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All Journal E-Jurnal Matematika JTAM (Jurnal Teori dan Aplikasi Matematika) Teorema: Teori dan Riset Matematika Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika International Journal of Research in Community Services International Journal of Quantitative Research and Modeling Jurnal Matematika Integratif

Riaman Riaman

Departemen Matematika, Fakultas MIPA, Universitas Padjadjaran

Author-ID : 2940473

Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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PENERAPAN HUKUM MORTALITA MAKEHAM UNTUK PENENTUAN NILAI CADANGAN PREMI ASURANSI JOINT LIFE DENGAN METODE FACKLER MIFTAAHUL JANNAH; AGUS SUPRIATNA; RIAMAN RIAMAN
E-Jurnal Matematika Vol 9 No 3 (2020)
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.2020.v09.i03.p297

Joint life insurance is life insurance with an amount of more than one person, where the benefits are paid when one of the insured dies. The possibility of insurance companies will suffer losses if the claims that occur are more than predicted, so the premium reserve calculation is required. In this study, reserves were calculated using the Fackler method based on the Indonesian Mortality Table 2011 and the Makeham Assumption Mortality Table. The Indonesian Mortality Table 2011 was analyzed for the estimated parameters contained in the Makeham Assumption Mortality Table. Then the premium calculation and premium reserve calculation are done using the Fackler method based on the Makeham Assumption Mortality Table and the comparison uses the Indonesian Mortality Table 2011. The results of the calculation of the premiums based on the Makeham Assumption Mortality Table are greater than using the Indonesia Mortality Table 2011, while the premium reserve results are greater using the Indonesian Mortality Table 2011 than using the Makeham Assumption Mortality Table. This is because the chances of survival based on the Makeham Assumption Mortality Table are smaller than the Indonesian Mortality Table 2011.

Application of Historical Burn Analysis Method in Determining Agricultural Premium Based on Climate Index Using Black Scholes Method Devi Ariyanti; Riaman Riaman; Iin Irianingsih
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 4, No 1 (2020): April
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v4i1.1799

Farmers often suffer losses due to crop failure. The failure of the harvest is influenced by one of them is flooding, especially in Bandung which is quite frequent rain. Therefore one of the government's efforts to minimize losses from crop failures is the existence of an agricultural insurance program. The insurance system used is climate index insurance where the climate index is not plant insurance. This study aims to get a large premium to be paid by farmers using the Black-Scholes method. Meanwhile, to determine the climate index using the Historical Burn Analysis method. The results of this study are getting a variety of trigger values and exit values as well as the amount of premium that must be paid by farmers every planting season. Trigger values represent the minimum full payment limit. The exit value represents the maximum limit for no payment. The premium value obtained based on the selected trigger value also varies and is large enough so that it can be considered by farmers in choosing an agricultural insurance policy. Therefore, the method used must still be investigated to adjust to farmers, especially in Bandung.

Estimation of the Extreme Distribution Model of Economic Losses Due to Outbreaks Using the POT Method with Newton Raphson Iteration Riza Adrian Ibrahim; Sukono Sukono; Riaman Riaman
International Journal of Quantitative Research and Modeling Vol 2, No 1 (2021)
Publisher : Research Collaboration Community (RCC)

Extreme distribution is the distribution of a random variable that focuses on determining the probability of small values in the tail areaof the distribution. This distribution is widely used in various fields, one of which is reinsurance. An outbreak catastrophe is non-natural disaster that can pose an extreme risk of economic loss to a country that is exposed to it. To anticipate this risk, the government of a country can insure it to a reinsurance company which is then linkedto bonds in the capital market so that new securities are issued, namely outbreakcatastrophe bonds. In pricing, knowledge of the extreme distribution of economic losses due to outbreak catastrophe is indispensable. Therefore, this study aims to determine the extreme distribution model of economic losses due to outbreak catastrophe whose models will be determined by the approaches and methods of Extreme Value Theory and Peaks Over Threshold, respectively. The threshold value parameter of the model will be estimated by Kurtosis Method, while the other parameters will be estimated with Maximum Likelihood Estimation Method based on Newton-Raphson Iteration. The result of the research obtained is the resulting model of extreme value distribution of economic losses due to outbreak catastrophe that can be used by reinsurance companies as a tool in determining the value of risk in the outbreak catastrophe bonds.

