Estimasi cadangan klaim bersih pada suatu asuransi kendaraan bermotor dengan menggunakan metode chain ladder

Sulhi, Baini (2018) Estimasi cadangan klaim bersih pada suatu asuransi kendaraan bermotor dengan menggunakan metode chain ladder. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Perusahaan asuransi umum memperkirakan cadangan kewajiban terhutang sangat penting dalam menjaga keseimbangan solvabilitas keuangan. Porsi terbesar dan terpenting dari cadangan kewajiban terhutang adalah cadangan klaim terhutang. Penelitian ini mencoba melakukan estimasi perhitungan cadangan klaim dengan menggunakan pendekatan model Chain Ladder yang ditentukan oleh incurred claim development factor. Dengan menggunakan data masa lalu, sebuah estimasi cadangan klaim IBNR akan dihitung dengan menggunakan model Chain Ladder. Data diperoleh langsung dari perusahaan asuransi umum swasta dan diolah dengan Teknik Chain Ladder, yakni metode penentuan simple dan weighted average development factor yang digunakan untuk estimasi cadangan klaim dan IBNR. Hasil dari perhitungan menunjukkan bahwa data yang diperoleh cukup kredibel meskipun tetap perlu dilakukan verifikasi yang ketat. Hasil akhir dari penelitian ini adalah estimasi cadangan klaim IBNR untuk tahun 2016 yang dapat digunakan oleh perusahaan asuransi umum. Model simple average development factor memiliki estimasi yang lebih besar dengan gap 48; 40% dibandingkan dengan weighted average development factor Bornheutter - ferguson dengan eror 28; 64%, sehingga penentuan cadangan klaim IBNR lebih memilih yang lebih kecil karena lebih mendekati dengan klaim aktual yang terjadi sesuai data dan perhitungan. / General Insurance company estimate outstanding liability is very important in maintaining financial solvency. The largest and most important outstanding liability is outstanding claim reserves portion. This study is tried to estimate claim reserve by using Chain Ladder which determined by incurred claim development factor. By using past data, a claim reserve will be calculated. Data is obtained directly from general insurance privately held companies and it is processed by Chain Ladder Technique, which is simple determination method and weighted average development factor used for reserve estimation and IBNR. The results of the calculation indicate that the data obtained is quite credible although it needs to be rigorously verified. The final result of this research is the estimated reserve of IBNR claims for 2016 that can be used by general insurance companies. Model simple average development factor Chain Ladeer facts have a larger estimate with an 48.40% gap compared to a weighted average development factor Bornheutter - Ferguson with an 28.64% gap with so that the reserve requirement of IBNR claims prefers a smaller one as it is more approaching with actual claims occurring according to data and calculations.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Sulhi, BainiNIM00000009584UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorMargaretha, HelenaNIDN0312057504helena.margaretha@uph.edu
Thesis advisorGracianti, GiovaniNIDN0301039202giovani.gracianti@uph.edu
Additional Information: SK 112-14 SUL e 2018 ; 31001000149568
Uncontrolled Keywords: reserving, model chain ladder, brornhuetter-ferguson method
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 14:20
Last Modified: 31 Oct 2023 11:14
URI: http://repository.uph.edu/id/eprint/18470

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