Perhitungan premi dan cadangan premi asuransi khusus kanker dengan metode generalized linear models menggunakan studi kasus perusahaan xyz = An experience study of company xyz’s claim incidence to calculate premium and reserve of cancer insurance with generalized linear models approach

Saputra, Stephanie Tanasia (2021) Perhitungan premi dan cadangan premi asuransi khusus kanker dengan metode generalized linear models menggunakan studi kasus perusahaan xyz = An experience study of company xyz’s claim incidence to calculate premium and reserve of cancer insurance with generalized linear models approach. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Angka prevalensi kanker di Indonesia meningkat setiap tahunnya dan biaya perawatan kanker sangat tinggi. Oleh karena itu, asuransi diperlukan untuk meringankan beban keuangan pasien kanker. Namun, tidak semua kalangan dapat membeli produk asuransi. Maka, pemodelan produk asuransi khusus kanker perlu dipertimbangkan. Penelitian ini bertujuan untuk memodelkan produk asuransi kanker berdasarkan data klaim perusahaan XYZ dari tahun 2013-2020 dengan memanfaatkan permanent disability model dengan tiga keadaan dimana tidak ada peluang untuk sembuh. Faktor yang diamati dalam penelitian ini adalah jenis kelamin, kelompok usia, dan lokasi pemegang polis. Data klaim perusahaan XYZ dikategorikan berdasarkan jenis klaim, yaitu klaim sakit kanker, klaim meninggal karena hal lain, dan klaim meninggal karena kanker. Kemudian, dihitung nilai exposure yang digunakan untuk perhitungan claim incidence rate. Produk yang dirancang adalah asuransi berjangka hingga 75 tahun yang memiliki dua jenis manfaat, yaitu manfaat anuitas kanker dan manfaat kematian. Intensitas transisi diperoleh dengan Poisson Generalized Linear Models dan perhitungan probabilitas transisi dilakukan dengan persamaan diferensial Chapman-Kolmogorov. Premi dihitung dengan equivalence principle dan diperoleh bahwa premi wanita lebih tinggi dibanding premi pria. Ada dua jenis cadangan premi yang dihitung, yaitu cadangan ketika tertanggung sehat dan cadangan ketika tertanggung sakit. Saat tertanggung sehat, nilai cadangan negatif dan saat sakit, nilai cadangan positif. Tren ini terjadi di 12 lokasi dengan perbedaan terletak pada besarnya cadangan yang harus disiapkan./ The prevalence of cancer in Indonesia increases every year and cancer treatments are very expensive. Therefore, insurance is needed to ease the financial burden on cancer patients. However, not everyone could afford insurance products. Thus, a modeling of cancer-specific insurance product needs to be considered. This study aims to model cancer insurance products based on the XYZ’s claim data from 2013-2020. This research utilizes permanent disability model with three states where there is no chance of recovery. The factors observed in this study were gender, age group, and location of the policy holder. Therefore, the XYZ company’s claim data needs to be categorized based on those factors. The exposure value of the healthy and the diseased is also calculated to obtain the claim incidence rate. The product designed is a term insurance (up to 75 years) and has two types of benefits, cancer annuity benefit and death benefit. To obtain the transition intensity, Poisson GLM is used and calculations for the transition probability are carried out using the Chapman-Kolmogorov differential equation. The premium is calculated using the equivalence principle and the result is that female’s premiums are higher than male’s. There are two types of premium reserves that are calculated, reserve for healthy insured and reserve for sick insured. The reserve is negative when the insured is healthy and positive when the insured is sick. The trend that occurs in 12 locations is similar, with the only difference lies in the amount of reserves that must be prepared.

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