AGGREGATE IBNR CLAIM RESERVE ESTIMATION USING GENERALIZED ADDITIVE MODEL (GAM)

The management of insurance reserves is crucial for maintaining the financial stability of insurance companies, particularly in addressing IBNR (Incurred But Not Reported) claims, which are claims that have occurred but have not yet been reported. This study utilizes data from the products of a l...

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Bibliographic Details
Main Author: Alfarazh, Matthew
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/81879
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Institution: Institut Teknologi Bandung
Language: Indonesia