Jurnal Matematika
Vol 8 No 1 (2018)

Evaluasi Premi Joint Life Pasangan Suami Istri Menggunakan Copula Frank

I Nyoman Widana (Udayana University)
Ni Made Asih (Udayana University)

Article Info

Publish Date
25 Jul 2018

Abstract

This paper introduces the joint life satatus for married couples with independent and dependent mortality models. Using Frank copula and Indonesia Life Tables 2011, we evaluate the impact of dependent future lifetimes on the net single and level premium. The results show premium rates are reduced if models of dependent future lifetime are used compared to the models using an assumption of independence.

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Journal Info
Jurnal Matematika
Website

Abbrev

jmat

Publisher

Universitas Udayana

Subject

Mathematics

Description

Jurnal Matematika (p-ISSN: 1693-1394 |e-ISSN: 2655-0016| DOI: 10.24843/JMAT ) is an open access journal which publishes the scientific works for researchers. The articles of this journal are published every six months, that is on June and ...