EVALUASI PREMI JOINT LIFE PASANGAN  SUAMI ISTRI MENGGUNAKAN COPULA FRANK

I NYOMAN WIDANA; NI MADE ASIH

doi:10.24843/MTK.2018.v07.i01.p181

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/MTK.2018.v07.i01.p181

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: 19 nov. 2024. doi: https://doi.org/10.24843/MTK.2018.v07.i01.p181.

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