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All Journal Jurnal Ilmu-Ilmu Peternakan (Indonesian Journal of Animal Science) Delta: Jurnal Ilmiah Pendidikan Matematika Journal of Fundamental Mathematics and Applications (JFMA)
Werry Febrianti
Department Of Mathematcis, Institut Teknologi Sumatera, Lampugn Selatan, 35365, Indonesia
Decision Sciences, Operations Research & Management Education Mathematics Other

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Teknik Mengkonstruksi Distribusi Bivariat Copula Clayton pada Data Marginal Diskrit dengan Implikasi Kebergantungan Andi Fitriawati; Werry Febrianti; Ariestha Widyastuty Bustan; Amris -
Delta: Jurnal Ilmiah Pendidikan Matematika Vol 8, No 2 (2020): Delta Jurnal Ilmiah Pendidikan Matematika
Publisher : Universitas Pekalongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31941/delta.v8i2.1075

Abstract

Data memiliki peranan yang sangat penting dalam berbagai aspek kehidupan. Ketika memiliki dua jenis data, maka hal menarik yang diketahui dalah peluang kedua jenis data tersebut dapat terjadi secara serentak/bersamaan. Hal ini berarti bahwa perlu dikonstruksi distribusi bivariatnya, baik fungsi peluang maupun fungsi distribusi (fungsi peluang kumulatif). Dalam mengkonstruksi distribusi bivariat, diperlukan distribusi marginal dari masing-masing data serta perlu diketahui sifat kebergantungannya. Adanya informasi mengenai kebergantungan pada data akan mempengaruhi teknik yang digunakan dalam mengkonstruksi distribusi bivariatnya. Jika data memiliki kebergantungan, maka mengkonstruksi distribusi bivariatnya dapat menggunakan Copula. Copula merupakan salah satu alat popular yang digunakan untuk mengkonstruksi distribusi bivariat maupun multivariat dengan implikasi kebergantungan. Namun, ketika data berasal dari distribusi marginal diskrit maka mengkonstruksi distribusi bivariat Copula secara langsung akan menghasilkan Copula C yang tidak unik sesuai dengan teorema Sklar. Akibatnya, akan menghasilkan interprestasi yang tidak jelas, terutama pada sifat kebergantungannya. Oleh sebab itu, perlu adanya teknik tertentu dalam mengkonstruksi distribusi bivariat Copula pada data marginal diskrit. Idenya, dengan mengkontinukan distribusi marginalnya melalui transformasi jitters. Hasil transformasi jitters inilah yang kemudian digunakan untuk mengkonstruksi distribusi bivariat Copula. Distribusi bivariat Copula pada data jitters sama dengan distribusi bivariat pada data aslinya karena data jitters mampu mempresentasikan data aslinya. Adapun Copula yang digunakan adalah Copula Clayton. Semua proses mengkonstruksi distribusi bivariat Copula Clayton pada data marginal diskrit dengan implikasi kebergantungan akan diilustrasikan melalui data simulasi.
Analysis factors that affect participant interest in cattle farm business insurance in Indonesia Ikhsan Maulidi; Juanda Kelana Putra; Werry Febrianti; Vina Apriliani
Jurnal Ilmu-Ilmu Peternakan (Indonesian Journal of Animal Science) Vol 32, No 1 (2022): April 2022
Publisher : Faculty of Animal Science, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/ub.jiip.2022.032.01.06

Abstract

The Cattle Business Insurance Program is a protection cow yields program launched by the government to anticipate the risk of loss of farmer due to crop failure. The government started this program in 2015 by working together with an insurance company PT. Jasindo. This program is beneficial for farmer in Indonesia. Unfortunately, the impact of this program is still having a negligible effect on society because there is still a lack of attraction from the farmer to follow this insurance program. This research has a purpose in analyzing factors that caused the farmer’s interest, making them want to join this insurance. We use a structural equation model (SEM) of data that has been obtained to provide the method. Based on the results, we can conclude that the accuracy factor is a dominant factor that influences the farmer’s decision to join the AUTS program. This insurance has been beneficial in developing a better Cattle business insurance program in the future and motivates farmer to join this insurance. For insurance companies, this research has provided information for companies interested in opening similar and better insurance programs to increase the enthusiasm of local farmer and national cattle productions.
PENENTUAN HARGA OPSI DENGAN MODEL BLACK-SCHOLES MENGGUNALKAN METODE BEDA HINGGA FORWARD TIME CENTRAL SPACE Werry Febrianti
Journal of Fundamental Mathematics and Applications (JFMA) Vol 1, No 1 (2018)
Publisher : Diponegoro University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (317.39 KB) | DOI: 10.14710/jfma.v1i1.6

Abstract

Option can be defined as a contract between two sides/parties said party one and party two. Party one has the right to buy or sell of stock to party two. Party two can invest by observe the put option price or call option price on a time period in the option contract. Black-Scholes option solution using finite difference method based on forward time central space (FTCS) can be used as the reference for party two in the investment determining. Option price determining by using Black-Scholes was applied on Samsung stock (SSNLF) by using finite difference method FTCS. Daily data of Samsung stock in one year was processed to obtain the volatility of the stock. Then, the call option and put option are calculated by using FTCS method after discretization on the Black-Scholes model. The value of call option was obtained as $1.457695030014260 and the put option value was obtained as $1.476925604670225.
Co-Authors Amris Amris Andi Fitriawati Bustan, Ariestha Widyastuty Ikhsan Maulidi Juanda Kelana Putra Vina Apriliani