CADANGAN PREMI PENSIUN METODE PROJECTED UNIT CREDIT DAN ASUMSI TINGKAT BUNGA HO LEE

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dc.contributor.authorRamadhanis, Fitri
dc.contributor.authorHasriati
dc.contributor.authorAziskhan
dc.date.accessioned2016-04-27T03:37:12Z
dc.date.available2016-04-27T03:37:12Z
dc.date.issued2016-04-27
dc.description.abstractThis article discusses the prospective reserves with interest rate models of Ho-Lee for pension premium reserve of Projected Unit Credit method. Interest rate models of Ho- Lee is a normally distributed no-arbitrage interest rate model and is expressed by stochastic differential equations that follows the Ito’s process. Interest rate models of Ho-Lee has parameters to be estimated is  k  dan  . To determine the parameter estimations is used MLE (maximum likelihood estimation) for  and Svensson models for  k  and then followed by a numerical approach using Newton Raphson method.en_US
dc.description.sponsorshipFakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riauen_US
dc.identifier.otherwahyu sari yeni
dc.identifier.urihttp://repository.unri.ac.id/xmlui/handle/123456789/8296
dc.language.isoenen_US
dc.subjectInterest Rate Models of Ho-Leeen_US
dc.subjectProjected Unit Credit Methoden_US
dc.subjectProspective Reservesen_US
dc.titleCADANGAN PREMI PENSIUN METODE PROJECTED UNIT CREDIT DAN ASUMSI TINGKAT BUNGA HO LEEen_US
dc.typestudent Paper Post Degreeen_US

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