Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process

• Main Authors: Effendie, Adhitya Ronnie, Kariyam, Kariyam, Murti, Aisya Nugrafitra, Angsari, Marfelix Fernaldy, Gunardi, Gunardi
• 格式: Article PeerReviewed
• 語言: English
• 出版: Multidisciplinary Digital Publishing Institute (MDPI) 2022
• 主題: Mathematics and Applied Sciences; Statistics
• 在線閱讀: 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
• 機構: Universitas Gadjah Mada

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...