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- W3204226162 abstract "The use of Copula-based regression in this thesis is to produce an estimate of the total loss (loss) experienced a taste of the insurance company that the company claims data. Claims data consist of frequency (number of claims) and severity (average the claims) that occurs in certain time period. Zero Truncated Poisson distribution frequency (ZTP) and severity Gamma distribution. Two models will be merged to become a joint distribution model using the model marginal Copula frequency and severity of marginal models. Marginal models obtained by analysis of Generalized Linear Model (GLM), which GLM ZTP to the frequency and GLM Gamma for severity. In GLM, the dependent variable is affected by two covariates as independent variables. Copula type used is a type of Archimedean Copula that Clayton Copula, Gumbel, and Frank, as well as the type of Elliptical Copula namely Gaussian Copula. Copula model selection method is best to get the corresponding prediction using test Aike Information Criteria (AIC) .Results ofthe case studiesinthis papershow thatthe modelCopulaclaytonhasthe lowestAICvaluethuschosen to bethe best modelwith the results ofa totalloss of30.26billionrupiah." @default.
- W3204226162 created "2021-10-11" @default.
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- W3204226162 date "2016-01-01" @default.
- W3204226162 modified "2023-09-23" @default.
- W3204226162 title "ESTIMASI TOTAL LOSS MENGGUNAKANREGRESI BERBASIS COPULA,TOTAL LOSS ESTIMATION USING COPULA BASED REGRESSION" @default.
- W3204226162 hasPublicationYear "2016" @default.
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