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All Journal E-Jurnal Matematika JTAM (Jurnal Teori dan Aplikasi Matematika) Teorema: Teori dan Riset Matematika Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Matematika Integratif
RIAMAN RIAMAN
Universitas Padjadjaran
Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Mathematics Mechanical Engineering Transportation

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PENERAPAN HUKUM MORTALITA MAKEHAM UNTUK PENENTUAN NILAI CADANGAN PREMI ASURANSI JOINT LIFE DENGAN METODE FACKLER MIFTAAHUL JANNAH; AGUS SUPRIATNA; RIAMAN RIAMAN
E-Jurnal Matematika Vol 9 No 3 (2020)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2020.v09.i03.p297

Abstract

Joint life insurance is life insurance with an amount of more than one person, where the benefits are paid when one of the insured dies. The possibility of insurance companies will suffer losses if the claims that occur are more than predicted, so the premium reserve calculation is required. In this study, reserves were calculated using the Fackler method based on the Indonesian Mortality Table 2011 and the Makeham Assumption Mortality Table. The Indonesian Mortality Table 2011 was analyzed for the estimated parameters contained in the Makeham Assumption Mortality Table. Then the premium calculation and premium reserve calculation are done using the Fackler method based on the Makeham Assumption Mortality Table and the comparison uses the Indonesian Mortality Table 2011. The results of the calculation of the premiums based on the Makeham Assumption Mortality Table are greater than using the Indonesia Mortality Table 2011, while the premium reserve results are greater using the Indonesian Mortality Table 2011 than using the Makeham Assumption Mortality Table. This is because the chances of survival based on the Makeham Assumption Mortality Table are smaller than the Indonesian Mortality Table 2011.
Application of Historical Burn Analysis Method in Determining Agricultural Premium Based on Climate Index Using Black Scholes Method Devi Ariyanti; Riaman Riaman; Iin Irianingsih
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 4, No 1 (2020): April
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v4i1.1799

Abstract

Farmers often suffer losses due to crop failure. The failure of the harvest is influenced by one of them is flooding, especially in Bandung which is quite frequent rain. Therefore one of the government's efforts to minimize losses from crop failures is the existence of an agricultural insurance program. The insurance system used is climate index insurance where the climate index is not plant insurance. This study aims to get a large premium to be paid by farmers using the Black-Scholes method. Meanwhile, to determine the climate index using the Historical Burn Analysis method. The results of this study are getting a variety of trigger values and exit values as well as the amount of premium that must be paid by farmers every planting season. Trigger values represent the minimum full payment limit. The exit value represents the maximum limit for no payment. The premium value obtained based on the selected trigger value also varies and is large enough so that it can be considered by farmers in choosing an agricultural insurance policy. Therefore, the method used must still be investigated to adjust to farmers, especially in Bandung.
ANALISIS PENERAPAN METODE POHON BINOMIAL DAN METODE BLACK-SCHOLES DALAM PENENTUAN HARGA OPSI BELI Betty Subartini; Riaman Riaman; Nahda Nabiilah; Sukono Sukono
Teorema: Teori dan Riset Matematika Vol 6, No 2 (2021): September
Publisher : Universitas Galuh

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25157/teorema.v6i2.5781

Abstract

Opsi adalah salah satu surat perjanjian jual beli saham antara pihak penjual dan pembeli untuk melakukan suatu kesepakatan dengan harga dan periode yang ditentukan. Seseorang yang membeli opsi bisa memilih untuk melaksanakan haknya ataupun tidak. Penelitian ini bertujuan mengetahui hasil perbandingan harga Opsi Beli Apple Inc., dengan penggunaan dua metode yaitu metode Pohon Binomial dan metode Black-Scholes. Hasil dari penelitian ini menunjukkan bahwa dengan asumsi suku bunga bebas risiko dan strike price yang ditentukan sama, maka hasil perhitungan harga Opsi Beli dengan kedua metode tersebut hampir sama. Dapat disimpulkan bahwa harga Opsi Beli yang didapat dengan metode Pohon Binomial mendekati harga Opsi Beli dengan metode Black-Scholes. Sehingga kedua metode tersebut layak digunakan untuk perhitungan awal harga Opsi Beli.Kata kunci:  Metode black-scholes, metode pohon binomial, opsi tipe eropa
Analisis Kesediaan Membayar Premi Asuransi Usahatani Padi Menggunakan Model Regresi Logistik Putri Adhira Novalia; Riaman Riaman; Betty Subartini
Jurnal Matematika Integratif Vol 18, No 1: April 2022
Publisher : Department of Matematics, Universitas Padjadjaran

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (304.751 KB) | DOI: 10.24198/jmi.v18.n1.38212.19-26

