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All Journal Journal of Mathematical and Fundamental Sciences Journal of Engineering and Technological Sciences Indonesia Symposium on Computing KLIK (Kumpulan jurnaL Ilmu Komputer) (e-Journal) Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan Limits: Journal of Mathematics and Its Applications Journal of Research in Mathematics Trends and Technology Jurnal Teknik Informatika (JUTIF) Jurnal Pengabdian Kepada Masyarakat (JPKM) Tabikpun MATHunesa: Jurnal Ilmiah Matematika Jurnal Siger Matematika Jurnal Matematika Integratif BACA: Jurnal Dokumentasi dan Informasi Integra: Journal of Integrated Mathematics and Computer Science Limits: Journal of Mathematics and Its Applications
Aang Nuryaman
Universitas Lampung
Astronomy Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Health Professions Library & Information Science Mathematics Mechanical Engineering Physics Social Sciences Transportation

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Journal : Limits: Journal of Mathematics and Its Applications

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Simulasi Jumlah Klaim Agregasi Berdistribusi Poisson Dengan Besar Klaim Berdistribusi Gamma dan Rayleigh Rudi Ruswandi; Aang Nuryaman; Subian Saidi
Limits: Journal of Mathematics and Its Applications Vol 17, No 2 (2020)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/limits.v17i2.6642

Abstract

A claim is a transfer of risk from the insured to the guarantor. Claims that occur individually are called individual claims, whereas collections of individual claims are called aggregation claims in a single period of vehicle insurance. Aggregation claims consist of a pattern of the number and amount (nominal value) of individual claims, so that the model of aggregation claims is formed from each distribution of the number and amount of claims. The distribution of claims is based on the probability density function and the cumulative density function. One method that can be used to obtain a claim aggregation model is to use convolution, which is by combining the distribution of the number of claims and the distribution of the amount of claims so that the expected value can be obtained to predict the value of pure premiums. In this paper, aggregation claim modeling will be carried out with the number of claims distributed Poisson and the amount of claims distributed Gamma. As comparison, we compare it with claim amount distributed Rayleigh. By using VaR (value at risk) and MSE (Mean Square Error) indicators, the results of the analysis show that the Rayleigh distribution is better used for distributing data that has extreme values.
Co-Authors . Wamiliana Agus Yodi Gunawan Ahidiyah, Siti AHMAD FAISOL Ahmad Faisol Ahmad Rizki Wiranto Alam, Muhammad Fikri Anne Parlina Ardiyanti, Lily Asmiati Asmiati Asmiati Asmiati Asmiati Asmiati Atika Faradilla Bagus Hayatul Jihad Bagus Hayatul Jihad Citra Puspa Tria Dalfa Habibah Nurul Aini Danuari Fitrio, Beni Dewi Rakhmatia Nur Dian Kurniasari Dian Kurniasari Dina Eka Nurvazly Eri Setiawan Eri Setiawan Eri Setiawan Fachri Faisal Faradilla, Atika Fathudin Fathudin Fatimatuzzahra Fatimatuzzahra Fitriani Fitriani Fitriani, Debi Nur Hestina P., Shelvira Ismawati Ismawati Khotimah, Purnomo Husnul Kuntjoro Adji Sidarto Kurniawati, Virda La Zakaria La Zakaria Mardani, Maya Mega Putri Muhammad Ihsan Abyan Muhammad Ihsan Abyan Mulia Astuti Mustofa Usman Mustofa Usman Mustofa Usman Nabilla Yolanda Paramitha Nisa, Rizki Khoirun Notiragayu Notiragayu Nur, Dewi Rakhmatia Ranti Vidia Mahyunis Raratia ulsa Alfian Rudi Ruswandi Rudi Ruswandi Saidi, Subian Saiful Rohman Sihombing, Andre Soleh Fajar Junjunan Soleh Fajar Junjunan Sutrisno, Agus Swita, Baki Utami, Bernadhita Herindri Samodera Warsono Warsono Warsono Warsono Widarti, Widiarti Widiarti Widiarti Widiarti Yogi Wibisono Budhi Zakaria, La