Statistika
Vol 4, No 2 (2004)

MODELING STOCHASTIC INTEREST RATE IN LIFE CONTINGENCIES

Lienda Noviyanti (Unknown)
Muhammad Syamsuddin (Unknown)

Article Info

Publish Date
06 Oct 2014

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.

Copyrights © 2004




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Journal Info
Statistika
Website

Abbrev

statistika

Publisher

Universitas Islam Bandung

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

Description

STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review ...