NILAI SEKARANG DARI MANFAAT PENSIUN UNTUK KASUS MULTIPLE DECREMENT DENGAN TINGKAT BUNGA RENDLEMAN{BARTTER
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Date
2017-01-12
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Abstract
This article discusses the present value of future benefit and the due life
anuity under uniform assumption for the case of multiple decrements using
Rendleman–Bartter interest rate model. Interest rate models of Rendleman–
Bartter have parameters and to be estimated, where the parameter in
the model is estimated using MLE (maximum likelihood estimation) and then
followed by a numerical approach using Newton–Raphson method.
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Keywords
Present value of future bene t, due life anuity, multiple decrements, Rendleman{Bartter interest rate model