Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process

In this paper, the insurance reserve period will be classified according to the claim frequency domain, such as high-or low-frequency periods. We use the clustering method to create and group claims data according to their frequency period. Meanwhile, we use a risk process to mimic and predict the m...

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Bibliographic Details
Main Authors: Effendie, Adhitya Ronnie, Kariyam, Kariyam, Murti, Aisya Nugrafitra, Angsari, Marfelix Fernaldy, Gunardi, Gunardi
Format: Article PeerReviewed
Language:English
Published: Multidisciplinary Digital Publishing Institute (MDPI) 2022
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Online Access:https://repository.ugm.ac.id/283339/1/Classifying-Insurance-Reserve-Period-via-Claim-Frequency-Domain-Using-Hawkes-ProcessRisks.pdf
https://repository.ugm.ac.id/283339/
https://www.mdpi.com/2227-9091/10/11/216
https://doi.org/10.3390/risks10110216
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Institution: Universitas Gadjah Mada
Language: English