Sutrisna, Gratia Chrestella (2018) Perbandingan model additive dan multiplicative untuk model multivariate dalam melakukan analisis premi dan cadangan = Comparison between Additive and Multiplicative Model for Multivariate Model in Premium and Reserve Analysis. Bachelor thesis, Universitas Pelita Harapan.
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Abstract
Kestabilan keuangan untuk perusahaan asuransi jiwa dilihat dari cadangan yang dimilikinya. Cadangan bergantung pada jumlah premi yang diterima dari nasabah. Harga premi untuk setiap nasabah didasarkan dari faktor-faktor yang mempengaruhi peluang hidup nasabah. Model untuk perhitungan yang bergantung pada 2 atau lebih faktor disebut dengan multivariate model. Tugas akhir ini akan membandingkan model additive dan multiplicative untuk model multivariate yang diaplikasikan untuk menghitung premi dan cadangan. Data untuk perhitungan menggunakan data simulasi yang dibentuk secara acak. Setiap peserta memiliki 3 faktor yang mempengaruhi peluang hidup peserta. Ketiga faktornya adalah usia, perokok atau tidak, dan kepemilikan riwayat penyakit. Perhitungan besarnya pengaruh sebuah variabel terhadap peluang hidup menggunakan metode maximum likelihood estimation. Perhitungan cadangan menggunakan metode rekursif. Model additive dan multiplicative dapat digunakan untuk menghitung premi dan cadangan untuk perusahaan asuransi. Hasil premi dan cadangan dengan model additive sangat beragam dengan variasi data sejarah berbanding lurus dengan hasil nilai premi. Berbeda untuk model multiplicative yang secara keseluruhan menghasilkan premi dan cadangan yang stabil namun variasi data sejarah tidak selalu berbanding lurus dengan premi yang dihasilkan. Perhitungan yang lebih akurat memerlukan data simulasi yang lebih menyerupai data aktual atau data sesungguhnya dari perusahaan. / Financial stability for life insurance companies can be seen from their reserves. Reserves depend on the amount of premium received from the customer. The premium price for each customer is based on the factors that affect the customer’s survival probability. Models for calculations that depend on 2 or more factors are called multivariate models. This Thesis will compare between additive and multiplicative model for multivariate model and apply it to calculate premium and reserve. Data for calculations using randomly formed dummy data. Each person has 3 factors that affect their survival probability. All three factors are age, smoker or not, and history of disease. The calculation for the weight of a variable on the survival probability uses maximum likelihood estimation method. The reserve calculation uses a recursive method. Additive and multiplicative model can be used to calculate premiums and reserves for insurance companies. Premium and reserve results from additive model vary widely with historical data variations directly proportional to premium value results. Different for multiplicative model which overall generates a stable premium but variations of historical data are not always directly proportional to the resulting premium. More accurate calculations require dummy data that more closely resembles actual data or actual data from the company.
Item Type: | Thesis (Bachelor) | ||||||||||||
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Additional Information: | SK 112-14 SUS p 2018 ; 31001000149832 | ||||||||||||
Uncontrolled Keywords: | reserve for life insurance; multivariate model; additive model; multiplicative model; maximum likelihood estimation | ||||||||||||
Subjects: | Q Science > QA Mathematics | ||||||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics |
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Depositing User: | Mrs Veronica Fitri Astuti | ||||||||||||
Date Deposited: | 12 May 2021 14:21 | ||||||||||||
Last Modified: | 31 Oct 2023 09:12 | ||||||||||||
URI: | http://repository.uph.edu/id/eprint/18487 |
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