Reserving by detailed conditioning on individual claim
Penulis/Author
MUJIATI DWI KARTIKASARI (1); Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2); YUCIANA WILANDARI (3)
Tanggal/Date
2016
Kata Kunci/Keyword
Abstrak/Abstract
The estimation of claim reserves is an important activity in insurance companies to fulfill their liabilities. Recently, reserving method of individual claim have attracted a lot of interest in the actuarial science, which overcome some deficiency of aggregated claim method. This paper explores the Reserving by Detailed Conditioning (RDC) method using all of claim information for reserving with individual claim of liability insurance from an Indonesian general insurance company. Furthermore, we compare it to Chain Ladder and Bornhuetter-Ferguson method.
Level
Internasional
Status
Dokumen Karya
No
Judul
Tipe Dokumen
Aksi
1
32_Reserving by detailed conditioning on individual claim.pdf
