AN ESTIMATION OF THE OUTSTANDING CLAIMS LIABILITY USING THE LEVELED CHAIN LADDER MODEL WITH GIBBS SAMPLING

A long tail general insurance business is an insurance business in which the period from the occurrence of an incident that results in an occurrence of a claim until the claim is paid off will take more than one year. This duration is due to the time lags between the occurrence of the incident an...

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Bibliographic Details
Main Author: Valentino Kosasih, Leonardo
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/65450
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Institution: Institut Teknologi Bandung
Language: Indonesia

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