CADANGAN ZILLMER ASURANSI JIWA DWIGUNA DENGAN TINGKAT BUNGA VASICEK DAN DISTRIBUSI WEIBULL
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Date
2022-11
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Elfitra
Abstract
This article discusses Zillmer reserve of endowment insurance for single insurance
participant who are x years old using the interest rate model of Vasicek and Weibull
distribution. The parameters in the model is estimated using maximum likelihood
methods. The solution of this problem is obtained by determining the single premium,
annual premium, and life annuity. Then the reserve formula is obtained based
on the distribution of Weibull and the interest rate model of Vasicek.
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Keywords
Zillmer reserve, Vasicek models, Weibull distribution, maximum likelihood method
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