AGGREGATE CLAIMS DEPENDENCE MODEL BASED ON GENERALIZED LINEAR MODELS AND ITS APPLICATION USING UTILITY THEORY FOR COORDINATION OF BENEFITS SCHEME OF BPJS KESEHATAN
This Thesis discusses the modeling of aggregate claims consisting of claim frequency and severity components. The random variable of claim frequency and severity can be derived from the exponential dispersion family (EDF) distribution. If there are observations with a zero value whose proportion is...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/74293 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |