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ESTIMASI VALUE AT RISK PORTOFOLIO VALUTA ASING PADA KONDISI PANDEMI COVID-19 MENGGUNAKAN COPULA ANJAR ANGGRAINI; KOMANG DHARMAWAN; I WAYAN SUMARJAYA
E-Jurnal Matematika Vol. 14 No. 4 (2025)
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.2025.v14.i04.p490

Abstract

The Coronavirus disease (Covid-19) has been officially declared a pandemic by the World Health Organization (WHO). This pandemic affects not only the health of the population but also weakens the rupiah exchange rate. Fluctuations in exchange rate changes can affect the investment value, so investors need to take risk measurements. This study discusses the measurement of portfolio loss risk which is composed of a combination of USD, JPY, GBP, and EUR currency exchange rates using the value at risk (VaR) risk measure. Dependent structure analysis was carried out using the Gumbel, Clayton, and Frank copulas approach from the Archimedean copula family. The results obtained from this study are based on portfolio calculations composed of USD-GBP, JPY-GBP, and EUR-USD currency exchange rates at , , and  confidence levels in the next one-day period. The highest VaR of  is achieved by the EUR-USD portfolio at a  confidence level using the Gumbel copula. Meanwhile, the lowest estimated VaR of  is achieved by the EUR-USD portfolio at a  confidence level using the Gumbel copula.
Optimal Control Strategies for the Population Management of the Bali Starling: A Mathematical Modeling Approach Gandhiadi, G.K.; Tastrawati, N.K.; Gautama, P.W.; Dharmawan, K.
Communication in Biomathematical Sciences Vol. 8 No. 2 (2025)
Publisher : The Indonesian Bio-Mathematical Society

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5614/cbms.2025.8.2.3

Abstract

The Bali Starling (Leucopsar rothschildi), an endemic species of Bali, faces severe threats from habitat loss, poaching, and environmental changes, necessitating effective conservation strategies. This study presents a mathematical model to describe the population dynamics of the Bali Starling within the breeding center at USS Tegal Bunder, TNBB, integrating optimal control theory to improve conservation efforts. The model incorporates key biological factors such as growth, transfer, and habituation processes, and utilizes Pontryagin’s Maximum Principle to determine an optimal control strategy that balances population sustainability with resource efficiency. Numerical simulations compare controlled and uncontrolled scenarios, highlighting the impact of different control cost weights (q) on population management. The results suggest that moderate control interventions (q = 0.06 − 0.10) are most effective, ensuring sustainable population growth while min- imizing intervention costs. These findings provide valuable insights for optimizing captive breeding programs and offer a scientific basis for adaptive conservation strategies to protect endangered species like the Bali Starling.
PERHITUNGAN PREMI KOMODITAS PADI BERBASIS INDEKS CURAH HUJAN DENGAN DISTRIBUSI WEIBULL DAN DISTRIBUSI EKSPONENSIAL CAMPURAN I KADEK WIDIADNYANA; KOMANG DHARMAWAN; NI KETUT TARI TASTRAWATI
E-Jurnal Matematika Vol. 15 No. 2 (2026)
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.2026.v15.i02.p506

Abstract

Agricultural insurance is insurance that exists in the agricultural sector. Agricultural insurance is relatively recently introduced in Indonesia, there are three types of agricultural insurance, agricultural insurance based on losses, price-based agricultural insurance, and index-based agricultural insurance. In this study, the type of agricultural insurance used is index-based insurance, especially based on the rainfall index. The purpose of this study was to determine the procedures required to determine the price of agricultural insurance premiums based on the rainfall index and calculate agricultural insurance premiums using the Weibull distribution or mixed exponential distribution. Furthermore, where the premium price is relatively smaller and close to the insurance premium recommended by the government. In this study, the premium price generated is different for the two distributions, with a not too large difference in the range of rainfall resulting from the simulation of rainfall obtained by using a mixed exponential distribution to get a smaller premium value.
Co-Authors A.A DWI MARSITA ANGGRAENI AA Sudharmawan, AA ADE AYU NITA DEVI ANJAR ANGGRAINI AULIA ATIKA PRAWIBTA SUHARTO DERY MAULANA DESAK PUTU DEVI DAMIYANTI Desak Putu Eka Nilakusmawati DEVI NANDITA. N DEWA AYU AGUNG PUTRI RATNASARI ELVINA LIADI FEBBY VERENNIKA Fransisca Emmanuella Aryossi G. K Gandhiadi G. K. GANDHIADI G.K. GANDHIADI Gandhiadi, G K Gautama, P.W. GEDE SUMENDRA HAMITA HAKMI HERLINA HIDAYATI I G. A. Widagda I GEDE ARYA DUTA PRATAMA I GEDE ERY NISCAHYANA I GEDE RENDIAWAN ADI BRATHA I Gusti Ayu Made Srinadi I GUSTI AYU MITA ERMIA SARI I GUSTI MADE AYU ANGGUN TIARA PRATINI I GUSTI PUTU NGURAH MAHAYOGA I KADEK WIDIADNYANA I KOMANG GDE SUKARSA I KOMANG TRY BAYU MAHENDRA I NYOMAN BRYAN ANDIKA I Nyoman Widana I Putu Eka Nila Kencana I PUTU OKA PARAMARTHA I PUTU YUDHI PRATAMA I Wayan Sumarjaya I WAYAN WIDHI DIRGANTARA ICHA WINDA DIAN SAFIRA IDA AYU EGA RAHAYUNI IDA AYU GDE KHASMANA PUTRI IDA AYU PUTU CANDRA DEWI IDA BAGUS ANGGA DARMAYUDA IKHSAN AKBAR INTAN AWYA WAHARIKA INTAN LESTARI IRENE MAYLINDA PANGARIBUAN KADEK FRISCA AYU DEVI KADEK INTAN SARI KADEK MIRA PITRIYANTI Kartika Sari Ketut Jayanegara LUH HENA TERECIA WISMAWAN PUTRI LUH PUTU IDA HARINI Luh Putu Ratna Sundari LUSIA EMITRIANA MAGOL MADE ASIH MAKBUL MUFLIHUNALLAH MERARY SIANIPAR MIRANDA NOVI MARA DEWI N. N. Rupiasi NABILA NUR JANNAH NI KADEK NITA SILVANA SUYASA NI KADEK PUSPITAYANTI Ni Ketut Tari Tastrawati NI LUH NIKASARI NI LUH PUTU KARTIKA WATI Ni Luh Putu Suciptawati Ni Made Asih NI MADE NITA ASTUTI NI NYOMAN AYU ARTANADI Ni Nyoman Rupiasih NI PUTU AYUNDA SURYA DEWI Ni Putu Leony Putri Paramita NI PUTU WIDYA ISWARI DEWI NI WAYAN UCHI YUSHI ARI SUDINA PUTU AMANDA SETIAWANI PUTU AYU DENI PUTU IKA OKTIYARI LAKSMI PUTU MIRAH PURNAMA D. PUTU SAVITRI DEVI PUTU WIDYA ASTUTI Ratna Sari Widiastuti RISKA YUNITA SAYID QOSIM SORAYA SARAH AFIFAH Surma, Odilia Gratiaplena Susanti Marito Barus Swastika, Putu Veri Tastrawati, N.K. Tjokorda Bagus Oka ULFA MAULIDA VIAN RISKA AYUNING TYAS VIKY AMELIAH WAYAN ARTHINI Wijayakusuma, I Gusti Ngurah Lanang WIRYA SEDANA Yan Ramona YOHANA Th.V. SERAN YOSEVA AGUNG PRIHANDINI