Article Per Year (5 Year)
p-Index From 2020 - 2025
0.444
P-Index
This Author published in this journals
All Journal Limits: Journal of Mathematics and Its Applications
Ikhsan Maulidi
Unknown Affiliation
Computer Science & IT Mathematics

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : Limits: Journal of Mathematics and Its Applications

 1 
Model Kredibilitas Bühlmann dengan Frekuensi Klaim Berdistribusi Binomial Negatif-Lindley Ikhsan Maulidi; Vina Apriliani
Limits: Journal of Mathematics and Its Applications Vol. 18 No. 1 (2021): Limits: Journal of Mathematics and Its Applications Volume 18 Nomor 1 Edisi Me
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

In this article, we develop a parametric Bühlmann credibility model with the frequency of claims that are assumed following the Negative Binomial- Lindley distribution. The Estimator of the quantities in the Bühlmann model have provided for this distribution using methods commonly used in the greatest accuracy credibility. The premium estimation that resulted in this model is a linear combination of the past claims which gives a minimum error square. The momen function of the Binomial-Lindley distribution is very helpful to determine these Bühlmann’s quantities. Application simulations of this model are also given for simple data claims along with the algorithm. However, it gives an appreciable credibility factor value, this model requires many past claims to get a good premium estimation.
Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley Ikhsan Maulidi; Rini Oktavia; Uswah; Alim Misbullah; Vina Apriliani
Limits: Journal of Mathematics and Its Applications Vol. 20 No. 1 (2023): Limits: Journal of Mathematics and Its Applications Volume 20 Nomor 1 Edisi Ma
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The credibility theory is one of the tools that can be used to determine risk-based premiums. One approach that can be used is the best accuracy approach such as Bühlmann-Straub. We study the parametric Bühlmann-Straub credibility model in which the claim frequency data is assumed to follow the Negative-Lindley (NB-L) Binomial distribution. Determination of the Bühlmann-Straub parameter is determined by using the basic rules in probability theory. From the study that has been carried out, an explicit equation has been obtained to determine the credibility premium of Bühlmann-Straub. A simulation of the application of the model to the data was also provided by assuming the data follows the NB-L distribution. The NB-L distribution parameters were estimated using the momen method and maximum likelihood estimation. From the simulation, it is found that the data used had a high credibility factor value which implies the data can be considered primely for estimating future premiums.
Co-Authors Alim Misbullah Rini Oktavia Uswah Vina Apriliani