Estimasi Cadangan Klaim Asuransi Kargo dengan Metode Chain-Ladder

Marsela, Hana and Putri, Della Ardhelya Zahra (2024) Estimasi Cadangan Klaim Asuransi Kargo dengan Metode Chain-Ladder. Project Report. [s.n.], [s.l.]. (Unpublished)

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Abstract

Estimasi cadangan klaim asuransi kargo untuk tahun 2024 menggunakan metode Chain-Ladder menghasilkan nilai sebesar Rp9.111.792.763,03. Proses estimasi dilakukan melalui penyusunan Run-Off Triangle berdasarkan data klaim periode 2018–2023, perhitungan development factor, dan estimasi ultimate loss. Nilai klaim kumulatif tertinggi tercatat pada tahun 2020, diikuti oleh tahun 2018. Peningkatan signifikan dalam pembayaran klaim terjadi pada tahun penundaan kedua dan ketiga, dengan development factor masing-masing melebihi 2 dan 5. Hasil ini menunjukkan adanya kebutuhan cadangan yang lebih besar untuk mengantisipasi klaim tertunda di masa mendatang. Oleh karena itu, disarankan untuk menggunakan data historis yang lebih panjang serta membandingkan dengan metode estimasi lain guna memperoleh hasil yang lebih representatif.
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The estimated claim reserve for cargo insurance in 2024 using the Chain-Ladder method amounts to Rp9.111.792.763,03. The estimation process was carried out through the construction of a Run-Off Triangle based on claim data from 2018 to 2023, calculation of development factors, and estimation of ultimate loss. The highest cumulative claim value was recorded in 2020, followed by 2018. A significant increase in claim payments occurred in the second and third development years, with development factors exceeding 2 and 5, respectively. These results indicate the need for a larger reserve to anticipate delayed claims in the future. Therefore, it is recommended to use a longer historical data period and to compare with other estimation methods to obtain more representative results.

Item Type:	Monograph (Project Report)
Uncontrolled Keywords:	Cargo Insurance, Chain-Ladder, Claim Reserve, Run-Off Triangle, Ultimate Loss, Asuransi Kargo, Cadangan Klaim
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD1387 Valuation H Social Sciences > HG Finance > HG8051 Insurance
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Actuaria > 94203-(S1) Undergraduate Thesis
Depositing User:	Della Ardhelya Zahra Putri
Date Deposited:	10 Jul 2025 05:28
Last Modified:	10 Jul 2025 05:28
URI:	http://repository.its.ac.id/id/eprint/119545

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