CADANGAN FULL PRELIMINARY TERM ASURANSI JIWA DWIGUNA DENGAN DISTRIBUSI PARETO DAN TINGKAT BUNGA COX-INGERSOLL-ROSS

dc.contributor.authorIrzal, Awdia Kirana
dc.date.accessioned2022-03-14T07:14:18Z
dc.date.available2022-03-14T07:14:18Z
dc.date.issued2021-09
dc.description.abstractThis article discusses full preliminary term reserve of endowment insurance for single insurance participant who are x years old using the interest rate model of Cox- Ingersoll-Ross and Pareto 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 Pareto and the interest rate model of Cox-Ingersoll-Ross.en_US
dc.description.sponsorshipMahasiswa Program Studi S1 Matematika Jurusan Matematika Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riauen_US
dc.identifier.otherwahyu sari yeni
dc.identifier.urihttps://repository.unri.ac.id/handle/123456789/10463
dc.language.isoenen_US
dc.publisherperpustakaan URen_US
dc.subjectCox-Ingersoll-Ross modelsen_US
dc.subjectfull premilinary term reserveen_US
dc.subjectmaximum likelihood methoden_US
dc.subjectPareto distributionen_US
dc.titleCADANGAN FULL PRELIMINARY TERM ASURANSI JIWA DWIGUNA DENGAN DISTRIBUSI PARETO DAN TINGKAT BUNGA COX-INGERSOLL-ROSSen_US
dc.typeArticleen_US

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