ESTIMATING AGREGATE IBNR CLAIM RESERVES USING A MARKED POISSON-GAMMA DISTRIBUTION WITH A GENERALIZED LINEAR MODEL (GLM)
Estimating claim reserve forecasts is crucial for insurance companies. These predictions determine the magnitude of liabilities the company holds. Typically, this estimation is performed by calculating the aggregate claim amount in previous years. The distribution of this aggregate claim can be d...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/76239 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |