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PEMODELAN COPULA CLAYTON UNTUK PREDIKSI KLAIM PADA DATA LONGITUDINAL DENGAN EXCESS ZEROS

Unisda Journal of Mathematics and Computer Science (UJMC)

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ISSN 2579-907X
2460-3333
 
Authentication Code dc
 
Title Statement PEMODELAN COPULA CLAYTON UNTUK PREDIKSI KLAIM PADA DATA LONGITUDINAL DENGAN EXCESS ZEROS
 
Added Entry - Uncontrolled Name Anaviroh, Anaviroh
Effendie, Adhitya Ronnie
Universitas Islam Darul ‘Ulum Lamongan
Universitas Gadjah Mada
 
Summary, etc. This papper discuss about longitudinal data models of claim counts with excess-zeros, in which time-dependence of the claim counts is modeled by using a copula function. The copula approach extensively to model the serial dependence of the claim counts in car insurance, to model this serial dependence of the claim counts (between the history and future claims). The maximum likelihood is applied to estimate the parameters of the discrete copula model. A two-step procedure is proposed to estimate the parameters and predict the claim counts of the next period using the estimated parameters.
 
Publication, Distribution, Etc. Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan
 
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http://e-jurnal.unisda.ac.id/index.php/ujmc/article/view/338
 
Data Source Entry Unisda Journal of Mathematics and Computer Science (UJMC); Vol 1 No 01 (2015): Unisda Journal of Mathematics and Computer Science
 
Language Note eng
 
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