E-Jurnal Matematika
Vol 7 No 2 (2018)

PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL

WIMAS ASTARI YUDA (Udayana University)
I NYOMAN WIDANA (Udayana University)
I WAYAN SUMARJAYA (Udayana University)

Article Info

Publish Date
13 May 2018

Abstract

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.

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Journal Info
E-Jurnal Matematika
Website

Abbrev

mtk

Publisher

Universitas Udayana

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...