PENDEKATAN MODEL MULTI STATE SEMI MARKOV DALAM MENENTUKAN PREMI TUNGGAL BERSIH PADA ASURANSI JIWA MULTI-LIFE
| Main Authors: | , I Gusti Nyoman Yudi Hartawan, , Dr. Adhitya Ronnie Effendie, M.Sc. |
|---|---|
| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2013
|
| Subjects: | |
| Online Access: |
https://repository.ugm.ac.id/122882/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=62991 |
Daftar Isi:
- To model the dependence between the lifetimes of a husband and wife we used semi markov model that derived from markov model which its transition intensities depend not only on current state but also the time elapsed since the last transition. The estimation on this model used maximum likelihood estimation and it�s results were used to determine net single premium of multi life insurance survivorship.