Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal E-Jurnal Matematika
NI KOMANG AYU SEDANA DEWI
Udayana University
Mathematics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
PERHITUNGAN NILAI GARANSI MINIMUM MANFAAT KEMATIAN PADA ASURANSI UNIT-LINK NI KOMANG AYU SEDANA DEWI; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 3 (2018)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2018.v07.i03.p208

Abstract

The guarantee minimum on unit-linked insurance applies only to the most extreme situations of very bad rate of return on the fund’s policyholders. One of the investment guarantees commonly used in unit-link is guaranteed minimum death benefit (GMDB). The final value under unit-linked insurance contracts can be expressed in terms of options that can be calculated using the Black-Scholes-Merton method. The purpose of this study is to determine the effect of age to the guarantee minimum value calculated using the Black-Scholes-Merton method. The calculation of GMDB value based on case simulation in this study resulted that the increasing age of the insured the greater the minimum guarantee value to be obtained.
Co-Authors I Nyoman Widana LUH PUTU IDA HARINI