BATAS-BATAS NILAI TUNAI AKTUARIA DI BAWAH ASUMSI KEBEBASAN FRAKSIONAL

• Main Author: Riwi Setyanto, Gatot
• Format: Theses
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/5081
• Institution: Institut Teknologi Bandung

<b>Abstrack</b><p align=\"justify\">In the application of life insurance, the bounds of actuarial present value is calculated based on Uniform Distribuiton of Deaths Assumption. This thesis, discusses an alternative approach to calculate bounds for APV, under the fractional independence asumption (FI). The FI assumes that future lifetime (T) of a insured can be considered as the sum independent the curtate future lifetime (K) and the fractional future lifetime (S). <p align=\"justify\"> <br /> The well-known properties of stochastic orders allows investigation lower and upper bounds for different types of actuarial present value. These bounds are obtained under assumption the fractional remain lifetime has a fixed mean and variance. <p align=\"justify\"> <br /> The results are illustrated for a continuous whole life insurance, which include bounds for net single premium, life annuity, net level annual premium, and benefit reserve.