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Record W4226547374 · doi:10.5267/j.dsl.2022.4.002

Determination of the natural disaster insurance premiums by considering the mitigation fund reserve decisions: An application of collective risk model

2022· article· en· W4226547374 on OpenAlexvenueno aff
Sukono Sukono, Kalfin Kalfin, Riaman Riaman, Sudradjat Supian, Yuyun Hidayat, Jumadil Saputra, Mustafa Mamat

Bibliographic record

VenueDecision Science Letters · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
FundersUniversiti Malaysia TerengganuBadan Riset dan Inovasi Nasional
KeywordsPoisson distributionVariance (accounting)Weibull distributionNatural disasterStandard deviationEconometricsEstimatorEconomicsRisk premiumActuarial scienceDistribution (mathematics)StatisticsExpected valueEstimationValue (mathematics)MathematicsGeographyMeteorology

Abstract

fetched live from OpenAlex

In Indonesia, natural disasters cases have significantly increased from time to time and have the largest impact on economic losses. To avoid losses in the future due to natural disasters, the insurance company needs to estimate the risk and determine the rate of premium that would be charged to the policyholder. In conjunction with the present issue, this study seeks to determine the premium rate and estimate the size claim of insurance by considering the mitigation fund reserve decisions using The Collective Risk Model (CRM). The data was analyzed using the Poisson process with Weibull distribution to determine the natural disaster frequency and losses. The distribution of losses is estimated using Maximum Likelihood Estimation (MLE), and the magnitude of losses was estimated using the CRM. Also, the mean and variance estimators of the aggregate risk were used to estimate the premium charged. The results indicated that expectation and variance of the frequency of incident claims have the same value, i.e., 2562. Also, the loss claims follow the Weibull distribution with the expected value and variance of 5.81309×1010 and 2.5301×1022, respectively. The mean and variance of the aggregate (collective) claims are 148,931,365,800,000 and 7.35×1025, respectively. In conclusion, this study has successfully determined the efficient pure premium model through the Standard Deviation Principle (SDP). SDP provides a much cheaper premium than the Expected Value Principle with the same loading factor. In addition, SDP considers the standard deviation of the collective risk of natural disasters. The implications of the results of the premium determination are expected to be the basis for decision-making for insurance companies and the government in determining insurance policies for natural disaster mitigation.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.405
Threshold uncertainty score0.654

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.031
GPT teacher head0.261
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations9
Published2022
Admission routes1
Has abstractyes

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