Open AccessPERHITUNGAN AKTUARIA MANFAAT PENSIUN-NORMAL SUKU BUNGA VASICEK MENGGUNAKAN METODE ENTRY AGE NORMAL
Author(s) -
Wimas Astari Yuda,
I Nyoman Widana,
I Wayan Sumarjaya
Publication year - 2018
Publication title -
e-jurnal matematika
Language(s) - English
Resource type - Journals
ISSN - 2303-1751
DOI - 10.24843/mtk.2018.v07.i02.p195
Subject(s) - vasicek model , liability , econometrics , mathematics , interest rate , statistics , actuarial science , economics , monetary economics , finance
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.