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PEMODELAN KREDIBILITAS BÜHLMANN-STRAUB UNTUK DATA FREKUENSI KLAIM BERDISTRIBUSI POISSON-SUJATHA Evania Putri; Aceng Komarudin Mutaqin
RAGAM: Journal of Statistics & Its Application Vol 4, No 1 (2025): RAGAM: Journal of Statistics & Its Application
Publisher : Universitas Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/ragam.v4i1.14679

Abstract

Motor vehicle insurance provides compensation for damage or loss incurred by motor vehicles. In determining credibility values, claim frequency data is required. Sometimes, this claim frequency data contains overdispersion issues, necessitating alternative methods for modeling claim frequency using a mixture distribution. The mixture distribution used in this research is the Poisson-Sujatha mixture distribution. The credibility method employed is an advancement of the Bühlmann method, known as the Bühlmann-Straub credibility method. The Bühlmann-Straub credibility model has been successfully applied in various insurance contexts, previously used in modeling with the Negative Binomial-Lindley distribution in 2023, yielding significant results.Before applying the credibility model, the parameters of the Poisson-Sujatha distribution are estimated using the maximum likelihood estimation method. The goodness-of-fit test used in this research is the chi-squared goodness-of-fit test. The research data consists of secondary claim frequency data for motor vehicle insurance recorded by PT. X in Category 1 (passenger transport with coverage values between Rp 0 to Rp 125,000,000) in Region 2 (DKI Jakarta, West Java, and Banten) for 2018 and 2019. Based on the application of this claim frequency data, the Bühlmann-Straub credibility factor is close to 1, indicating that the processed data has a significant impact on estimating the average future claim frequency. The estimated average motor insurance claim frequency for Indonesia, Category 1, Region 2, in 2020 is 0.0041, meaning that if there are 10,000 insurance policyholders in 2020, approximately 41 partial loss claims are expected.
Penerapan Model Kredibilitas Bühlmann Pada Data Frekuensi Klaim Asuransi Kendaraan Bermotor Di Indonesia Yang Berdistribusi Poisson-Amarendra Aliya Maharani; Aceng Komarudin Mutaqin
RAGAM: Journal of Statistics & Its Application Vol 4, No 2 (2025): RAGAM: Journal of Statistics & Its Application
Publisher : Universitas Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/ragam.v4i2.16591

Abstract

In motor vehicle insurance, policyholders are required to pay a premium to the insurance company. One method to assist insurance companies in determining premiums is credibility theory. One model from this approach is the Bühlmann credibility model. Generally, claim frequency data is overdispersed. There are various distributions suitable for addressing overdispersion, one of which is the Poisson-Amarendra distribution. The method used to estimate the parameters of the Poisson-Amarendra is the maximum likelihood method. The research material used is motor vehicle insurance data in Indonesia for the year 2019, recorded by PT. X, categorized into 8 categories and 3 regions. The results of the Chi-Square goodness-of-fit test show that the claim frequency data from the population distributed by the Poisson-Amarendra distribution includes category 2 in region 1 and category 6 in region 3. The results of applying the Bühlmann credibility model yield a credibility factor of 0.0029 for category 2 in region 1 and 0.0101 for category 6 in region 3. The estimated average claim frequency for motor vehicle insurance in the next period for category 2 in region 1 is 0.0029. This means that if the number of insurance policyholders in 2020 is the same as in 2019, which is 15,878, an estimated 46 partial loss claims will occur. The estimated average claim frequency for category 6 in region 3 is 0.0102, with an estimated 44 partial loss claims occurring in 2020, assuming the number of policyholders in 2020 remains the same as in 2019, which is 4,313.