dc.contributor.author |
Rinawati, Rusti Nella |
|
dc.contributor.author |
Hasriati |
|
dc.date.accessioned |
2017-01-10T02:29:22Z |
|
dc.date.available |
2017-01-10T02:29:22Z |
|
dc.date.issued |
2017-01-10 |
|
dc.identifier.uri |
http://repository.unri.ac.id/xmlui/handle/123456789/8883 |
|
dc.description.abstract |
This 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.provenance |
Submitted by Rangga Dwijunanda Putra (rangga.madridista@gmail.com) on 2017-01-10T02:29:22Z
No. of bitstreams: 1
Rusti Nella Rinawati (1203113549).pdf: 94671 bytes, checksum: 409b0f4c67d168c015d1494032818f1d (MD5) |
en |
dc.description.provenance |
Made available in DSpace on 2017-01-10T02:29:22Z (GMT). No. of bitstreams: 1
Rusti Nella Rinawati (1203113549).pdf: 94671 bytes, checksum: 409b0f4c67d168c015d1494032818f1d (MD5) |
en |
dc.description.sponsorship |
Hasriati |
en_US |
dc.language.iso |
other |
en_US |
dc.subject |
Zillmer’s reserve |
en_US |
dc.subject |
term life insurance |
en_US |
dc.subject |
Rendleman-Bartter interest model |
en_US |
dc.subject |
Makeham distribution |
en_US |
dc.title |
CADANGAN ZILLMER BERDASARKAN DISTRIBUSI MAKEHAM DENGAN MENGGUNAKAN TINGKAT BUNGA MODEL RENDLEMAN-BARTTER |
en_US |
dc.type |
student Paper Post Degree |
en_US |