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All Journal EKSAKTA: Journal of Sciences and Data Analysis Prosiding Seminar Nasional MIPA Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Dharmakarya : Jurnal Aplikasi Ipteks Untuk Masyarakat Jurnal Ekonomi & Kebijakan Publik Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri Jurnal Matematika UNAND Variance : Journal of Statistics and Its Applications Jurnal Perspektif Pembiayaan dan Pembangunan Daerah Jurnal Matematika Integratif Indonesian Journal of Statistics and Its Applications
Lienda Noviyanti
Actuarial Science, Department Of Statistics, Universitas Padjadjaran, Indonesia
Agriculture, Biological Sciences & Forestry Arts Humanities Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Materials Science & Nanotechnology Mathematics Mechanical Engineering Public Health Transportation Other

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Journal : Statistika

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MODELING STOCHASTIC INTEREST RATE IN LIFE CONTINGENCIES Lienda Noviyanti; Muhammad Syamsuddin
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 4, No 2 (2004)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v4i2.887

Abstract

In this paper we model stochastic interest rate in life contingencies through a simulation. In addition, some risk measuresare employed to measure the risk of interest rate fluctuation which based on loss function.
Co-Authors Achmad Zabar Soleh Achmad Zanbar Soleh Achmad Zanbar Soleh Achmad Zanbar Soleh Achmad Zanbar Soleh, Achmad Zanbar Adri Arisena Anna Chadidjah David Eurico FAJAR INDRAYATNA Fajar Indrayatna Hasna Afifah Rusyda Irlandia Ginanjar Krisdiantha Krisdiantha M. Jibril Khalifatullah Muhammad Syamsuddin Rizki Maulana Sandi Nurhibatulloh Suherman Sandra Kezia Sari, Shania Puspita Sibarani, Triana Sucova Suherman, Sandi Nurhibatulloh Tione Daffaxa Dumamika Triana Sucova Sibarani ZANBAR SOLEH, ACHMAD