APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL PADA INDUSTRI ASURANSI UMUM
In statistical inference, credibility theory achieves the compromise between the notions of stability, precision, and responsiveness to the most recent events. Credibility theory studies how to calculate premium based on past experiences and combine between individual experiences and collective expe...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1826047565692403712 |
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| author | , RIDA PERWITASARI , Dr. Adhitya Ronnie Effendie, M.Sc. |
| author_facet | , RIDA PERWITASARI , Dr. Adhitya Ronnie Effendie, M.Sc. |
| author_sort | , RIDA PERWITASARI |
| collection | UGM |
| description | In statistical inference, credibility theory achieves the compromise
between the notions of stability, precision, and responsiveness to the most recent
events. Credibility theory studies how to calculate premium based on past
experiences and combine between individual experiences and collective
experiences. In practice, we often find hierarchical structure in many line
business, such as in the industrial, business, insurance, etc. Hierarchical
credibility model is seen as a tool to distribute premium fairly among a
heterogeneous portfolio classified in a hierarchical structure. Fundamental idea
from this theory is divide a given population into homogeneous subportfolio based
on certain citeria.
This thesis will analyzed the way to get hierarchical credibility estimator
and structural parameter that involve mathematical properties of conditional
expectations and of conditional covariances. Case study in this thesis analyze loss
ratio credibility estimation among 12 countries that joined legal protection
insurance RIAD that classified based on World Bank�s income group. |
| first_indexed | 2024-03-13T23:12:50Z |
| format | Thesis |
| id | oai:generic.eprints.org:126130 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:12:50Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1261302016-03-04T08:42:21Z https://repository.ugm.ac.id/126130/ APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL PADA INDUSTRI ASURANSI UMUM , RIDA PERWITASARI , Dr. Adhitya Ronnie Effendie, M.Sc. ETD In statistical inference, credibility theory achieves the compromise between the notions of stability, precision, and responsiveness to the most recent events. Credibility theory studies how to calculate premium based on past experiences and combine between individual experiences and collective experiences. In practice, we often find hierarchical structure in many line business, such as in the industrial, business, insurance, etc. Hierarchical credibility model is seen as a tool to distribute premium fairly among a heterogeneous portfolio classified in a hierarchical structure. Fundamental idea from this theory is divide a given population into homogeneous subportfolio based on certain citeria. This thesis will analyzed the way to get hierarchical credibility estimator and structural parameter that involve mathematical properties of conditional expectations and of conditional covariances. Case study in this thesis analyze loss ratio credibility estimation among 12 countries that joined legal protection insurance RIAD that classified based on World Bank�s income group. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , RIDA PERWITASARI and , Dr. Adhitya Ronnie Effendie, M.Sc. (2013) APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL PADA INDUSTRI ASURANSI UMUM. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66326 |
| spellingShingle | ETD , RIDA PERWITASARI , Dr. Adhitya Ronnie Effendie, M.Sc. APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL PADA INDUSTRI ASURANSI UMUM |
| title | APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL
PADA INDUSTRI ASURANSI UMUM |
| title_full | APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL
PADA INDUSTRI ASURANSI UMUM |
| title_fullStr | APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL
PADA INDUSTRI ASURANSI UMUM |
| title_full_unstemmed | APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL
PADA INDUSTRI ASURANSI UMUM |
| title_short | APLIKASI MODEL KREDIBILITAS HIRARKI TIGA LEVEL
PADA INDUSTRI ASURANSI UMUM |
| title_sort | aplikasi model kredibilitas hirarki tiga level pada industri asuransi umum |
| topic | ETD |
| work_keys_str_mv | AT ridaperwitasari aplikasimodelkredibilitashirarkitigalevelpadaindustriasuransiumum AT dradhityaronnieeffendiemsc aplikasimodelkredibilitashirarkitigalevelpadaindustriasuransiumum |