APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR) DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA
Endowment insurance is a combination of term life insurance and pure endowment life insurance. This policy promises payment of benefit to insured's heir if the insured dies within a period of policy or payment of benefit to insured if he/she lives until the end of insurance contract. So it mean...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1797034076816801792 |
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| author | , HERMAWATI SETYANINGSIH , Yunita Wulan Sari, S.Si., M.Sc. |
| author_facet | , HERMAWATI SETYANINGSIH , Yunita Wulan Sari, S.Si., M.Sc. |
| author_sort | , HERMAWATI SETYANINGSIH |
| collection | UGM |
| description | Endowment insurance is a combination of term life insurance and pure
endowment life insurance. This policy promises payment of benefit to insured's
heir if the insured dies within a period of policy or payment of benefit to insured if
he/she lives until the end of insurance contract. So it means that endowment life
insurance policy has two elements, namely the protection of life and savings, so
the insured and his/her heir can obtain the benefit. Calculation premiums of
insurance are usually based on the assumption that interest rates move steadily
over time. This assumption is not consistent with the fact that interest rates on life
insurance volatile moves. So that the required model of stochastic interest rates
that have considered the movement of interest rate fluctuate. In this essay, will be
calculated yearly premium value of life insurance endowment for interest rates
follow CIR models. Cox-Ingersoll-Ross (CIR) model is one of stochastic models
that describe changes in the interest rate for a short period. Interest rates CIR
model is an extended of the Vasicek model. CIR interest rate model assumed
interest rate is always positive. CIR�s parameters are estimated by conditional
least squares estimation method. |
| first_indexed | 2024-03-13T23:05:30Z |
| format | Thesis |
| id | oai:generic.eprints.org:123962 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:05:30Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1239622016-03-04T08:38:34Z https://repository.ugm.ac.id/123962/ APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR) DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA , HERMAWATI SETYANINGSIH , Yunita Wulan Sari, S.Si., M.Sc. ETD Endowment insurance is a combination of term life insurance and pure endowment life insurance. This policy promises payment of benefit to insured's heir if the insured dies within a period of policy or payment of benefit to insured if he/she lives until the end of insurance contract. So it means that endowment life insurance policy has two elements, namely the protection of life and savings, so the insured and his/her heir can obtain the benefit. Calculation premiums of insurance are usually based on the assumption that interest rates move steadily over time. This assumption is not consistent with the fact that interest rates on life insurance volatile moves. So that the required model of stochastic interest rates that have considered the movement of interest rate fluctuate. In this essay, will be calculated yearly premium value of life insurance endowment for interest rates follow CIR models. Cox-Ingersoll-Ross (CIR) model is one of stochastic models that describe changes in the interest rate for a short period. Interest rates CIR model is an extended of the Vasicek model. CIR interest rate model assumed interest rate is always positive. CIR�s parameters are estimated by conditional least squares estimation method. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , HERMAWATI SETYANINGSIH and , Yunita Wulan Sari, S.Si., M.Sc. (2013) APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR) DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=64080 |
| spellingShingle | ETD , HERMAWATI SETYANINGSIH , Yunita Wulan Sari, S.Si., M.Sc. APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR) DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title | APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR)
DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title_full | APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR)
DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title_fullStr | APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR)
DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title_full_unstemmed | APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR)
DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title_short | APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR)
DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA |
| title_sort | aplikasi suku bunga model cox ingersoll ross cir dalam perhitungan premi asuransi jiwa dwiguna |
| topic | ETD |
| work_keys_str_mv | AT hermawatisetyaningsih aplikasisukubungamodelcoxingersollrosscirdalamperhitunganpremiasuransijiwadwiguna AT yunitawulansarissimsc aplikasisukubungamodelcoxingersollrosscirdalamperhitunganpremiasuransijiwadwiguna |