APROKSIMASI DISTRIBUSI WAKTU HIDUP YANG AKAN DATANG
Keywords:
approximations, future lifetime distribution, shifted Jacobi polynomials, exponentials combination, Makeham’s law
Abstract
This paper give an analitical technique to approximate future lifetime distributions. Approximations of the future lifetime distribution based on the shifted Jacobi polynomials, and
it yielded the sequences of a exponentials combination. The results of approximations of the future lifetime distribution in this cases study based on Makeham’s Law. It is very accurate in
the case study.
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References
Bowers, N. L. Jr., Gerber, H. U., Hickman, J. C., Jones, D. A., dan Nesbitt, C. J., 1997, Actuarial Mathematics. edisi kedua, Society of Actuaries, Schaumburg, IL.
Dufresne, D., 2006, Fitting Combinations of Exponentials to Probability Distributions, To Appear in Applied Stochastic Models in Business and Industry.
Dufresne, D., 2007, Stochastic Life Annuities, North American Actuarial Journal.
Sinay, L. J., 2010, Anuitas Hidup yang didasarkan atas Kombinasi Eksponensial dari Aproksimasi Distribusi Waktu Hidup Yang Akan Datang, Tesis pada Program Studi S2 Matematika Fakultas MIPA, Universitas Gadjah Mada, Yogyakarta.
Dufresne, D., 2006, Fitting Combinations of Exponentials to Probability Distributions, To Appear in Applied Stochastic Models in Business and Industry.
Dufresne, D., 2007, Stochastic Life Annuities, North American Actuarial Journal.
Sinay, L. J., 2010, Anuitas Hidup yang didasarkan atas Kombinasi Eksponensial dari Aproksimasi Distribusi Waktu Hidup Yang Akan Datang, Tesis pada Program Studi S2 Matematika Fakultas MIPA, Universitas Gadjah Mada, Yogyakarta.
Published
2011-03-01
How to Cite
[1]
T. Pentury, R. Matakupan, and L. Sinay, “APROKSIMASI DISTRIBUSI WAKTU HIDUP YANG AKAN DATANG”, BAREKENG: J. Math. & App., vol. 5, no. 1, pp. 47-51, Mar. 2011.
Section
Articles
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