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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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
id id-itb.:5423
spelling id-itb.:54232006-01-07T17:18:30ZFINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract Indrawati Indonesia Theses INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/5423 <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. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
description <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.
format Theses
author Indrawati
spellingShingle Indrawati
FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
author_facet Indrawati
author_sort Indrawati
title FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
title_short FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
title_full FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
title_fullStr FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
title_full_unstemmed FINANCIAL AND DEMOGRAPHIC RISKS WITH INTEREST RATE STOCHACTIC: Abstract
title_sort financial and demographic risks with interest rate stochactic: abstract
url https://digilib.itb.ac.id/gdl/view/5423
_version_ 1820663681426391040