Pemodelan Data Besar Klaim Asuransi Kendaraan Bermotor Menggunakan  Distribusi Mixture Erlang

Permatasari, Indah; Mutaqin, Aceng Komarudin; Wachidah, Lisnur

doi:10.29313/jstat.v17i1.2714

Cited by 1 publication

(1 citation statement)

References 0 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Distribusi standar yang umum digunakan para aktuaris untuk memodelkan data besar klaim diantaranya adalah distribusi lognormal, distribusi Weibull, distribusi gamma, distribusi Pareto, distribusi exponensial dan distribusi Rayleigh (Permatasari, Mutaqin, & Wachidah, 2017). Selain distribusi standar, ada beberapa distribusi tidak standar yang dapat digunakan untuk memodelkan data besar klaim diantaranya adalah distribusi mixture Erlang (Permatasari et al, 2017), komposit log-logistikgeneralized Pareto distribution (Mutaqin & Safitri, 2020), dan generalized Pareto distribution (Lazuardillah et al, 2021).…”

Section: Pendahuluanunclassified

Pemodelan Besar Klaim Asuransi untuk Jaminan Third Party Liability Menggunakan Distribusi Campuran Rayleigh-Rayleigh

Azijah,

Mutaqin

2023

SLJIL

View full text Add to dashboard Cite

This paper will discuss the modeling claim severity of ThirdParty Liability insurance using a mixed Rayleigh-Rayleigh distribution. The mixed Rayleigh-Rayleigh distribution is a distribution built on the basis of an infinitely mixed distribution. The mixed Rayleigh-Rayleigh distribution is a continuous distribution with one parameter, namely α. Parameters in the mixed Rayleigh-Rayleigh distribution can be estimated using the maximum likelihood estimator method through the Newton-Raphson iteration numerical method. The distribution fit test was carried out using the Kolmogorov-Smirnov fit test. The data used is data on Third Party Liability insurance claims with comprehensive coverage at PT. X for the 2019 policy for category 2 in all regions. Based on the results of applying the mixed Rayleigh-Rayleigh distribution on the data claim severity of Third Party Liability insurance with comprehensive coverage at PT. X in 2019 category 2 using the Kolmogorov-Smirnov test it can be concluded that the claims severity in regions 1 and 3 come from populations with a mixed Rayleigh-Rayleigh distribution, while the claim severity claims in region 2 come from populations that don't have a mixed Rayleigh-Rayleigh distribution.

show abstract

Section: Pendahuluanunclassified

Pemodelan Besar Klaim Asuransi untuk Jaminan Third Party Liability Menggunakan Distribusi Campuran Rayleigh-Rayleigh

Azijah,

Mutaqin

2023

SLJIL

View full text Add to dashboard Cite

show abstract

Pemodelan Data Besar Klaim Asuransi Kendaraan Bermotor Menggunakan Distribusi Mixture Erlang

Cited by 1 publication

References 0 publications

Pemodelan Besar Klaim Asuransi untuk Jaminan Third Party Liability Menggunakan Distribusi Campuran Rayleigh-Rayleigh

Pemodelan Besar Klaim Asuransi untuk Jaminan Third Party Liability Menggunakan Distribusi Campuran Rayleigh-Rayleigh

Contact Info

Product

Resources

About