PENDEKATAN MODEL MULTI STATE SEMI MARKOV DALAM MENENTUKAN PREMI TUNGGAL BERSIH PADA ASURANSI JIWA MULTI-LIFE; SEMI MARKOV MULTI STATE MODEL APPROACH TO DETERMINE NET SINGLE PREMIUM OF MULTI LIFE LIFE INSURANCE

I GUSTI NYOMAN YUDI HARTAWAN, Danardono

2013 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

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.

Kata Kunci : Premi tunggal; Asuransi Jiwa