LOSS ELIMINATION RATIO OF TOTAL MOTOR VEHICLE INSURANCE LOSSES USING ORDINARY DEDUCTIBLE
DOI:
https://doi.org/10.25077/jmua.14.1.1-13.2025Keywords:
loss elimination ratio, ordinary deductible, simulasi Monte Carlo, total kerugianAbstract
Penelitian ini membahas total kerugian dari asuransi kendaraan bermotor jika diterapkan ordinary deductible. Data yang digunakan dalam penelitian ini adalah data Motorcycle Insurance dari package insuranceData R. Pemodelan total kerugian dilakukan dengan memodelkan banyak klaim menggunakan sebaran binomial negatif dan besar klaim menggunakan sebaran beta-prime. Sebaran total kerugian merupakan sebaran compound dengan sebaran primernya binomial negatif dan sebaran sekundernya beta-prime. Sebaran compound ini sulit diperoleh bentuk analitiknya sehingga digunakan simulasi Monte Carlo. Dengan simulasi Monte Carlo dapat dihitung nilai harapan kerugian agregat tanpa ordinary deductible maupun dengan ordinary deductible, sehingga diperoleh loss elimination ratio dari penggunaan ordinary deductible. Dari perhitungan yang dilakukan dapat disimpulkan semakin besar nilai ordinary deductible, semakin meningkat pula loss elimination ratio-nya.
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- Loss Elimination Ratio dari Total Kerugian Asuransi Kendaraan Bermotor Menggunakan Ordinary Deductible
- Loss Elimination Ratio dari Total Kerugian Asuransi Kendaraan Bermotor Menggunakan Ordinary Deductible
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