Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process

Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process

In this paper, the insurance reserve period will be classified according to the claim frequency domain, such as high- or low-frequency periods. We use the clustering method to create and group claims data according to their frequency period. Meanwhile, we use a risk process to mimic and predict the...

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Bibliographic Details
Main Authors: Adhitya Ronnie Effendie, Kariyam, Aisya Nugrafitra Murti, Marfelix Fernaldy Angsari, Gunardi
Format: Article
Language:English
Published: MDPI AG 2022-11-01
Series:Risks
Subjects:
cluster analysis
risk process
Hawkes process
insurance reserve process
Online Access:https://www.mdpi.com/2227-9091/10/11/216

Internet

https://www.mdpi.com/2227-9091/10/11/216

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