Authors:

WIMAS ASTARI YUDA, I NYOMAN WIDANA, I WAYAN SUMARJAYA

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.”

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PDF:

https://jurnal.harianregional.com/mtk/full-39560

Published

2018-05-13

How To Cite

YUDA, WIMAS ASTARI; WIDANA, I NYOMAN; SUMARJAYA, I WAYAN. PERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL.E-Jurnal Matematika, [S.l.], v. 7, n. 2, p. 134-140, may 2018. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-39560. Date accessed: 02 Jun. 2025. doi:https://doi.org/10.24843/MTK.2018.v07.i02.p195.

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Issue

Vol 7 No 2 (2018)

Section

Articles

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