CLAIM RESERVE ESTIMATION WITH THE EFFECT OF IBNR CLAIMS USING STATE-SPACE EQUATION METHOD
This study examines a method to estimate claim reserves that uses state-space equation and also the effect of IBNR claims to claim reserves. Direct benefit of such method is the ability to implement Kalman Filter algorithm. This algorithm is well-used for this case because it is fast to comprehend t...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/65432 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |