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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA) Al-Jabar : Jurnal Pendidikan Matematika Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) International Journal of Hydrological and Environmental for Sustainability Islamic Journal of Integrated Science Education Transcendent Journal of Mathematics and Applications
Maulidi, Ikhsan
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Agriculture, Biological Sciences & Forestry Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Environmental Science Mathematics Mechanical Engineering Medicine & Pharmacology Physics Social Sciences Transportation Other

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Journal : Transcendent Journal of Mathematics and Applications

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Kredibilitas Bhlmann Semiparametrik dengan Klaim Berdistribusi Poisson Maulidi, Ikhsan; Iskandar, Taufiq; Zahara, Annisa; Saputra, T Murdani
Transcendent Journal of Mathematics and Applications Vol 2, No 2 (2023)
Publisher : Syiah Kuala University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24815/tjoma.v2i2.34726

Abstract

One method for calculating premiums based on the policyholder's risk characteristics is to employ the theory of credibility, particularly the semiparametric Bhlmann model. The aim of this research is to estimate the parameters of the Bhlmann credibility model using a semiparametric approach for claim frequencies that follow a Poisson distribution. Additionally, this study compares the semiparametric model, the parametric model, and the nonparametric model for the Bhlmann model. The assumptions made in this study concern claim frequencies following a Poisson distribution. The research results reveal that the semiparametric Bhlmann credibility premium for a Poisson distribution is 0.117992. Furthermore, the comparison between parametric and semiparametric approaches shows that premiums estimated using the semiparametric approach are lower than those estimated using the parametric approach. The difference is approximately 0.0085% for the Negative Binomial distribution and 0.00085% for the two Poisson distributions. However, there is no significant difference in premium values between the semiparametric and nonparametric approaches.
Comparative Analysis of Joint Life Endowment Insurance Premium Reserves: Zillmer Method Versus Prospective Method and The Impact of Zillmer Level Hafnani, Hafnani; Maulidi, Ikhsan; Nurmaulidar, Nurmaulidar; Alindo, Sesda; Apriliani, Vina
Transcendent Journal of Mathematics and Applications Vol 4, No 1 (2025)
Publisher : Syiah Kuala University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24815/tjoma.v4i1.46121

Abstract

The insurance company collects premium reserves obtained from the difference between the value of benefits and the value of premium payments at a time of coverage. One method of premium reserve is prospective reserve, where the calculation is based on the difference between the present value of the benefits to be received and the present value of the net premiums that will come in accordance with a predetermined annuity. This research aims to determine the amount of premium and premium reserves in joint life endowment insurance using the Zillmer method which uses the concept of prospective reserves with gross premiums as the basis for calculations. Then we compare the result with premium reserves using prospective methods, and see the effect of the Zillmer level variable on the amount of premium reserves. The results of this study can be concluded that the value of joint life joint insurance premiums increases according to age when starting insurance and the reserves of joint life insurance premiums always increase every year, until at the end of the insurance coverage premium reserves will reach the same value as the amount of compensation. The value of the premium reserve is influenced by the value of the Zillmer level used; the greater the Zillmer level value, the greater the profit earned by the life insurance company.
Co-Authors Alindo, Sesda Amalina, Anvika Nur Arif, Muhammad Rizki Atmapradhana, Tedi Budi Azhari Erliana, Windiani Fahrul Razi Farid, Fajri Febriana, Diana Fredi Ganda Putra Hafnani Hafnani Iqbal, Mochamad Kusumasari, Brenda Ariesty M. Duskri M. Yogi Riyantama Isjoni Mahmudi Mahmudi Mahyus Ihsan Marsanto, Budi Maula, Frida Yassar Muhamad Syazali Novika, Fanny Nurmaulidar Nurmaulidar Palupi, Endah Kinarya Restika Putri Rofiqul Umam Safriani, Wirda Said Munzir Saputra, T Murdani Siti Rusdiana Sukamto, Ika Sumiyarsi Syazali, Muhammad Taufiq Iskandar Trinugraha, Afi Candra Valentika, Nina Vina Apriliani Wibowo, Bonno Andri Zahara, Annisa Zahnur, Zahnur