Estimasi cadangan klaim perawatan medis menggunakan metode Benktander, Neuhaus, dan optimal Benktander = Medical claim reserving using Benktander, Neuhaus and optimal Benktander

Ng, Malvin (2024) Estimasi cadangan klaim perawatan medis menggunakan metode Benktander, Neuhaus, dan optimal Benktander = Medical claim reserving using Benktander, Neuhaus and optimal Benktander. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Estimasi cadangan klaim sangat penting untuk perusahaan asuransi karena bertujuan untuk memastikan bahwa perusahaan memiliki cukup dana yang tersedia untuk membayar klaim yang mungkin terjadi di masa depan. Oleh karena itu, diperlukan metode yang akurat untuk dapat mengestimasi nilai dari cadangan klaim. Penelitian ini bertujuan untuk membandingkan metode Chain Ladder, Bornhuetter Ferguson, Individu, Kolektif, Benktander, Neuhaus, Optimal Benktander dan GLM dengan data Usmedclaim yang berasal dari CASdatasets R untuk dapat menentukan metode terbaik. Oleh Karena terdapat jump pada development period kedua maka metode Bornhuetter Ferguson dan metode Kolektif menunjukkan hasil terbaik. Selisih antara hasil estimasi metode Mean Bornhuetter Ferguson dan nilai sebenarnya adalah 6,51% dibandingkan dengan nilai sebenarnya. Sedangkan untuk metode Average Bornhuetter Ferguson adalah 9,94% dan metode Kolektif adalah 13,66%. Metode Chain Ladder menunjukkan hasil terburuk karena metode ini tidak tahan terhadap data yang sangat fluktuatif. Perbedaan metode Average Chain Ladder dan nilai sebenarnya bahkan mencapai 1282,57% dibandingkan dengan nilai sebenarnya. / Claim reserve estimation is essential for the insurance company to ensure that the company has sufficient funds to pay possible claims in the future. Therefore, an accurate method is required to estimate the value of the claim reserve. To find the best method, this research compares Chain Ladder, Bornhuetter Ferguson, Individual, Collective, Neuhaus, Optimal Benktander, and GLM methods with Usmedclaim data from CASdatasets R. Because there are jumps in the second development period, the Bornhuetter Ferguson and Collective method shows the best result. The difference between the estimation result on the Mean Bornhuetter Ferguson method and the real result is 6,51%, while for the Average Bornhuetter Ferguson method is 9,94% and the Collective method is 13,66%. The chain Ladder method shows the worst result because this method cannot withstand data that is very volatile. The difference between the Average Chain Ladder method and the actual value reaches 1282,57% compared to the real result.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Ng, MalvinNIM01112200026mvpdisini@gmail.com
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorMargaretha, HelenaNIDN0312057504helena.margaretha@uph.edu
Thesis advisorSaputra, Kie Van IvankyNIDN0401038203kie.saputra@uph.edu
Uncontrolled Keywords: run-off triangle; reserving; ratemaking; metode chain ladder; metode Bornhuetter Ferguson; metode Benktander; metode Neuhaus; metode optimal Benktander; metode GLM.
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
Depositing User: Malvin Ng
Date Deposited: 31 Jan 2024 04:09
Last Modified: 31 Jan 2024 04:09
URI: http://repository.uph.edu/id/eprint/61177

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