FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract

<b>Abstract: </b><p align="justify"> This paper will be explain how to predict finance and demographic risks with interest rate stochastic into life insurance. Annual period management used to evaluate risk base on generalized ParkerÂ’s model. Furthermore we assume intere...

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Bibliographic Details
Main Author: Indrawati
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/5423
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Institution: Institut Teknologi Bandung
Language: Indonesia
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Summary:<b>Abstract: </b><p align="justify"> This paper will be explain how to predict finance and demographic risks with interest rate stochastic into life insurance. Annual period management used to evaluate risk base on generalized ParkerÂ’s model. Furthermore we assume interest rate have to Orstein-Uhlenbeck.<p align="justify"> Process and we used some contract form to explain data based on same information about benefit, term, and insured age.