CD Skripsi
Nilai Sekarang Dari Manfaat Pensiun Untuk Kasus Multiple Decrement Dengan Tingkat Bunga Rendleman-Bartter
This final project discusses the present value of future benefit and the due
life anuity under uniform assumption for the case of multiple decrements using
Rendleman–Bartter interest rate model. Interest rate models of Rendleman–
Bartter have parameters and to be estimated, where the parameter in
the model is estimated using MLE (maximum likelihood estimation) and then
followed by a numerical approach using Newton–Raphson method.
Keywords: Present value of future benefit, due life anuity, multiple
decrements, Rendleman–Bartter interest rate model
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