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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 : Jurnal Gaussian

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ESTIMASI CADANGAN KLAIM MENGGUNAKAN GENERALIZED LINEAR MODEL (GLM) DAN COPULA Yuciana Wilandari; Sri Haryatmi Kartiko; Adhitya Ronnie Effendie
Jurnal Gaussian Vol 9, No 4 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v9i4.29260

Abstract

In the articles of this will be discussed regarding the estimated reserves of the claim using the Generalized Linear Model (GLM) and Copula. Copula is a pair function distribution marginal becomes a function of distribution of multivariate. The use of copula regression in this article is to produce estimated reserves of claims. Generalized Linear Model (GLM) used as a marginal model for several lines of business. In research it is used three kinds of line of business that is individual, corporate and professional. The copula used is the Archimedean type of copula, namely Clayton and Gumbel copula. The best copula selection method is done using Akaike Information Criteria (AIC). Maximum Likelihood Estimation (MLE) is used to estimate copula parameters. The copula model used is the Clayton copula as the best copula. The parameter estimation results are used to obtain the estimated reserve value of the claim.
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