION PROBABILITY WITH EXPECTATION MAXIMIZATION ALGORITHM

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