PERHITUNGAN PREMI ASURANSI JOINT LIFE DENGAN MODEL VASICEK DAN CIR

I MADE WAHYU WIGUNA; KETUT JAYANEGARA; I NYOMAN WIDANA

doi:10.24843/MTK.2019.v08.i03.p260

PERHITUNGAN PREMI ASURANSI JOINT LIFE DENGAN MODEL VASICEK DAN CIR

I MADE WAHYU WIGUNA Udayana University
KETUT JAYANEGARA Udayana University
I NYOMAN WIDANA Udayana University

DOI: https://doi.org/10.24843/MTK.2019.v08.i03.p260

Abstract

Premium is a sum of money that must be paid by insurance participants to insurance company, based on insurance contract. Premium payment are affected by interest rates. The interest rates change according to stochastic process. The purpose of this work is to calculate the price of joint life insurance premiums with Vasicek and CIR models. The price of a joint life insurance premium with Vasicek and CIR models, at the age of the insured 35 and 30 years has increased until the last year of the contract. The price of a joint life insurance premium with Vasicek model is more expensive than the premium price using CIR model.

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Author Biographies

I MADE WAHYU WIGUNA, Udayana University

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

KETUT JAYANEGARA, Udayana University

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

I NYOMAN WIDANA, Udayana University

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

Published

2019-08-31

How to Cite

WIGUNA, I MADE WAHYU; JAYANEGARA, KETUT; WIDANA, I NYOMAN. PERHITUNGAN PREMI ASURANSI JOINT LIFE DENGAN MODEL VASICEK DAN CIR. E-Jurnal Matematika, [S.l.], v. 8, n. 3, p. 246-252, aug. 2019. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/52591>. Date accessed: 24 apr. 2024. doi: https://doi.org/10.24843/MTK.2019.v08.i03.p260.

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