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All Journal EKSAKTA: Journal of Sciences and Data Analysis Media Statistika Jurnal Gaussian Jurnal Statistika Universitas Muhammadiyah Semarang TELKOMNIKA (Telecommunication Computing Electronics and Control) Bulletin of Electrical Engineering and Informatics Science and Technology Indonesia BAREKENG: Jurnal Ilmu Matematika dan Terapan JOURNAL OF APPLIED INFORMATICS AND COMPUTING Unisda Journal of Mathematics and Computer Science (UJMC) JTAM (Jurnal Teori dan Aplikasi Matematika) International Journal of Supply Chain Management Jurnal Matematika UNAND Journal of Fundamental Mathematics and Applications (JFMA) Journal of Research Applications in Community Services Eduvest - Journal of Universal Studies Indonesian Journal of Mathematics and Applications Indonesian Actuarial Journal
Adhitya Ronnie Effendie, Adhitya Ronnie
Departemen Matematika, FMIPA, Universitas Gadjah Mada
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Journal : Media Statistika

 1 
ESTIMATION OF IBNR AND RBNS RESERVES USING RDC METHOD AND GAMMA GENERALIZED LINEAR MODEL Tiara Yulita; Adhitya Ronnie Effendie
MEDIA STATISTIKA Vol 15, No 1 (2022): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.15.1.24-35

Abstract

Estimation of claims reserves is a very important role for insurance companies because the information will be used to assess the insurance company’s ability to meet future claim payment obligations. In practice, claims reserves are divided into two Incurred but Not Reported (IBNR) and Reported but Not Settled (RBNS). Reserving by Detailed Conditioning (RDC) is one of the individual methods that can estimate claims reserves of both the IBNR and RBNS, which involves detailed condition so-called claim characteristics, and some information else so-called background variable. The result of estimating claims reserves using RDC with background variable is not stable because many combinate of calculation from each background variable. The purpose of this study is to overcome these problems, which we can combine RDC and Gamma Generalized Linear Model (GLM) as an effective method for estimating claims reserves. By using Bootstrapping Individual Claims Histories (BICH) method, the results show that estimation of claims reserves using RDC and Gamma GLM gives the fewest value of Mean Square Error of Prediction (MSEP) rather than RDC with Poisson GLM, RDC, and Chain Ladder. Where the smaller the value of the resulting MSEP estimate, the closer to the actual claim reserve value.
ANALYSIS MULTILEVEL SURVIVAL DATA USING COVARIATE-ADJUSTED FRAILTY PROPORTIONAL HAZARDS MODEL Sandelvia, Krismona; Effendie, Adhitya Ronnie
MEDIA STATISTIKA Vol 18, No 1 (2025): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.18.1.73-82

Abstract

Multilevel survival data is time-to-event data with a hierarchical or nested structure. This study aims to model the data using the Covariate-Adjusted Frailty Proportional Hazards method, which is an extension of the Cox proportional hazards model with the addition of random effects (frailty). Parameter estimation is performed using a Bayesian approach via Markov Chain Monte Carlo (MCMC). This method is applied to analyze repeated observations of Chronic Granulomatous Disease (CGD) infections, with frailty represented by the hospital and the patient. The results of the data analysis indicate that both hospital and patient frailty significantly influence the time to infection, with patient frailty having a greater effect. Additionally, the treatment variable rINF-g significantly in reducing the risk of serious infection for CGD patients by 64.44%.
Co-Authors A'yun, Qonita Qurrota Abdul Talib Bon Abdurakhman Abdurakhman Abdurakhman Abdurakhman Alsitaningtyas, Yunike Jemis Fifnelavindy Anaviroh Anaviroh Danardono Danardono Danardono, Danardono Dani, Andrea Tri Rian Dedi Rosadi Devni Prima Sari Faihatuz Zuhairoh Fidia Deny Tisna Amijaya Gunardi Gunardi Hardina Sandariria HARTATI indarsih, Indarsih Indradewa, Rhian Kariyam - Kariyam Kariyam Muhammad Iqbal Al-Banna Ismail Muhammad, Hubbi Mulyadi, Taqriri Kamal Putra, Fachrian Bimantoro Rohmatul Fajriyah Sandelvia, Krismona Saruan , Sandy Salomo Selvi Faristasari Sifriyani, Sifriyani Solikhatun, Solikhatun Sri Haryatmi Kartiko Sri Wahyuni Sukono Sukono Suryanto, Wiwit Susyanto, Nanang Syaripuddin Syaripuddin Uha Isnaini Utami, Rianti Siswi Wahyujati, Mohamad Fahruli Yotenka, Rahmadi Yuciana Wilandari Yuciana Wilandari Yulianti, Silvina Rosita Yulita, Tiara