PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL

Abstract

Vasicek is one of the stochastic interest rate models that can figure out  fluctuating interest rate movements. This study aims to determine the actuarial calculation of normal contributions and actuarial liability with Vasicek interest rates using entry age normal (EAN) method. Based on the calculation of normal contribution and actuarial liability with Vasicek interest rate using this  method for normal retirement age of 56 years obtained a smaller value than using constant interest rate.

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Author Biographies

WIMAS ASTARI YUDA, Udayana University

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

I NYOMAN WIDANA, Udayana University

Program Studi Matematika, Fakultas MIPA – UniversitasUdayana

I WAYAN SUMARJAYA, Udayana University

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

Published
2018-05-13
How to Cite
YUDA, WIMAS ASTARI; WIDANA, I NYOMAN; SUMARJAYA, I WAYAN. PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL. E-Jurnal Matematika, [S.l.], v. 7, n. 2, p. 134-140, may 2018. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/39560>. Date accessed: 12 aug. 2022. doi: https://doi.org/10.24843/MTK.2018.v07.i02.p195.
Section
Articles

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