Komputasi: Jurnal Ilmiah Ilmu Komputer dan Matematika
Vol 20, No 1 (2023): Komputasi: Jurnal Ilmiah Ilmu Komputer dan Matematika

Dwiguna Life Insurance Zilmer Reserves With The Cox-Ingersoll-Ross (CIR) Interest Rate

Hasriati Hasriati (Departemen of Mathematics, Faculty of Mathematics and Natural Sciences, Riau University, Indonesia)
Sukono Sukono (Departemen of Mathematics, Faculty of Mathematics and Natural Sciences, Padjadjaran University, Indonesia)
Ihda Hasbiyati (Departemen of Mathematics, Faculty of Mathematics and Natural Sciences, Padjadjaran University, Indonesia)
T.P Nababan (Departemen of Mathematics, Faculty of Mathematics and Natural Sciences, Padjadjaran University, Indonesia)
Aulia Kirana (awdiakirana12@gmail.com)

Article Info

Publish Date
02 Dec 2022

Abstract

This article discusses Zilmer's reserve of dual purpose life insurance. Zillmer reserve is one type of modified premium reserve that is calculated using prospective reserves and Zillmer level of , which is the difference from gross premium and net premium in the 1st policy year is greater than standard loading, so it is necessary to find a way for the loading to be smaller than standard loading. Furthermore, in determining Zilmer's reserves using cox-ingersoll-ross interest rate (CIR) which will be expressed in the form of discount vaktor by estimating two parameters through variance. 

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Journal Info
Komputasi: Jurnal Ilmiah Ilmu Komputer dan Matematika
Website

Abbrev

komputasi

Publisher

Universitas Pakuan

Subject

Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management

Description

Scientific Journal of Computer and Mathematical Science (Jurnal Ilmiah Ilmu Komputer dan Matematika) is initiated and organized by Department of Computer Science, Faculty of Mathematics and Science, Pakuan University (Unpak), Bogor, Indonesia to accommodate the writing of research results for the ...