PENETAPAN HARGA PREMI ASURANSI JIWA BERDASARKAN HETEROGENITAS MORTALITA POPULASI; ( LIFE INSURANCE PREMIUMS PRICING BASED ON HETEROGENEITY OF POPULATION MORTALITY )
Kartika, Desa K Made R, Danardono
2015 | Disertasi | FMIPAHeterogeneity of mortality is exist in populations. One of the models use to measure the heterogeneity of the population mortality is a model of frailty. Frailty is an unobserved mortality risk factor, where frailty presents an individuals’ relative susceptibility to death. Frailty is assumed to be fixed at birth, and does not vary with age. Mortality rate of individual is different because of the heterogeneity of the population. In this study, the Gamma and Inverse Gaussian distributions for frailty will be considered. Mortality models obtained is used to calculate the life insurance premiums.
Kata Kunci : Heterogeneity Mortality; Frailty Model; Gamma Distribution; Inverse Gaussian Distribution; Life Insurance Premiums
