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PREMI TUNGGAL ASURANSI JIWA EQUITY-LINKED : ANALISIS PENGARUH USIA TERTANGGUNG DAN WAKTU JATUH TEMPO Yunita Wulan Sari; Gunardi Gunardi
AdMathEdu : Jurnal Ilmiah Pendidikan Matematika, Ilmu Matematika dan Matematika Terapan Vol 4, No 2: Desember 2014
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (373.108 KB) | DOI: 10.12928/admathedu.v4i2.4803

Abstract

PENDEKATAN OPSI CASH-OR-NOTHING UP AND IN BARRIER UNTUK PENENTUAN NILAI PREMI ASURANSI PERTANIAN Yunita Wulan Sari; Gunardi Gunardi
Indonesian Journal of Statistics and Applications Vol 4 No 3 (2020)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v4i3.660

Abstract

Crop insurance is a type of insurance that provides protection to farmers who hold an insurance policy for losses due to crop failure. Extreme weather, especially rainfall, has been the main cause of the crop failure. Therefore, the type of crop insurance based on weather or rainfall must be developed and applied. This paper will discuss the cash-or-nothing up and in barrier option approach for determining insurance premiums where the risk of loss in terms of high rainfall, then compare it to the Black-Scholes option approach. In this approach, the claim limit is based on the rainfall index and the value of the barrier is determined according to the size of the extreme rainfall. We use cumulative rainfall data in the first subround in Sleman regency as a case study. The conclusions obtained are barrier value has a negative effect on the value of insurance premiums and claim limit value has a positive effect. Besides the premium value with this barrier option approach is cheaper than the Black-Scholes option approach, this approach method more interesting to apply because of the barrier value addition.
Penentuan Batas Maksimum Premi Asuransi Pertanian Yunita Wulan Sari
Journal of Data Analysis Volume 1, Number 2, December 2018
Publisher : Department of Statistics, Syiah Kuala University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (293.046 KB) | DOI: 10.24815/jda.v1i2.12204

Abstract

Risiko kerugian yang dialami oleh seseorang dapat dipengaruhi oleh faktor-faktor non-deterministik yang bersifat tidak pasti dan random. Risiko kerugian ini dapat dideskripsikan dalam uncertain random variable. Fungsi utilitas juga dapat membantu dalam memudahkan persoalan yang penuh dengan ketidakpastian. Di Indonesia, kebanyakan petani masih enggan ikut serta dalam program asuransi pertanian dengan alasan besarnya premi, jaminan atas gagal panen yang diperoleh, dan syarat klaim tidak sebanding dengan modal tanam yang petani keluarkan. Oleh karena itu, dalam penelitian ini akan dibahas bagaimana menentukan batas maksimum premi pertanian dengan menggunakan fungsi utilitas dari modal tanam dan memandang besarnya kerugian yang dihadapi petani sebagai variabel random tak pasti. Hasil penelitian ini dapat menjadi alternatif penghitungan batas maksimum premi yang mudah dalam penerapannya. The risk of loss experienced by a person can be influenced by non-deterministic factors that are uncertain and random. This loss risk can be described in the uncertain random variable. Utility functions can also help to facilitate problems that are filled with uncertainty. In Indonesia, most farmers are still reluctant to participate in agricultural insurance programs by reason of the amount of premiums, collateral for crop failures obtained, and claim requirements not proportional to the capital they spend. Therefore, in this study will be discussed how to determine the maximum limit of agricultural insurance premiums, using utility function of capital investment and looking the magnitude of expectations of losses faced as uncertain random variable. The results of this study can be an alternative premium calculation limit that is easy to implement.
PERAMALAN BEBAN LISTRIK DAERAH ISTIMEWA YOGYAKARTA DENGAN METODE SINGULAR SPECTRUM ANALYSIS (SSA) Herni Utami; Yunita Wulan Sari; Subanar Subanar; Abdurakhman Abdurakhman; Gunardi Gunardi
MEDIA STATISTIKA Vol 12, No 2 (2019): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (740.583 KB) | DOI: 10.14710/medstat.12.2.214-225

Abstract

This paper will study forecasting model for electricity demand in Yogyakarta and forecast it for 2019 until 2024. Usually, electricity demand data contain seasonal. We propose Singular Spectral Analysis-Linear Recurrent Formula (SSA-LRF) method. The SSA process consists of decomposing a time series for signal extraction and then reconstructing a less noisy series which is used for forecasting. The SSA-LRF method will be used to forecast h-step ahead. In this study, we use monthly electricity demand in Yogyakarta for 11 year (2008 to 2018). The forecasting results indicates that the forecast using window length of L=26 have good performance with MAPE of 1.9%.