THE INFLUENCE OF FORCE OF INTEREST RATES AUTOREGRESSIVE MODEL ON STOCHASTIC OR ACCOUNTING SURPLUS CALCULATION CASE STUDY: COMPARISON OF TIME SERIES AND ACCOUNTING PREMIUM ON JAMINAN KEMATIAN
In financial risk analysis, surplus is an important indicator of an insurance’s company financial position. In surplus modelling, constant force of interest rate as an assumption is often used to convert present and future value of money. Utilizing this assumption at least has two weaknesses, the...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/23607 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |