Artika, Selfi (2020) PENENTUAN PREMI ASURANSI JIWA BERJANGKA 5 TAHUN MENGGUNAKAN MODEL VASICEK DAN MODEL COX-INGERSOLL-ROSS (CIR). PENENTUAN PREMI ASURANSI JIWA BERJANGKA 5 TAHUN MENGGUNAKAN MODEL VASICEK DAN MODEL COX-INGERSOLL-ROSS (CIR), 2 (2). pp. 103-114. ISSN 2720-9881
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Abstract
In determining the premium value is influenced by the interest rate. The magnitude of the interest rate is determined by using the rate model of Vasicek and CIR. This research aims to determine the magnitude of interest rate, premium value, and comparisons of premium values of the Vasicek interest rate model and CIR interest rate models. In this research will be conducted calculation of the premium value of life insurance futures 5 years by using interest rate with the first case premium installment payment when the size of constant but different for the two periods and the second case of premium installment when the magnitude increases linearly when the sum insured is 1 12 The calculation of life insurance premiums generated from the application of Vasicek model and CIR model is no significant difference. Keywords: premium value, term life insurance, interest rate, Vasicek model, CIR model
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Fakultas Sains Dan Teknologi > S1 Informatika |
| Depositing User: | S.Si.,M.Si Selfi Artika UTY |
| Date Deposited: | 27 Sep 2023 06:51 |
| Last Modified: | 27 Sep 2023 06:51 |
| URI: | http://eprints.uty.ac.id/id/eprint/6409 |
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