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All Journal Operations Research: International Conference Series International Journal of Mathematics, Statistics, and Computing International Journal of Humanities, Law, and Politics
Rusyn, Volodymyr
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Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Law, Crime, Criminology & Criminal Justice Mathematics Social Sciences

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Aggregate Loss Models to Calculate Risk Measures Rahmawati, Septi; Adib, Andhita Zahira; Rusyn, Volodymyr
Operations Research: International Conference Series Vol. 5 No. 2 (2024): Operations Research International Conference Series (ORICS), June 2024
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v5i2.314

Abstract

The concept of aggregate loss models pertains to a stochastic variable representing the total sum of all losses encountered within a set of insurance policies. In the non-life insurance sector, it is employed to assess the potential losses that an insurance company may face when claims made by policyholders exceed the allocated claim reserves. The purpose of studying aggregate loss models is to ascertain risk measures such as standard deviation of premium principles, value at risk (VaR), and conditional tail expectation (CTE). These steps aid insurance companies in the management and quantification of risks associated with aggregate losses. The standard deviation of premium principles is calculated analytically by substituting expected values and variances, while VaR is estimated using the Monte Carlo method to determine quantile values and confidence intervals. CTE is evaluated by computing the average losses that surpass the VaR threshold. These distributions and parameters require the Pareto distribution, which characterizes claim sizes, and the Poisson or Negative Binomial distribution, which factors in the number of claims. It is crucial to carefully consider the selection of the appropriate distribution, as it plays a significant role in determining the accuracy and reliability of the model. Furthermore, other influencing factors, such as loading factors and confidence intervals, should also be taken into account. These factors have the potential to significantly impact the quantification of risk arising from the model.
Multiobjective Optimization of Stock Portofolio Cahyandari, Rini; Kamelia, Susan; Rusyn, Volodymyr
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 1 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i1.65

Abstract

Diversification is a method used to reduce risks by allocating several financial, industrial, and other instruments. Investors might need to use this method to allocate their companies’ funding as efficient as they should be. Mean variance portfolio is a diversification theory designated for investors who are aware of potential risks. On the other hand, multi-objective portfolio optimization is another theory that suits for investors who are more unaware, or choose to neglect potential business risks. Multi-objective optimization can boost source of income and minimize the risks while utilizing k weighting coefficient as risk aversion index. This research aims to form an optimal portfolio from each perspective of selected investors using multi-objective optimization, as well as to analyze the benefits and risks that the investors will have. Samples used in this research are sharia stocks actively involved in Jakarta Islamic Index (JII) and non-sharia stocks which are actively involved in LQ-45 from January 2013 to January 2018.
Analysis of the Effect of Nicotine on Brain Activity and Function Using FMRI: Implications for Cigarette Dependence Saefullah, Rifki; Hidayana, Rizki; Rusyn, Volodymyr
International Journal of Humanities, Law, and Politics Vol. 2 No. 2 (2024): International Journal of Humanities, Law, and Politics
Publisher : Communication in Research and Publications (CRP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhlp.v2i2.51

Abstract

This study examines the effect of nicotine, the main compound in cigarettes, on brain activity and function using functional Magnetic Resonance Imaging (fMRI). Nicotine influences the release of neurotransmitters such as dopamine and serotonin, which affect various aspects of life, including learning, memory, alertness, and emotional balance. Dependence on nicotine can cause withdrawal symptoms, such as anxiety, depression, and sleep disorders. Neurological research shows differences in brain activity in smokers and non-smokers, especially in the ventral (rostral anterior cingulate cortex, insula, opercular, and occipital gyrus) and dorsal (dorsal medial/lateral prefrontal cortex and dorsal anterior cingulate cortex) areas. Brain disorders are also associated with psychological disorders such as anxiety, depression and compulsive behavior. Apart from that, nicotine use can also affect the dopamine and serotonin systems, resulting in sleep disorders and emotional disorders in cigarette addicts.
Violation of the Code of Ethics for Constitutional Judges in the Constitutional Court's Decision on Requirements for Presidential and Vice Presidential Candidates Pirdaus, Dede Irman; Sidiq, Fahmi; Rusyn, Volodymyr
International Journal of Humanities, Law, and Politics Vol. 2 No. 1 (2024): International Journal of Humanities, Law, and Politics
Publisher : Communication in Research and Publications (CRP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhlp.v2i1.84

Abstract

As a country based on legal principles, Indonesia has a responsibility to respect and prioritize the principles of the rule of law, including independence and the absence of partiality in the judicial system. The level of success in implementing this principle can be measured by the extent to which the judiciary is independent in carrying it out to realize justice based on the law. However, the power of the Constitutional Court (MK) cannot be avoided from criticism and evaluation. For example, a Constitutional Court decision attracted public attention regarding the requirements for presidential and vice presidential candidates. Therefore, this article discusses the impact of the controversy that emerged after the decision of the Constitutional Court (MK) in Case Number 90/PUU-XXI/2023 on January 4 2023. This decision, which includes the cancellation of part of Law Number 7 of 2017, has raised various criticisms and doubts about the independence of the Constitutional Court. By focusing on the role of Chief Justice of the Constitutional Court Anwar Usman in minority opinions, this article analyzes the examination carried out by the Honorary Council of Constitutional Court Judges (MKMK) regarding alleged ethical violations. The implications for the credibility of the Constitutional Court as a democratic oversight institution are a major concern in this context.
Co-Authors Adib, Andhita Zahira Hidayana, Rizki Kamelia, Susan Pirdaus, Dede Irman RAHMAWATI, SEPTI Rini Cahyandari Saefullah, Rifki Sidiq, Fahmi