ESTIMASI CADANGAN KLAIM MENGGUNAKAN METODE RESERVING BY DETAILED CONDITIONING; ( THE ESTIMATION OF CLAIMS RESERVE WITH RESERVING BY DETAILED CONDITIONING METHOD )

KARTIKASARI, MUJIATI DWI, Adhitya Ronnie Effendie

2016 | Disertasi | FMIPA

In this thesis, we will estimate claims reserve with Reserving by Detailed Conditioning (RDC) method. RDC method is an individual method of claims reserve estimation which involves detailed condition, so-called claim characteristics, in the calculation process. The claim characteristics consist of the claim length, the reporting delay period, and the quantile interval group number of cumulative payment. The estimation of claims reserve by using RDC method will be applied to the claims data of general liability insurance. The claims data are presented into individual run-off triangle as input data for the analysis process of the RDC method. The estimation result of claims reserve by using RDC method is compared to the estimation result of claims reserve by using chain ladder method. As the result of this research, the calculation of claims reserve estimation by using RDC method gives a fewer value of MSEP estimation than the calculation of chain ladder method does

Kata Kunci : claims reserve, claim characteristics, reserving by detailed conditioning, individual run-off triangle.