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

Unisda Journal of Mathematics and Computer Science

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Title PEMODELAN COPULA CLAYTON UNTUK PREDIKSI KLAIM PADA DATA LONGITUDINAL DENGAN EXCESS ZEROS
 
Creator Anaviroh, Anaviroh
Effendie, Adhitya Ronnie
 
Description This papper discuss about longitudinal data models of claim counts withexcess-zeros, in which time-dependence of the claim counts is modeled by using acopula function. The copula approach extensively to model the serial dependence ofthe claim counts in car insurance, to model this serial dependence of the claimcounts (between the history and future claims). The maximum likelihood is appliedto estimate the parameters of the discrete copula model. A two-step procedure isproposed to estimate the parameters and predict the claim counts of the next periodusing the estimated parameters.
 
Publisher Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan
 
Date 2018-02-23
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://e-jurnal.unisda.ac.id/index.php/ujmc/article/view/338
 
Source Unisda Journal of Mathematics and Computer Science (UJMC); Vol 1 No 01 (2015): Unisda Journal of Mathematics and Computer Science; 1-10
2579-907X
2460-3333
 
Language eng
 
Relation http://e-jurnal.unisda.ac.id/index.php/ujmc/article/view/338/224
 
Rights Copyright (c) 2015 Unisda Journal of Mathematics and Computational Science (UJMC) is a research journal published by Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan with the scope of pure mathematics, applied science, education, statistics
http://creativecommons.org/licenses/by-sa/4.0
 

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