EVALUASI PREMI JOINT LIFE PASANGAN SUAMI ISTRI MENGGUNAKAN COPULA FRANK

  • I NYOMAN WIDANA Udayana University
  • NI MADE ASIH Udayana University

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

Jurusan Matematika, FMIPA – Universitas Udayana

NI MADE ASIH, Udayana University

Jurusan Matematika, FMIPA – Universitas Udayana

Published
2018-02-03
How to Cite
WIDANA, I NYOMAN; ASIH, NI MADE. EVALUASI PREMI JOINT LIFE PASANGAN SUAMI ISTRI MENGGUNAKAN COPULA FRANK. E-Jurnal Matematika, [S.l.], v. 7, n. 1, p. 32-35, feb. 2018. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/37603>. Date accessed: 07 aug. 2020. doi: https://doi.org/10.24843/MTK.2018.v07.i01.p181.
Section
Articles

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