Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process

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
Subjects:
Mathematics and Applied Sciences
Statistics
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

Internet

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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