Abstract

Kegiatan pertanian khususnya usahatani padi akan selalu dihadapkan pada risiko yang cukup tinggi, meliputi tingkat kegagalan panen yang disebabkan oleh bencana alam (banjir, kekeringan, dll.) serta serangan hama dan penyakit tanaman karena perubahan iklim. Asuransi Usahatani Padi diharapkan dapat menjadi salah satu solusi untuk pengalihan risiko gagal panen yang mungkin dialami oleh petani. Tujuan dari penelitian ini adalah untuk menentukan nilai rata-rata, faktor-faktor yang memengaruhi, dan nilai peluang kesediaan membayar premi. Kesediaan membayar premi nilainya dapat ditentukan melalui Contingent Valuation Method (CVM). Sedangkan untuk mengetahui faktor-faktor yang memengaruhi dan nilai peluang kesediaan membayar premi dianalisis menggunakan Regresi Logistik. Berdasarkan hasil penelitian, didapat nilai rata-rata kesediaan membayar premi sebesar Rp31.973,73/Ha/MT. Lebih kecil 11,18% dari premi yang ditentukan oleh pemerintah saat ini. Dari model Regresi Logistik diperoleh faktor utama yang dapat memengaruhi petani untuk membayar premi, yaitu luas lahan pertanian dan pengalaman bertani, serta nilai peluang petani untuk membayar premi adalah 0,1414.
PENGGUNAAN METODE BORNHUETTER-FERGUSON UNTUK ESTIMASI CADANGAN KLAIM Riaman Riaman; Betty Subartini; Kankan Parmikanti
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i2.366

Abstract

Health insurance company have to determine claim reserve that’s suitable with the existing condition. There is three party that’s involved in the health insurance management, namely the policy holder, Admedika as the third party administration, and also the insurance company itself as the (insurer). When the policy holder obtained treatments whose financing is done through a health insurance, then the health insurance company have the obligation to finish the financial matters. Delays in payments from insurance companies to health facilities are caused, among others, by the administrative process. Thus, every claim submitted by the insured party to the insurance company will be settled in stages to the health facilities. The data presented from these conditions form a triangle matrix (run-off triangle) which then becomes the basis for estimating the amount of IBNR claims reserves. The Bornhuetter-Ferguson (BF) method involves the amount of premium that has become income for the company and calculates the Ultimate Claim value in estimating the amount of claim reserves. This method is the result of the development of the previous method, Chain-Ladder (CL), which only relies on historical data on claim payments. Premium calculations need to be involved in health insurance, because the insurance period is short, which is only one year. Insurance companies haven't had time to turn around the money to invest, so payment of claims will depend more on the premium that becomes income for the company (earned premium). The estimated claim reserve value is more suitable and robust than the CL method. Estimated claim reserves that occur in the 2nd event period amount to IDR50,658,714 with an estimated interval for the 2nd event period between IDR10,215,477 and IDR91,101,950
Analisis Perbandingan Hasil Peramalan Harga Saham Menggunakan Model Autoregresive Integrated Moving Average dan Long Short Term Memory Luki Setiawan; Dwi Susanti; Riaman Riaman
Jurnal Matematika Integratif Vol 19, No 2: Oktober 2023
Publisher : Department of Matematics, Universitas Padjadjaran

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24198/jmi.v19.n2.42164.223-234

Abstract

Saham menjadi salah satu instrumen investasi yang populer di tengah masyarakat modern. Saham berpotensi memberikan keuntungan yang besar namun juga memiliki risiko yang besar, oleh sebab itu dibutuhkan peramalan harga saham untuk menghadapi risiko dalam berinvestasi saham. Data harga saham termasuk ke dalam data deret waktu sehingga diperlukan analisis deret waktu dalam meramalkannya. Terdapat dua model populer dalam meramalkan data deret waktu yaitu Model Autoregressive Integrated Moving Average (ARIMA) dan Model Long Short Term Memory (LSTM). Tujuan dalam penelitian ini adalah untuk menemukan model ARIMA terbaik dan kombinasi hyperparameter model LSTM terbaik, serta membandingkan akurasi hasil peramalan kedua model tersebut untuk memperoleh model yang terbaik dalam meramalkan harga saham terpilih. Metode Maximum Likelihood Estimation digunakan dalam mengestimasi parameter model ARIMA dan Metode Trial and Error digunakan dalam menentukan kombinasi hyperparameter model LSTM. Data yang digunakan adalah data harga penutupan saham BBCA, BBTN, dan BMRI selama 1 tahun (1 April 2021 – 31 Maret 2022). Hasil penelitian menunjukkan bahwa model LSTM merupakan model terbaik dalam meramalkan data harga saham BBCA, sementara itu model ARIMA (1,1,0) merupakan model terbaik dalam meramalkan data harga saham BBTN dan BMRI. Seluruh hasil peramalan dengan menggunakan model terbaik untuk masing-masing saham, masuk ke dalam kriteria peramalan yang sangat akurat karena memiliki nilai MAPE <10%.
Co-Authors AGUS SUPRIATNA Betty Subartini Devi Ariyanti Dwi Susanti Iin Irianingsih Kankan Parmikanti Luki Setiawan MIFTAAHUL JANNAH Nahda Nabiilah Putri Adhira Novalia Sukono Sukono