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Premi Asuransi Jiwa Dwiguna Dengan Model Tingkat Bunga Dothan

This final project discusses the model of Dothan interest rate used in determining the annual premium endowment life insurance using Makeham law. Dothan interest rate model is a model of the equilibrium interest rate having lognormal distribution and constantly changing from time to time which is expressed with a stochastic differential equation following the model of geometric Brownian motion. The determination of Dothan the interest rate model parameter estimation uses MLE (maximum likelihood estimation) then continued with numerical approach using Newton's method.
Keywords: Model of Dothan interest rate, annual premium endowment life insurance, Makeham law

Ketersediaan
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Perpustakaan Universitas Riau 03 03. 115 (0101)
03 03. 115 (0101)
Tersedia
Informasi Detail
Judul Seri
-
No. Panggil
03 03. 115 (0101)
Penerbit
Pekanbaru : Universitas Riau - FMIPA - Matematika.,
Deskripsi Fisik
xii,51 hlm.: ill.: 29 cm
Bahasa
Indonesia
ISBN/ISSN
-
Klasifikasi
NONE
Tipe Isi
-
Tipe Media
-
Tipe Pembawa
-
Edisi
-
Subjek
MATEMATIKA
Info Detail Spesifik
-
Pernyataan Tanggungjawab
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Tidak tersedia versi lain

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