MODELING STOCHASTIC INTEREST RATE IN LIFE CONTINGENCIES

Lienda Noviyanti, Muhammad Syamsuddin

Abstract


In this paper we model stochastic interest rate in life contingencies through a simulation. In addition, some risk measures
are employed to measure the risk of interest rate fluctuation which based on loss function.



DOI: https://doi.org/10.29313/jstat.v4i2.887

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