ANALISIS PREMI BULANAN ASURANSI JIWA DWIGUNA POLIS PARTISIPASI MENGGUNAKAN SUKU BUNGA MODEL VASICEK
نویسندگان
چکیده
Endowment insurance with a participating policy is an contract that offers death benefits increase every year. This paper analyzes single and monthly premiums of endowment life using the Vasicek interest rate model. The in highly dependent on performance company's investment portfolio. model this study assumes market rates move stochastically following portfolio follows geometric brownian motion (GBM) participant man aged 30 years buys for 20 non-participation Rp. 100,000,000.00. As result, premium must be paid by IDR 37,832,555.84 if chooses to pay monthly, 240,915.59. participation influenced coefficient, asset volatility portfolio, minimum guarantee entry age participant.
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ژورنال
عنوان ژورنال: E-Jurnal Matematika
سال: 2023
ISSN: ['2303-1751']
DOI: https://doi.org/10.24843/mtk.2023.v12.i02.p414