MODEL KLAIM FREKUENSI DAN SEVERITAS DENGAN NILAI KLAIM BIVARIAT; A MODEL OF CLAIM FREQUENCY AND SEVERITIES WITH BIVARIATE CLAIM VALUES

Falah, Imam, Danardono

2016 | Disertasi | FMIPA

Frequency and severities claim data with bivariate values can be modeled using generalized logistic model for frequency claim and bivariate model with copula for severities claim which consists of two claim values. An example of this model is health insurance model with severities claims of medication cost and other costs. Frequency claim consists of two claims which occurred, one claim occurs and the other doesn’t at all. Frequency claim model which consists of two occurring claims was modeled by Burr’s model with three parameters in Burr distribution.

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