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

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dc.contributor.authorRinawati, Rusti Nella
dc.contributor.authorHasriati
dc.date.accessioned2017-01-10T02:29:22Z
dc.date.available2017-01-10T02:29:22Z
dc.date.issued2017-01-10
dc.description.abstractThis 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.sponsorshipHasriatien_US
dc.identifier.urihttp://repository.unri.ac.id/xmlui/handle/123456789/8883
dc.language.isootheren_US
dc.subjectZillmer’s reserveen_US
dc.subjectterm life insuranceen_US
dc.subjectRendleman-Bartter interest modelen_US
dc.subjectMakeham distributionen_US
dc.titleCADANGAN ZILLMER BERDASARKAN DISTRIBUSI MAKEHAM DENGAN MENGGUNAKAN TINGKAT BUNGA MODEL RENDLEMAN-BARTTERen_US
dc.typestudent Paper Post Degreeen_US

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