Kombinasi Poisson Gamma untuk Menaksir Kredibilitas pada Model Morris-Van Slyke  

Oleh:

Rahardjo, Swasono ; Sidi, Pramono

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Matematika, Sains, dan Teknologi vol. 3 no. 2 (Sep. 2002), page 1-6.
Topik: Credibility; Normal-Normal; Poisson-Gamma
Fulltext: Swasono Rahardjo.pdf (196.05KB)

Isi artikel

Credibility in insurance is a method of counting a claim to determine an insurance premium based on heterogen contract. Assessment that is used is interpolation between prior mean and observation mean. Involvement of prior urge us to conduct an estimate by Bayesian method. Estimation by Bayesian method has been conducted by James (1975), but the risk was too high. Stein added a correction factor so the risk was lower. morris van Slyke applied the result of James-Stein estimate and Normal-Normal combination to motor vehicle risk insurance. However, fixing credibility estimator needs an iteration process. It ran be solved by Poisson-Gamma combination. This article will discuss a case study of claim discrepancy data of motor vehicle risk insurance from 1990 - 1992. The result of Measure of Closeness (MoC) showed that Normal-Normal combination should use James-Stein estimator, while Poisson-Gamma combination should use Charles Stein (CH).

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