CD Skripsi
Cadangan Full Preliminary Term Asuransi Jiwa Dwiguna Dengan Distribusi Pareto Dan Tingkat Bunga Cox-Ingersoll-Ross
This final project discusses full preliminary term reserve of endowment insurance
for single insurance participant who are x years old by using the interest rate
model of Cox-Ingersoll-Ross and Pareto distribution. The parameters in the
model are estimated by using maximum likelihood method. 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.
Keywords: Cox-Ingersoll-Ross model, full premilinary term reserve, maximum
likelihood method, Pareto distribution
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