Evaluasi Premi Joint Life Pasangan Suami Istri Menggunakan Copula Frank

I Nyoman Widana; Ni Made Asih

doi:10.24843/JMAT.2018.v08.i01.p97

Evaluasi Premi Joint Life Pasangan Suami Istri Menggunakan Copula Frank

I Nyoman Widana Udayana University
Ni Made Asih Udayana University

DOI: https://doi.org/10.24843/JMAT.2018.v08.i01.p97

Abstract

This paper introduces the joint life satatus for married couples with independent and dependent mortality models. Using Frank copula and Indonesia Life Tables 2011, we evaluate the impact of dependent future lifetimes on the net single and level premium. The results show premium rates are reduced if models of dependent future lifetime are used compared to the models using an assumption of independence.

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Author Biographies

I Nyoman Widana, Udayana University

Program Studi Matematika, FMIPA, Universitas Udayana

Ni Made Asih, Udayana University

Program Studi Matematika, FMIPA, Universitas Udayana

How to Cite

WIDANA, I Nyoman; ASIH, Ni Made. Evaluasi Premi Joint Life Pasangan Suami Istri Menggunakan Copula Frank. Jurnal Matematika, [S.l.], v. 8, n. 1, p. 57-62, july 2018. ISSN 2655-0016. Available at: <https://ojs.unud.ac.id/index.php/jmat/article/view/41054>. Date accessed: 25 apr. 2024. doi: https://doi.org/10.24843/JMAT.2018.v08.i01.p97.

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