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Sri Haryatmi Kartiko
Departemen Matematika, FMIPA, Universitas Gadjah Mada
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ANALISIS SURVIVAL UNTUK DURASI PROSES KELAHIRAN MENGGUNAKAN MODEL REGRESI HAZARD ADDITIF Triastuti Wuryandari; Sri Haryatmi Kartiko; Danardono Danardono
Jurnal Gaussian Vol 9, No 4 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v9i4.29259

Abstract

Survival data is the length of time until an event occurs. If  the survival  time is affected by other factor, it can be modeled with a regression model. The regression model for survival data is commonly based  on the Cox proportional hazard model. In the Cox proportional hazard model, the covariate effect act  multiplicatively on unknown baseline hazard. Alternative to the multiplicative hazard model is the additive hazard model. One of  the additive hazard models is the semiparametric additive  hazard model  that introduced by Lin Ying in 1994.  The regression coefficient estimates in this model mimic the scoring equation in the Cox model. Score equation of Cox model is the derivative of the Partial Likelihood and methods to maximize partial likelihood with Newton Raphson iterasi. Subject from this paper is describe the multiplicative and additive hazard model that applied to the duration of the birth process. The data is obtained from two different clinics,there are clinic that applies gentlebirth method while the other one no gentlebirth. From the data processing obtained the factors that affect on the duration of the birth process are baby’s weight, baby’s height and  method of birth. Keywords: survival, additive hazard model, cox proportional hazard, partial likelihood, gentlebirth, duration
ESTIMASI CADANGAN KLAIM MENGGUNAKAN GENERALIZED LINEAR MODEL (GLM) DAN COPULA Yuciana Wilandari; Sri Haryatmi Kartiko; Adhitya Ronnie Effendie
Jurnal Gaussian Vol 9, No 4 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v9i4.29260

Abstract

In the articles of this will be discussed regarding the estimated reserves of the claim using the Generalized Linear Model (GLM) and Copula. Copula is a pair function distribution marginal becomes a function of distribution of multivariate. The use of copula regression in this article is to produce estimated reserves of claims. Generalized Linear Model (GLM) used as a marginal model for several lines of business. In research it is used three kinds of line of business that is individual, corporate and professional. The copula used is the Archimedean type of copula, namely Clayton and Gumbel copula. The best copula selection method is done using Akaike Information Criteria (AIC). Maximum Likelihood Estimation (MLE) is used to estimate copula parameters. The copula model used is the Clayton copula as the best copula. The parameter estimation results are used to obtain the estimated reserve value of the claim.
Co-Authors Adhitya Ronnie Effendie Danardono Danardono Triastuti Wuryandari Yuciana Wilandari