PREMI ASURANSI JIWA BERJANGKA MENGGUNAKAN MODEL TINGKAT BUNGA VASICEK

Simple item page
dc.contributor.authorMuslim
dc.contributor.authorHasriati
dc.contributor.authorSirait, Asli
dc.date.accessioned2014-03-25T07:20:06Z
dc.date.available2014-03-25T07:20:06Z
dc.date.issued2014-03-25
dc.description.abstractThis 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 discusseden_US
dc.description.sponsorshipHasriati, Sirait, Aslien_US
dc.identifier.otherRangga Dwijunanda Putra
dc.identifier.urihttp://repository.unri.ac.id/xmlui/handle/123456789/5876
dc.language.isootheren_US
dc.subjectmaximum likelihood methodsen_US
dc.subjectpremiumen_US
dc.subjectvasicek modelen_US
dc.titlePREMI ASURANSI JIWA BERJANGKA MENGGUNAKAN MODEL TINGKAT BUNGA VASICEKen_US
dc.typeOtheren_US

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Karya Ilmiah Muslim.pdf
Size:
411.38 KB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics