CD Skripsi

Cadangan prospektif asuransi jiwa dwiguna dengan distribusi benktander tipe ii dan tingkat bunga hull-white

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This final project discusses the prospective reserve of endowment life insuran- ce using Benktander type II distribution and Hull-White interest rate model for x-years old single participants with n years coverage period and h years premium payment period. The calculation of reserve is determined using the prospective method, which is calculation of reserve based on the present value of all past expenses minus the present value of total future income for each policy. Reserve value is influenced by annuities, and annuities depend on the discount factor and the participant’s survival chances. The discount factor is determined based on the Hull-White interest rate model, which is a stochastic interest rate model that can predict future interest rate movements based on past data. Survival chances are determined based on the survival function of the Benktander type II distribution. At the interest rate and distribution, there are parameters whose values are estimated using the maximum likelihood es- timation method and numerical approach using the Newton-Raphson method. The prospective reserve is obtained by determining the early term life annuity, single premium, and annual premium which is then implemented into the case example. Thus, the results show that the premium and prospective reserves using the Benktander type II distribution and Hull-White interest rate are gre- ater than the premium and prospective reserves using the Benktander type II distribution and compound interest rate.
Keywords: prospective reserve, endowment life insurance, Benktander type II distribution, Hull-White interest rate, annuity

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

2103111873

Penerbit

Pekanbaru : Universitas Riau FMIPA Matematika., 2025

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

2103111873

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MATEMATIKA

Info Detail Spesifik

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Pernyataan Tanggungjawab

Mutia

Versi lain/terkait

Lampiran Berkas

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