ACADSTAFF UGM
| Title | : | Estimation of IBNR and RBNS reserve by detailed conditioning method |
| Author | : |
Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (1) RINJANI PEBRIAWAN (2) |
| Date | : | 0 2017 |
| Keyword | : | general insurances ,claim reserving,background variabels,GLM general insurances ,claim reserving,background variabels,GLM |
| Abstract | : | Evaluation of future obligantions of an insurance company and its solvency capital has become the center of attention in general insurance. To that end, our paper suggests a claim reserve estimation method devoted to individual claims in discrete time. Our method uses the claim informations which would then be formed into the calim characteristics as a condition in the calculation. We take into account not only the infomations of individual claims and claim charateritics (the length of claims, reporting delay), but also background variables, which are the addition of claims information. We use generalized linear model (GLM) to add background variables in the calculation of the estimated reserve. By using the original data from a general insurance company, we apply this method and compare it to some existing methods. |
| Group of Knowledge | : | Matematika |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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