Chasanah, Kusumaning (2024) Estimasi Klaim IBNR dengan Metode Chain Ladder pada Asuransi Tanggung Jawab Pengangkut terhadap Kendaraan ( ATJP-K) PT JasaRaharja Putera Cabang Surabaya. Project Report. [s.n.], [s.l.]. (Unpublished)
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Abstract
Penelitian ini bertujuan untuk mengestimasi cadangan klaim Incurred But Not Reported (IBNR) pada produk Asuransi Tanggung Jawab Pengangkut terhadap Kendaraan (ATJP-K) di PT Jasaraharja Putera Cabang Surabaya. Estimasi dilakukan menggunakan metode Chain Ladder, yaitu metode aktuaria berbasis run-off triangle yang memanfaatkan pola perkembangan historis klaim untuk memproyeksikan klaim masa depan yang belum dilaporkan. Data yang digunakan adalah data historis klaim ATJP-K selama periode April 2023 hingga April 2024 yang telah melalui proses validasi dan pembersihan data. Hasil analisis menunjukkan bahwa total cadangan klaim IBNR yang perlu disiapkan perusahaan untuk periode April 2024 adalah sebesar Rp141.832.820. Metode Chain Ladder dipilih karena kesederhanaannya dan asumsi konsistensi pola pelaporan klaim antar periode, namun keterbatasannya terletak pada ketergantungan terhadap kestabilan data historis dan tidak mempertimbangkan faktor eksternal yang dapat mempengaruhi dinamika klaim. Oleh karena itu, disarankan penggunaan metode lain yang lebih fleksibel seperti Bornhuetter-Ferguson atau Generalized Linear Model (GLM) untuk estimasi yang lebih akurat di masa mendatang.
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This study aims to estimate the Incurred But Not Reported (IBNR) claim reserves for the Carrier's Liability Insurance for Vehicles (ATJP-K) product at PT Jasaraharja Putera, Surabaya Branch. The estimation is conducted using the Chain Ladder method, an actuarial approach based on a run-off triangle that utilizes historical claim development patterns to project future claims that have not yet been reported. The data used consists of historical ATJP-K claim records from April 2023 to April 2024, which have been validated and cleaned. The analysis results indicate that the total IBNR claim reserves required for April 2024 amount to IDR 141,832,820. The Chain Ladder method was chosen due to its simplicity and the assumption of consistent claim reporting patterns across periods. However, its limitations lie in the reliance on stable historical data and the lack of consideration for external factors that may influence claim dynamics. Therefore, alternative methods such as the Bornhuetter-Ferguson or Generalized Linear Model (GLM) are recommended for more accurate estimations in the future.
| Item Type: | Monograph (Project Report) |
|---|---|
| Uncontrolled Keywords: | Klaim, IBNR, Estimasi,Claim, Estimation,Chain Ladder, Asuransi, Insurance |
| Subjects: | Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) |
| Divisions: | Faculty of Mathematics, Computation, and Data Science > Actuaria > 94203-(S1) Undergraduate Thesis |
| Depositing User: | Kusumaning Chasanah |
| Date Deposited: | 31 Jul 2025 10:04 |
| Last Modified: | 31 Jul 2025 10:04 |
| URI: | http://repository.its.ac.id/id/eprint/124873 |
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