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All Journal Media Statistika MATEMATIKA Jurnal Gaussian Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) (JRAMB) Jurnal Riset Akuntansi Mercu Buana International Journal of Data Science, Engineering, and Analytics (IJDASEA) Prosiding Seminar Nasional Unimus
Di Asih I Maruddani
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Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Health Professions Mathematics Nursing Public Health Other

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Journal : Media Statistika

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CREDIT SPREADS PADA REDUCED-FORM MODEL Di Asih I Maruddani; Dedi Rosadi; Gunardi Gunardi; Abdurakhman Abdurakhman
MEDIA STATISTIKA Vol 4, No 1 (2011): 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 (319.946 KB) | DOI: 10.14710/medstat.4.1.57-63

Abstract

There are two primary types of models in the literature that attempt to describe default processes for debt obligations and other defaultable financial instruments, usually referred to as structural and reduced-form (or intensity) models. Structural models use the evolution of firms’ structural variables, such as asset and debt values, to determine the time of default. Reduced form models do not consider the relation between default and firm value in an explicit manner. Reduced form models assume that the modeler has the same information set as the market - incomplete knowledge of the firm’s condition. that leads to an inaccessible default time. The key distinction between structural and reduced form models is not whether the default time is predictable or inaccessible, but whether the information set is observed by the market or not. Consequently, for pricing and hedging, reduced form models are the preferred methodology. Credit spreads are used to measure credit premium, which compensates risk-averse investors for assuming credit risk. Therefore, the credit spreads should remain positive. The higher credit risk assumed by the investors, the higher credit premium got be payed by them. In this paper, we have to to determine the credit spreads of reduced-form model.   Keywords: Reduced-Form Model, Hazard Rate, Credit Spreads  
THE ANALYSIS OF SOCIO-ECONOMIC EFFECT ON CRIMINALITY IN INDONESIA USING FUZZY CLUSTERWISE REGRESSION MODEL Azzarah, Dian Fatimah; Mukid, Moch. Abdul; I Maruddani, Di Asih; Rochayani, Masithoh Yessi
MEDIA STATISTIKA Vol 17, No 2 (2024): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.17.2.221-232

Abstract

Crime in Indonesia has shown a fluctuating trend and has increased significantly in recent years, with striking variations in crime rates between provinces. This phenomenon raises questions about the role of socio-economic factors such as education, poverty, and unemployment in influencing crime rates. Although there have been many studies examining the relationship between these variables and crime, the approaches used often assume that the relationship between variables is homogeneous across regions. In fact, heterogeneity in characteristics between provinces can cause different relationships. Therefore, an analysis approach is needed that can accommodate this diversity. This study proposes the Fuzzy Clusterwise Regression method which not only improves model accuracy compared to classical linear regression (with an increase in the coefficient of determination from 65.72% to more than 90%), but is also able to identify different patterns of relationships between regional groups (clusters). The results from FCR showed that the effect of socio-economic factors on crime varies between clusters and the optimum number of clusters is 4. In cluster 1, cluster 2, and cluster 3 all the variables had a significant influence on the amount of crime. Meanwhile, in cluster 4, the population poverty variable has no significant effect on the crime rate.
Co-Authors Abdul Hoyyi Abdurakhman Abdurakhman Agus Somantri ANNISA RAHMAWATI Arief Seno Nugroho Azzarah, Dian Fatimah Budi Warsito Dedi Rosadi Desy Rahmawati Ningrat Diah Safitri Dwi Ispriyanti Dyah Ayu Kusumaningrum Endang Purbowati Hanifa Eka Oktafiani Hasbi Yasin I Gede Susrama Mas Diyasa Indradewa, Rhian Irfan Afifi Khotimatus Sholihah Kumo Ratih Lia Safitri Masithoh Yessi Rochayani Moch. Abdul Mukid Muhammad Sunu Widianugraha Nurul Fauziah Oktafiani Widya Ningrum Prisma Hardi Aji Riyantoko Reihanah, Khalifah Nadya Rukun Santoso Siti Maulina Meutuah Sri Sumiyati Sugito Sugito Suparti Suparti Tarno Tarno Tatik Widiharih Triastuti Wuryandari Trimono Trimono Trimono, Trimono Yudia Yustine