ACADSTAFF UGM

CREATION
Title : Reserving by detailed conditioning on individual claim
Author :

MUJIATI DWI KARTIKASARI (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) YUCIANA WILANDARI (3)

Date : 0 2016
Keyword : claim information,claim reserving,individual claim,RDC claim information,claim reserving,individual claim,RDC
Abstract : The estimation of claim reserves is an important activity in insurance companies to fulfill their liabilities. Recently, reserving method of individual claim have attracted a lot of interest in the actuarial science, which overcome some deficiency of aggregated claim method. This paper explores the Reserving by Detailed Conditioning (RDC) method using all of claim information for reserving with individual claim of liability insurance from an Indonesian general insurance company. Furthermore, we compare it to Chain Ladder and Bornhuetter-Ferguson method.
Group of Knowledge :
Level : Internasional
Status :
Published
Document
No Title Document Type Action
1 32_Reserving by detailed conditioning on individual claim.pdf
Document Type : [PAK] Full Dokumen
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