Wijaya, Darmawan Putra (2025) Pemodelan klaim asuransi kendaraan bermotor dengan regularisasi pada artificial neural network = Modeling motor vehicle insurance’s claims with regularization in artificial neural network. Bachelor thesis, Universitas Pelita Harapan.
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Abstract
Metode konvensional yang digunakan dalam memodelkan klaim asuransi adalah
Generalized 'Linear Model (GLM). Akan tetapi, GLM memerlukan asumsi
distribusi.
Dengan berkembangnya Artificial Neural Network (ANN), masalah
pemodelan dapat diselesaikan tanpa mengasumsikan distribusi. Pada penelitian ini,
akan
diimplementasikan
model
ANN
dalam
memodelkan
klaim
asuransi
kendaraan bermotor. Model ANN yang digunakan memiliki fleksibilitas pada nilai
hyperparameter.
Setelah
model
diselesaikan
hyperparameter model ANN ditetapkan, parameter
dengan
mengimplementasi
algoritma
<
untuk
menyelesaikan model dengan nilai Mean Square Error (MSE) terkecil. Pemilihan
hyperparameter
Adam
dilakukan
Network
(EvoNN).
dengan
Algoritma
menggunakan algoritma Evolving Neural
EvoNN
memodifikasi
model
ANN
menjadi
beberapa model turunan (offspring). Model-model turunan selanjutnya diseleksi
berdasarkan
nilai
Absolute
Percentage
Overall
Error
Sebagai
pembanding, dibuat model GLM yang ditransformasi ke dalam model ANN
(APOE).
(GLMNN).
Pemilihan
parameter = model
GLMNN
dilakukan
dengan
mengimplementasikan algoritma Adam untuk menyelesaikan model dengan nilai
Negative Log Likelihood Estimator (NLLE) terkecil.
"Model GLMNN dibuat
dengan mengasumsikan data berdistribusi Negatif Binomial.
Hasil penelitian
menunjukkan bahwa algoritma EvoNN dapat dengan efektif mengoptimalkan
model ANN. Model yang optimal umumnya memiliki nilai iyperparameter yang
besar dengan suatu batas atas dan menggunakan fungsi aktifasi tanh dan ELU.
Selain itu, model yang paling optimal dalam meninimalkan nilai APOE belum
tentu memiliki nilai MSE terkecil. Terakhir, model GLM dapat dipandang sebagai
sebuah model GLMNN sehingga dapat diselesaikan secara numerik, namun proses
penyelesaian model masih belum optimal sehingga model yang didapat kurang
akurat dalam memprediksi klaim. / Conventional method often used to model insurance claims includes Generalized
Linear Model (GLM). However, GLM requires the assumption of distribution.
With the development of Artificial Neural Networks (ANN), modeling problems
can be solved without assuming any distribution. In this research, ANN will be
implemented to model auto insurance claims.
The ANN model accommodates
different
selected,
hyperparameters value.
the
Once
the
hyperparameter architecture are
model parameters can be optimized using Adam’s algorithm to
produce the least Mean Square Error (MSE) Value. The hyperparameter tuning
will be done using the Evolving Neural Network (EvoNN) algorithm by modifying
model onto several derivatives of the ANN model (offspring) and selecting the best
based of their Absolute Percentage Overall Error (APOE). As a comparison, GLM
with
be
transformed onto ANN (GLMNN). To solve the GLMNN model’s
parameter, Adam’s algorithm will be used to minimize the value of the Negative
Log Likelihood Estimator (NLLE). The GLMNN model used will assume that the
data
follows a Negative Binomial distribution.
algorithm effectively optimizes ANN model.
The
The
results
show that EvoNN
optimal model generally has
large hyperparameter values within a certain upper limit and uses tanh and ELU
activation functions.
Additionally,
the
model that minimizes APOE doesn’t
necessarily achieve the lowest MSE value. Lastly, GLM can transformed onto
GLMNN and solved numerically.
However, the model hasn’s been optimized
properly causing less accurate claim predictions.
Item Type: | Thesis (Bachelor) |
---|---|
Creators: | Creators NIM Email ORCID Wijaya, Darmawan Putra NIM01112200010 darmawan88.putrawijaya@gmail.com UNSPECIFIED |
Contributors: | Contribution Contributors NIDN/NIDK Email Thesis advisor Saputra, Kie Van Ivanky NIDN0401038203 kie.saputra@uph.edu Thesis advisor Lukas, Samuel NIDN0331076001 samuel.lukas@uph.edu |
Uncontrolled Keywords: | artificial neural network; evolving neural network; generalized linear model; regularisasi; algoritma adam; optimasi; klaim kendaraan bermotor; artificial neural network; evolving neural network; generalized linear model; regularization; adam’s algorithm; optimization; motor vehicle’s claims. |
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: | Stefanus Tanjung |
Date Deposited: | 09 Aug 2025 06:02 |
Last Modified: | 09 Aug 2025 06:02 |
URI: | http://repository.uph.edu/id/eprint/70422 |