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All Journal Unisda Journal of Mathematics and Computer Science (UJMC)
Anaviroh Anaviroh
Universitas Islam Darul ‘Ulum Lamongan
Computer Science & IT Education Mathematics

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PEMODELAN COPULA CLAYTON UNTUK PREDIKSI KLAIM PADA DATA LONGITUDINAL DENGAN EXCESS ZEROS Anaviroh Anaviroh; Adhitya Ronnie Effendie
Unisda Journal of Mathematics and Computer Science (UJMC) Vol 1 No 01 (2015): Unisda Journal of Mathematics and Computer Science
Publisher : Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (2020.587 KB) | DOI: 10.52166/ujmc.v1i01.338

Abstract

This papper discuss about longitudinal data models of claim counts withexcess-zeros, in which time-dependence of the claim counts is modeled by using acopula function. The copula approach extensively to model the serial dependence ofthe claim counts in car insurance, to model this serial dependence of the claimcounts (between the history and future claims). The maximum likelihood is appliedto estimate the parameters of the discrete copula model. A two-step procedure isproposed to estimate the parameters and predict the claim counts of the next periodusing the estimated parameters.
Co-Authors Adhitya Ronnie Effendie, Adhitya Ronnie