ALGORITMA MIRING UNTUK MEMPREDIKSI HARAPAN HIDUP LENGKAP DAN NILAI SEKARANG AKTUARIA PADA MODEL ASURANSI JIWA KONTINU; A TILTING ALGORITHM TO PREDICT COMPLETE EXPECTATION OF LIFE AND ACTUARIAL PRESENT VALUE FOR CONTINUOUS LIFE INSURANCE MODEL

DESTY RAKHMAWATI, Adhitya Ronnie Effendie

2014 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

Life insurance is a contract from the insurance company to the customer that if the customer runs the risk of death in life, the insurance company will provide a death benefit to a certain amount to the heirs of the customer. In any insurance plan, life insurance companies will do the calculations based on mortality tables. Mortality table is a table that describes the probability of survival group of people. Mortality table used for model calculations with the life insurance death benefit is paid at the end of the death . Yet in practice, the insurance is not only used for ages integers but also for fractional age. Thus Bowers, et al (1997) introduced the fractional age assumption, namely the assumption of a linear, exponential, and hyperbolic. Jones and Mereu (2002 ) introduced LFM family. LFM Parameter value of the acceleration of the death LFM of family can be found using tilting algorithm. Algorithm tilting introduced by Barz and Muller (2011). The result of this algorithm can be used to determine complete expectation of life, APV and NSP for life insurance on the life insurance continuous models .

Kata Kunci : Assumption Linear, Assumption Exponential, Assumption Hyperbolic, family of LFM, Tilting Algorithm.