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Modification of interest rate model based on compound poisson process and brownian motion affected by inflation rate

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Abstract

In actuarial science, interest rate model based on compound Poisson process and Brownian motion is proposed to determine actuarial present value. We used inflation rate in interest rate model to obtain the behavioural change of interest rate model under different parameters based on inflation rate data of Bank Indonesia. The interest rate model can be used to determine actuarial present value of term life insurance for discrete life annuities. To confirm the analytical result, some numerical simulations are presented.

Original languageEnglish
Article number012047
JournalJournal of Physics: Conference Series
Volume1490
Issue number1
DOIs
Publication statusPublished - 9 Jun 2020
Event5th International Conference on Mathematics: Pure, Applied and Computation, ICoMPAC 2019 - Surabaya, Indonesia
Duration: 19 Oct 2019 → …

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