PENDEKATAN MODEL MULTI STATE SEMI MARKOV DALAM MENENTUKAN PREMI TUNGGAL BERSIH PADA ASURANSI JIWA MULTI-LIFE
To model the dependence between the lifetimes of a husband and wife we used semi markov model that derived from markov model which its transition intensities depend not only on current state but also the time elapsed since the last transition. The estimation on this model used maximum likelihood est...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Theses and Dissertations NonPeerReviewed |
| منشور في: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/122882/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=62991 |
| الوسوم: |
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| المؤسسة: | Universitas Gadjah Mada |
| الملخص: | To model the dependence between the lifetimes of a husband and wife we
used semi markov model that derived from markov model which its transition
intensities depend not only on current state but also the time elapsed since the last
transition. The estimation on this model used maximum likelihood estimation and
it�s results were used to determine net single premium of multi life insurance
survivorship. |
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