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CADANGAN ZILLMER BERDASARKAN DISTRIBUSI MAKEHAM DENGAN MENGGUNAKAN TINGKAT BUNGA MODEL RENDLEMAN-BARTTER

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dc.contributor.author Rinawati, Rusti Nella
dc.contributor.author Hasriati
dc.date.accessioned 2017-01-10T02:29:22Z
dc.date.available 2017-01-10T02:29:22Z
dc.date.issued 2017-01-10
dc.identifier.uri http://repository.unri.ac.id/xmlui/handle/123456789/8883
dc.description.abstract This article discusses Zillmer’s reserve in term of life insurance by using Rendleman-Bartter interest model. Interest rate model of Rendleman-Bartter is a lognormally distributed equilibrium one factor interest rate model and is expressed by stochastic differential equations that follow the Ito’s process. Interest rate models of Rendleman-Bartter has parameters and to be estimated. To determine the parameter estimations is used MLE (maximum likelihood estimation) and then followed by a numerical approach using Newton-Raphson method. Then Makeham distribution is used to evaluate the life annuity, single premium and annual premium. en_US
dc.description.provenance Submitted by Rangga Dwijunanda Putra (rangga.madridista@gmail.com) on 2017-01-10T02:29:22Z No. of bitstreams: 1 Rusti Nella Rinawati (1203113549).pdf: 94671 bytes, checksum: 409b0f4c67d168c015d1494032818f1d (MD5) en
dc.description.provenance Made available in DSpace on 2017-01-10T02:29:22Z (GMT). No. of bitstreams: 1 Rusti Nella Rinawati (1203113549).pdf: 94671 bytes, checksum: 409b0f4c67d168c015d1494032818f1d (MD5) en
dc.description.sponsorship Hasriati en_US
dc.language.iso other en_US
dc.subject Zillmer’s reserve en_US
dc.subject term life insurance en_US
dc.subject Rendleman-Bartter interest model en_US
dc.subject Makeham distribution en_US
dc.title CADANGAN ZILLMER BERDASARKAN DISTRIBUSI MAKEHAM DENGAN MENGGUNAKAN TINGKAT BUNGA MODEL RENDLEMAN-BARTTER en_US
dc.type student Paper Post Degree en_US


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