PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL
| Main Authors: | YUDA, WIMAS ASTARI, WIDANA, I NYOMAN, SUMARJAYA, I WAYAN |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
, 2018
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| Online Access: |
http://ojs.unud.ac.id/index.php/mtk/article/view/39560 http://ojs.unud.ac.id/index.php/mtk/article/view/39560/23982 |
Daftar Isi:
- 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.