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All Journal Epsilon: Jurnal Matematika Murni dan Terapan Kubik Journal of Natural Sciences and Mathematics Research Jurnal Fourier Edumatsains Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Jambura Journal of Mathematics Eksakta : Berkala Ilmiah Bidang MIPA Jurnal Matematika UNAND JURNAL PENDIDIKAN MIPA Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Statistika dan Aplikasinya KUBIK: Jurnal Publikasi Ilmiah Matematika Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi International Journal of Global Operations Research International Journal of Quantitative Research and Modeling Fraction: Jurnal Teori dan Terapan Matematika Industrial Research Workshop and National Seminar SisInfo : Jurnal Sistem Informasi dan Informatika Jurnal Matematika Integratif In Search (Informatic, Science, Entrepreneur, Applied Art, Research, Humanism)
Kankan Parmikanti
Departemen Matematika FMIPA Universitas Padjadjaran
Agriculture, Biological Sciences & Forestry Arts Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Journal : International Journal of Quantitative Research and Modeling

 1 
Application of Single Index Model to Determine Optimal Stock Portfolio (A Case Study on IDX30 in 2022) Emmanuel Parulian Sirait; Kankan Parmikanti; Riaman Riaman
International Journal of Quantitative Research and Modeling Vol 4, No 3 (2023)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i3.493

Abstract

Stock represent proof of ownership or participation of an individual or entity in a company. Investors gain profits from shares through capital gains and dividends. The difficulty in selecting an optimal composition of a stock portfolio is a major concern for investors. This study aims to determine the optimal composition of a stock portfolio, calculate the expected returns in the future, and assess the potential risks that investors may encounter later on. The data for this research consists of stocks listed on the IDX30 Index throughout the year 2022, which consistently appear in every six-month evaluation. The analysis is conducted using a single-index model. Based on the findings of this study, the following ten stocks are identified as the optimal portfolio constituents: KLBF with a weight of 17.20%, BBRI with a weight of 17.18%, BBCA with a weight of 17.08%, PTBA with a weight of 12.46%, BBNI with a weight of 9.89%, UNVR with a weight of 8.33%, INKP with a weight of 8.66%, ICBP with a weight of 5.56%, BMRI with a weight of 3.25%, and UNTR with a weight of 0,39%. The expected return from the formed portfolio is 0,1% per day, with a corresponding risk of 0,004%.
Comparative Analysis of Normal Pension Benefits Using the Attained Age Normal Method and the Individual Level Premium Method Hukama, Atha; Parmikanti, Kankan; Riaman, Riaman
International Journal of Quantitative Research and Modeling Vol 6, No 2 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v6i2.946

Abstract

Pension programs are among the most important forms of employee compensation, offering financial security after retirement. This study aims to calculate the company’s initial payroll contributions to determine regular contributions, actuarial liabilities, and pension benefits using two actuarial projection methods: the Attained Age Normal (AAN) and Individual Level Premium (ILP) methods. The analysis is based on employee data from Puskesmas Binjai Estate, including age, salary, and years of service. It includes computations of pension benefits, normal costs, actuarial liabilities, and net benefits received by employees under each method. The results reveal that the length of service significantly affects both the value of contributions and the actuarial liabilities. Employees with longer service periods result in higher contribution requirements and greater liabilities. Moreover, the Attained Age Normal method produces higher pension benefits compared to the Individual Level Premium method for long-serving employees. However, both methods present financial challenges for employers, as they require higher contributions relative to the benefits promised. Consequently, companies must allocate substantial funding to meet their pension obligations. This study provides a comparative perspective that can assist decision-makers in selecting an actuarial method that balances benefit adequacy and financial sustainability.
Comparative Analysis of Normal Pension Benefits Using the Attained Age Normal Method and the Individual Level Premium Method Hukama, Atha; Parmikanti, Kankan; Riaman, Riaman
International Journal of Quantitative Research and Modeling Vol. 6 No. 2 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v6i2.946

Abstract

Pension programs are among the most important forms of employee compensation, offering financial security after retirement. This study aims to calculate the company’s initial payroll contributions to determine regular contributions, actuarial liabilities, and pension benefits using two actuarial projection methods: the Attained Age Normal (AAN) and Individual Level Premium (ILP) methods. The analysis is based on employee data from Puskesmas Binjai Estate, including age, salary, and years of service. It includes computations of pension benefits, normal costs, actuarial liabilities, and net benefits received by employees under each method. The results reveal that the length of service significantly affects both the value of contributions and the actuarial liabilities. Employees with longer service periods result in higher contribution requirements and greater liabilities. Moreover, the Attained Age Normal method produces higher pension benefits compared to the Individual Level Premium method for long-serving employees. However, both methods present financial challenges for employers, as they require higher contributions relative to the benefits promised. Consequently, companies must allocate substantial funding to meet their pension obligations. This study provides a comparative perspective that can assist decision-makers in selecting an actuarial method that balances benefit adequacy and financial sustainability.
Co-Authors Agus Supriatna Atika Tresna Arianto Atje Setiawan Abdullah Badrulfalah Badrulfalah Badrulfalah Bambang Ruswandi Bambang Suhandi Betty Subartini Budi Nurani Ruchjana Dhea Amelia DHEA ARIESTA Dhea Urfina Zulkifli Diah Ayu Pratiwi Diah Chaerani Diansyah D. Darmawan Dwi Susanti Edi Kurniadi Edi Kurniadi Edi Kurniadi Edi Kurniadi Ema Carnia Emmanuel Parulian Sirait Endang Rusyaman Fadhilah, Dila Nur Fauzi Akhmad Firdaniza Firdaniza Hukama, Atha Iin Irianingsih Jaka Nazarudin Kartika Dewi Khafsah Joebaedi Luthfi Ghiffari Moisino, Misel Lindi Monika, Putri Nabila Putri nadhira, valda azka Nendi Suhendi Syafei Nurul Gusriani Nurul Gusriani, Nurul Pratiwi, Putri Nisa Queency, Aurillya Rafi', Muhammad Thufeil Rahmayanti Putri Desiresta Reffa Ayu Anggraeni Reffa Ayu Anggraeni Riaman Riaman Riaman Riaman Riaman Riaman Riaman, Riaman Soraya, Arthamevia Najwa Subartiny, Betty Supian, Sudradjat Sussy Susanti Sya’imaa.HS, Audrey Ariij Syifana, Hani Tiara Aprilia K Tiara Aprilia K, Tiara Wahyu, Azkanul Zahra, Nabila