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All Journal Proceedings of Annual International Conference Syiah Kuala University - Life Sciences & Engineering Chapter Jurnal Penelitian Pendidikan IPA (JPPIPA) Transcendent Journal of Mathematics and Applications
Taufiq Iskandar
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Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Economics, Econometrics & Finance Education Engineering Environmental Science Materials Science & Nanotechnology Mathematics Physics 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.
Co-Authors . Muhammad . Radinal Agus Satriadi, Andini, Nissa Rahma Putri Ichsan Setiawan Maulidi, Ikhsan Oktavia, Rini Radhiah Saputra, T Murdani Syamsul Rizal Zahara, Annisa