CD Skripsi

Cadangan Zillmer Berdasarkan Distribusi Makeham Dengan Menggunakan Tingkat Bunga Model Rendleman-Bartter

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This final project discusses Zillmer’s reserve in term of life insurance
by using Rendleman-Bartter interest rate 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 μ and
σ to be estimated. To determine the parameter estimations MLE (maximum
likelihood estimation)is used 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.
Keywords: Zillmer’s reserve, term life insurance, Makeham distribution,
Rendleman-Bartter interest rate model

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

03 03.116 (0009)

Penerbit

Pekanbaru : Universitas Riau - FMIPA - Matematika., 2016

Deskripsi Fisik

xii, 65 hlm.: ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

03 03.116 (0009)

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

Dewa

Versi lain/terkait

Lampiran Berkas

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