dc.contributor.author |
Irzal, Awdia Kirana |
|
dc.date.accessioned |
2022-03-14T07:14:18Z |
|
dc.date.available |
2022-03-14T07:14:18Z |
|
dc.date.issued |
2021-09 |
|
dc.identifier.other |
wahyu sari yeni |
|
dc.identifier.uri |
https://repository.unri.ac.id/handle/123456789/10463 |
|
dc.description.abstract |
This article discusses full preliminary term reserve of endowment insurance for single
insurance participant who are x years old using the interest rate model of Cox-
Ingersoll-Ross and Pareto distribution. The parameters in the model is estimated
using maximum likelihood methods. The solution of this problem is obtained by
determining the single premium, annual premium, and life annuity. Then the reserve
formula is obtained based on the distribution of Pareto and the interest rate model
of Cox-Ingersoll-Ross. |
en_US |
dc.description.provenance |
Submitted by wahyu sari yeni (ayoe32@ymail.com) on 2022-03-14T07:14:18Z
No. of bitstreams: 1
Awdia Kirana Irzal_compressed.pdf: 197695 bytes, checksum: 15084f0fd1375ca5eca58b60ed5964d1 (MD5) |
en |
dc.description.provenance |
Made available in DSpace on 2022-03-14T07:14:18Z (GMT). No. of bitstreams: 1
Awdia Kirana Irzal_compressed.pdf: 197695 bytes, checksum: 15084f0fd1375ca5eca58b60ed5964d1 (MD5)
Previous issue date: 2021-09 |
en |
dc.description.sponsorship |
Mahasiswa Program Studi S1 Matematika
Jurusan Matematika
Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau |
en_US |
dc.language.iso |
en |
en_US |
dc.publisher |
perpustakaan UR |
en_US |
dc.subject |
Cox-Ingersoll-Ross models |
en_US |
dc.subject |
full premilinary term reserve |
en_US |
dc.subject |
maximum likelihood method |
en_US |
dc.subject |
Pareto distribution |
en_US |
dc.title |
CADANGAN FULL PRELIMINARY TERM ASURANSI JIWA DWIGUNA DENGAN DISTRIBUSI PARETO DAN TINGKAT BUNGA COX-INGERSOLL-ROSS |
en_US |
dc.type |
Article |
en_US |