Perhitungan premi asuransi menggunakan model Buhlmann dalam teori kredibilitas = The calculation of insurance premium using Buhlmann model in credibility theory

Erick, Erick (2014) Perhitungan premi asuransi menggunakan model Buhlmann dalam teori kredibilitas = The calculation of insurance premium using Buhlmann model in credibility theory. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Asuransi adalah istilah yang digunakan untuk merujuk pada perlindungan finansial, dimana melibatkan sederetan pembayaran premi secara berkala dan teratur dalam jangka waktu tertentu sebagai ganti polis yang menjamin perlindungan tersebut. Teori kredibilitas merupakan salah satu metode yang digunakan dalam perhitungan besar premi. Dalam Tugas Akhir ini, akan dihitung besar premi yang dibebankan kepada pemegang polis menggunakan teori kredibilitas khususnya dengan model Buhlmann, dan data yang digunakan merupakan data kerugian yang terjadi secara acak. Buhlmann mendefinisikan faktor kredibilitas Z, yaitu Z = nn+k, 0 ≤ Z ≤ 1, dimana n menyatakan banyak pengamatan, dan k disebut parameter kredibilitas Buhlmann. Dalam hal ini, diperlukan estimasi parameter µ, v, dan a dalam teori kredibilitas model Buhlmann berdasarkan data empiris. Estimator yang digunakan haruslah merupakan estimator tak bias, yaitu µˆ , ˆv, dan ˆa. Kelebihan dari metode teori kredibilitas ini jika diterapkan dalam perhitungan premi adalah suatu metode perhitungan yang dapat menghasilkan besar premi yang cukup kredibel. Selain itu, metode teori kredibilitas dapat beroperasi dengan maksimal walaupun data yang tersedia sedikit, dan tidak mengurangi kemungkinan bahwa semakin banyak data yang tersedia semakin bagus pula perkiraan besar premi yang akan diperoleh. / Insurance is a term that is used in referring to a financial protection. Insurance involves a series of an organized regular premium payment in a certain period of time to exchange the policy that ensures the protection. Credibility Theory is one of many methods that is used in the calculation of premiums. In this final project, the amount of premiums to be charged to policyholders will be calculated by using Buhlmann model that uses claim data which occur randomly. Buhlmann define the credibility factor, defined by Z, as follows : Z = n n+k , 0 ≤ Z ≤ 1, where n is the numbers of observations and k is the Buhlmann credibility parameter. In this case, the estimation of parameters µ, v, and a are required in the Buhlmann models Credibility Theory based on empirical data. Estimators that are used have to be unbiased estimators, which are µˆ , ˆv, and ˆa. Credibility Theory is an advantageous method in the premium calculation, since this method can generate a credible amount of premiums and can be applied well enough despite the fact that there are only a few number of data available. Moreover, as the data become more available, the premium estimation will have a better result.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Erick, ErickNIM11220100009UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorSuryadi, NettyUNSPECIFIEDUNSPECIFIED
Thesis advisorMargaretha, HelenaNIDN0312057504helena.margaretha@uph.edu
Additional Information: SK 112-10 ERI p
Uncontrolled Keywords: teori kredibilitas; pendekatan kredibilitas keakuratan terbesar; premi kredibilitas; model Buhlmann; faktor kredibilitas
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: Mrs Veronica Fitri Astuti
Date Deposited: 12 May 2021 14:17
Last Modified: 02 Nov 2023 07:40
URI: http://repository.uph.edu/id/eprint/18322

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