ESTIMASI BESAR KLAIM UNTUK JENIS KLAIM PERTANGGUNGAN PERORANGAN MENGGUNAKAN KREDIBILITAS SHRINKAGE
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Date
2016-09-20
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Abstract
PT. Asuransi Jiwasraya (Persero) is one of the State Owned Enterprises (SOEs), which manages life insurance. In connection with the regulation of the Otoritas Jasa Keuangan (OJK), which requires all insurance companies assess the risk level of Non-Bank Financial Institutions, the insurance company of Jiwasraya implementing the law in accordance with the decision of the Board of Directors. Hence the arrival of the insured person`s claim can not be ascertained, then in a certain period of time a lot of claims are greater than the claims estimated that the company was not able to cover a lot of claims in the period. To overcome this, it needs to determine the exact estimate of the claims to be paid by the company to cover claims incurred. This study used to estimate the shrinkage credibility of severity for claim type Pertanggungan perorangan that Jatuh Tempo desision, Meninggal desision and Tebus desision. Shrinkage credibility is an approach that can overcome the heterogeneity of risk held by any group desisi compared with other methods. Estimated using the credibility of the claims made by giving weighting Shrinkage against observational data and past data for refining the estimates so that the estimation results close to the actual value. Shrinkage credibility using a time series approach ARIMA (1,0,0) to estimate the parameters of observational data and past data. Based on the results obtained by analysis of the credibility factor for Jatuh Tempo desision is 97.9662391%, Meninggal desision is 97.7453605%, and Tebus desision is 99.916919%. The estimation results of the claims for the period 37th or January 2016 to a group or Jatuh Tempo desision amounted Rp471.494.492,28, Meninggal desision amounted Rp75.192.209,90, and Tebus desision amounted Rp2.766.442.669,84. Can concluded that the total amount of money that the company must be prepared to pay claims Pertanggungan Perorangan in the period 37th for the three types of claims amounted Rp3.313.129.372,02.
Keywords : Shrinkage Credibility, ARIMA
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