dc.contributor.author |
Muslim |
|
dc.contributor.author |
Hasriati |
|
dc.contributor.author |
Sirait, Asli |
|
dc.date.accessioned |
2014-03-25T07:20:06Z |
|
dc.date.available |
2014-03-25T07:20:06Z |
|
dc.date.issued |
2014-03-25 |
|
dc.identifier.other |
Rangga Dwijunanda Putra |
|
dc.identifier.uri |
http://repository.unri.ac.id/xmlui/handle/123456789/5876 |
|
dc.description.abstract |
This paper discusses a single premium of term life insurance using interest rate Vasicek model. The calculation of premium in this model is affected by the equilibrium point of
interest rate β and the acceleration of interest rate wich lead to the equilibrium point α.
The Values of β and α are obtained using estimation of maximum likelihood method of Vasicek model. Futhermore, a numerical example is given to explain the problem discussed |
en_US |
dc.description.provenance |
Submitted by Rangga Dwijunanda Putra (rangga.madridista@gmail.com) on 2014-03-25T07:20:06Z
No. of bitstreams: 1
Karya Ilmiah Muslim.pdf: 421255 bytes, checksum: b5df775930cf6537a49cce931fa6e808 (MD5) |
en |
dc.description.provenance |
Made available in DSpace on 2014-03-25T07:20:06Z (GMT). No. of bitstreams: 1
Karya Ilmiah Muslim.pdf: 421255 bytes, checksum: b5df775930cf6537a49cce931fa6e808 (MD5) |
en |
dc.description.sponsorship |
Hasriati, Sirait, Asli |
en_US |
dc.language.iso |
other |
en_US |
dc.subject |
maximum likelihood methods |
en_US |
dc.subject |
premium |
en_US |
dc.subject |
vasicek model |
en_US |
dc.title |
PREMI ASURANSI JIWA BERJANGKA MENGGUNAKAN MODEL TINGKAT BUNGA VASICEK |
en_US |
dc.type |
Other |
en_US |