چکیده: (1552 مشاهده)
One of the problems faced by insurance companies, especially for the business class that has a long tail, is the length of the claim settlement period until the claim is paid off because there are procedures that must be carried out, such as analyzing and justifying the claims submitted. The claims that are still in the process are divided into two, namely claims that reported but have not been settled (RBNS) and claims that incurred but have not been reported (IBNR). One method that is often used in estimating claim reserves is the Chain Ladder Method. However, this method is only able to estimate the IBNR claim reserve. In 2012, Martinez-Miranda, Nielsen, and Verrall developed a method that can generate predictions of claim reserves for IBNR and RBNS separately, namely the Double Chain Ladder method. This study aims to calculate the estimated reserves for claim using Double Chain Ladder (DCL) method. From the calculation results, it is found that the Double Chain Ladder (DCL) method can estimate the IBNR and RBNS claim reserves clearly and separately with a total estimated RBNS claim reserve is 101.492,792 (in million rupiahs) and the estimated IBNR claim reserve is 29.172,880 (in million rupiahs).
نوع مطالعه:
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موضوع مقاله:
بهبود بهره وری دریافت: 1401/6/28 | پذیرش: 1401/7/27 | انتشار: 1401/9/27