COMPARISON OF PROJECTED UNIT CREDIT AND ENTRY AGE NORMAL METHODS IN PENSION FUND VASICEK AND COX-INGERSOLL-ROSS MODELS

The pension program is one of the pension fund's efforts to anticipate the risks that will be experienced by participants in old age. Actuarial calculations help to determine the benefits that participants will receive by considering life chances, interest rates, age when becoming a participant...

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Bibliographic Details
Main Authors: Sulma Sulma, I Nyoman Widana, Syamsuddin Toaha, Ita Fitria
Format: Article
Language:English
Published: Universitas Pattimura 2023-12-01
Series:Barekeng
Subjects:
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/10361
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