Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching
Unit-linked life insurance is an insurance products that adding investment elements inside. One of the simple unit linked life insurance contract method is point-to point index with Markov regime-switching instruments to detect jump stock phenomenon. This paper discuss about benefit from unit linked...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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| _version_ | 1797036209046814720 |
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| author | DZIKRULLAH, Abdullah Ahmad |
| author_facet | DZIKRULLAH, Abdullah Ahmad |
| author_sort | DZIKRULLAH, Abdullah Ahmad |
| collection | UGM |
| description | Unit-linked life insurance is an insurance products that adding investment elements inside. One of the simple unit linked life insurance contract method is point-to point index with Markov regime-switching instruments to detect jump stock phenomenon. This paper discuss about benefit from unit linked endowment life insurance with guarantee and capped limit, stock price model followed jump elements, and construct participation rate based on premium index. Keywords: endowment life insurance, unit link insurance, Markov regime-switching, jump diffusion model |
| first_indexed | 2024-03-13T23:42:14Z |
| format | Thesis |
| id | oai:generic.eprints.org:134348 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:42:14Z |
| publishDate | 2014 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1343482016-04-11T07:51:44Z https://repository.ugm.ac.id/134348/ Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching DZIKRULLAH, Abdullah Ahmad Computer Communications Networks Data Communications Arithmetic and Logic Structures Input Output and Data Devices Unit-linked life insurance is an insurance products that adding investment elements inside. One of the simple unit linked life insurance contract method is point-to point index with Markov regime-switching instruments to detect jump stock phenomenon. This paper discuss about benefit from unit linked endowment life insurance with guarantee and capped limit, stock price model followed jump elements, and construct participation rate based on premium index. Keywords: endowment life insurance, unit link insurance, Markov regime-switching, jump diffusion model [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed DZIKRULLAH, Abdullah Ahmad (2014) Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching. Masters thesis, Universitas Gadjah Mada. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=75891 |
| spellingShingle | Computer Communications Networks Data Communications Arithmetic and Logic Structures Input Output and Data Devices DZIKRULLAH, Abdullah Ahmad Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title | Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title_full | Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title_fullStr | Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title_full_unstemmed | Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title_short | Asuransi Jiwa Endowment Unit Link Menggunakan Model Markov Regime–Switching |
| title_sort | asuransi jiwa endowment unit link menggunakan model markov regime switching |
| topic | Computer Communications Networks Data Communications Arithmetic and Logic Structures Input Output and Data Devices |
| work_keys_str_mv | AT dzikrullahabdullahahmad asuransijiwaendowmentunitlinkmenggunakanmodelmarkovregimeswitching |