MODEL STOKASTIK BERDASARKAN TEKNIK CHAIN-LADDER
This paper presents a technique based on statistical modeling of chain-ladder technique. This model building process utilizes some assumptions and approaches, both deterministic and stochastic, to determine the estimation of Incurred but Not Reported (IBNR) claim reserves. The model is written in th...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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