• ESTIMATION OF IBNR CLAIMS RESERVES USING CHAIN LADDER METHOD AND GENERALIZED LINEAR MODEL (GLM) WITH OVER-DISPERSED POISSON (ODP) DISTRIBUTION 

  Karundeng, Whitney (President University, 2024)

  Within the insurance industry, the calculation of reserves for predicting fund allocation becomes highly prominent, as companies must do it accurately to settle future claims. Consequently, insurance firms enhance financial ...
• FINITE DIFFERENCE METHOD FOR SOLVING BLACK- SCHOLES EQUATION IN EUROPEAN OPTION 

  Ningtyas, Irmadella Puspita (President University, 2024)

  Option pricing is one of the most important concerns in the world of finance. An option is an agreement between two parties to buy or sell an asset at a certain strike price in the future. Option can be classified into ...
• CALCULATION OF RUIN PROBABILITY IN THE CLASSICAL RISK PROCESS WITH WEIBULL AND PARETO CLAIM DISTRIBUTION 

  Fauziyah, Nur Fani (President University, 2024)

  The Weibull and Pareto distributions are commonly used in the insurance industry because they effectively model different aspects of risk and loss also their ability to model a wide range of risk case effectively. ...
• COMPARISON OF MAXIMUM LIKELIHOOD ESTIMATION AND METHOD OF MOMENTS FOR ESTIMATING PARETO DISTRIBUTION PARAMETERS ON MEDICAL MALPRACTICE CLAIMS 

  Simanjuntak, Erika Prischilia (President University, 2024)

  Medical Malpractice Claims present unique challenges for healthcare providers and insurance carriers because of their uncertain nature. Large financial losses arising from a high claim count are difficult to quantify. ...
• CALCULATION OF PENSION FUNDS USING ACCRUED BENEFIT COST METHOD 

  Kalambe, Averia Asa (President University, 2024)

  This research aims to conduct a comprehensive study on the issues related to pension funds for civil servants in Indonesia, focusing on the Accrued Benefit Cost Method (ABCM) for calculating pension funds in terms of ...

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