ANALYSIS OF ROBUST CHAIN LADDER METHOD IN ESTIMATING AUSTRALIAN MOTOR INSURANCE RESERVES WITH OUTLYING DATASET

Reserves are one of the most crucial components for an insurance company to make sure it has enough money to pay off all the incurred claims. The presence of outliers in the incurred claims data harbors risk on inaccurately predicting reserves to cover claim amounts, usually achieved by the standard...

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Bibliographic Details
Main Authors: Jonathan Prasetyo Johan, Felivia Kusnadi, Benny Yong
Format: Article
Language:English
Published: Universitas Pattimura 2023-04-01
Series:Barekeng
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Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6935
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