PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL

Author:

YUDA WIMAS ASTARI,WIDANA I NYOMAN,SUMARJAYA I WAYANORCID

Abstract

Vasicek is one of the stochastic interest rate models that can figure out  fluctuating interest rate movements. This study aims to determine the actuarial calculation of normal contributions and actuarial liability with Vasicek interest rates using entry age normal (EAN) method. Based on the calculation of normal contribution and actuarial liability with Vasicek interest rate using this  method for normal retirement age of 56 years obtained a smaller value than using constant interest rate.

Publisher

Universitas Udayana

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. FROZEN INITIAL LIABILITY METHOD TO DETERMINE NORMAL COST OF PENSION FUND WITH VASICEK INTEREST RATE MODEL;Journal of Fundamental Mathematics and Applications (JFMA);2023-11-27

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