DISTRIBUSI BINOMIAL NEGATIF-INVERS GAUSSIAN DAN POISSON-INVERS GAUSSIAN DALAM SISTEM BONUS MALUS; (Negative Binomial-Invers Gaussian and Poisson-Inverse Gaussian Distribution on Bonus Malus System)

ANDRIANI, ANITA, Abdurakhman

2016 | Disertasi | FMIPA

Bonus-malus system is a system in insurance that adjusts the premiums paid by a policyholder according to individual claim history. Bonus means a premium discount given on the renewal of the policyholder if no claim’s made in the previous year, and malus is an increase in the premium if there’s a claim in the previous year. In this thesis, the aplication of negative binomial-invers Gaussian and Poisson-invers Gaussian distribution on pricing premiums will be provided. Maximum likelihood method will be used to find the parameter estimation of both distributions which are useful for distribution fitting. Pricing premiums will be constructed by Bayessian method. According to distribution fitting and premiums rate, negative binomial-invers Gaussian is much better than Poisson-invers Gaussian model.

Kata Kunci : premiums; bonus-malus systems; negative binomial; Poisson, invers Gaussian