dc.contributor.author |
Ramadhanis, Fitri |
|
dc.contributor.author |
Hasriati |
|
dc.contributor.author |
Aziskhan |
|
dc.date.accessioned |
2016-04-27T03:37:12Z |
|
dc.date.available |
2016-04-27T03:37:12Z |
|
dc.date.issued |
2016-04-27 |
|
dc.identifier.other |
wahyu sari yeni |
|
dc.identifier.uri |
http://repository.unri.ac.id/xmlui/handle/123456789/8296 |
|
dc.description.abstract |
This article discusses the prospective reserves with interest rate models of Ho-Lee for
pension premium reserve of Projected Unit Credit method. Interest rate models of Ho-
Lee is a normally distributed no-arbitrage interest rate model and is expressed by
stochastic differential equations that follows the Ito’s process. Interest rate models of
Ho-Lee has parameters to be estimated is k dan . To determine the parameter
estimations is used MLE (maximum likelihood estimation) for and Svensson models
for k and then followed by a numerical approach using Newton Raphson method. |
en_US |
dc.description.provenance |
Submitted by wahyu sari yeni (ayoe32@ymail.com) on 2016-04-27T03:37:12Z
No. of bitstreams: 1
Fitri Ramadhanis (1103114004).pdf: 1242338 bytes, checksum: deb50551f73bd203876534e9aebd3fd6 (MD5) |
en |
dc.description.provenance |
Made available in DSpace on 2016-04-27T03:37:12Z (GMT). No. of bitstreams: 1
Fitri Ramadhanis (1103114004).pdf: 1242338 bytes, checksum: deb50551f73bd203876534e9aebd3fd6 (MD5) |
en |
dc.description.sponsorship |
Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau |
en_US |
dc.language.iso |
en |
en_US |
dc.subject |
Interest Rate Models of Ho-Lee |
en_US |
dc.subject |
Projected Unit Credit Method |
en_US |
dc.subject |
Prospective Reserves |
en_US |
dc.title |
CADANGAN PREMI PENSIUN METODE PROJECTED UNIT CREDIT DAN ASUMSI TINGKAT BUNGA HO LEE |
en_US |
dc.type |
student Paper Post Degree |
en_US |