ANALISIS PENERAPAN METODE POHON BINOMIAL DAN METODE BLACK-SCHOLES DALAM PENENTUAN HARGA OPSI BELI Betty Subartini; Riaman Riaman; Nahda Nabiilah; Sukono Sukono
Teorema: Teori dan Riset Matematika Vol 6, No 2 (2021): September
Publisher : Universitas Galuh

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25157/teorema.v6i2.5781

Opsi adalah salah satu surat perjanjian jual beli saham antara pihak penjual dan pembeli untuk melakukan suatu kesepakatan dengan harga dan periode yang ditentukan. Seseorang yang membeli opsi bisa memilih untuk melaksanakan haknya ataupun tidak. Penelitian ini bertujuan mengetahui hasil perbandingan harga Opsi Beli Apple Inc., dengan penggunaan dua metode yaitu metode Pohon Binomial dan metode Black-Scholes. Hasil dari penelitian ini menunjukkan bahwa dengan asumsi suku bunga bebas risiko dan strike price yang ditentukan sama, maka hasil perhitungan harga Opsi Beli dengan kedua metode tersebut hampir sama. Dapat disimpulkan bahwa harga Opsi Beli yang didapat dengan metode Pohon Binomial mendekati harga Opsi Beli dengan metode Black-Scholes. Sehingga kedua metode tersebut layak digunakan untuk perhitungan awal harga Opsi Beli.Kata kunci: Metode black-scholes, metode pohon binomial, opsi tipe eropa

ECONOMIC EMPOWERMENT OF COASTAL COMMUNITIES THROUGH FISHERMAN INSURANCE Riaman Riaman; Sukono Sukono; Kalfin Kalfin
International Journal of Research in Community Services Vol 1, No 4 (2020)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijrcs.v1i4.302

The current condition of fishermen in Indonesia is still far from prosperous, especially small fishermen who generally have an income of less than one million/month. Fishermen are faced with constraints on the characteristics of their fishing business which depend on climate change, weather uncertainty, and sea waves, so they pose a high risk. This affects the low income of these fishermen because fishermen working hours are very dependent on the weather so if the sea waves are high or other bad weather, fishermen are forced not to go to sea. Therefore, it is necessary to protect fishermen through fisherman insurance. Currently, the government has been trying to increase the target of fish production and consumption through protection and welfare for fishermen. One of the efforts to improve fishermen's welfare is a work program that guarantees protection against risks to fishermen, fish cultivators, and salt farmers. This program targets 1 million insurance for fishermen spread across the territory of the Republic of Indonesia. One of the government's efforts to protect fishermen and their families is through the provision of Insurance Premium Assistance for Fishermen. This effort is intended to provide guaranteed protection against risks experienced by fishermen, such as death, permanent disability, and medical costs; as well as provide awareness of insurance for fishermen. However, currently, fishermen's income is not included in the risk guarantee from the fishermen’s insurance program. Even though the income of fishermen is one of the criteria for measuring the economy of coastal communities who work as fishermen and indirectly can determine the maritime economy. Therefore, we as academics intend to conduct training and socialization of economic empowerment of fishing communities based on knowledge, skills, and potential in Cirebon Fishermen Village through Community Service programs. The material that will be provided in this Community Service activity is related to the economic empowerment of fishermen communities and community-based fisherman insurance. This material will be given to the workshop session both to the local community.

Determining the Price of Fisherman Micro Insurance Premiums Using the Aggregate Risk Model Approach in Cirebon Regency Ratih Kusumadewi; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 3, No 3 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i3.346

Catastrophe such as hurricanes, heavy rains, and similar occurrence pose serious threats and risks to fishermen's livelihoods as well as losses from damage to their assets. Therefore, it is necessary to have special insurance to protect the fishermen's assets from financial losses due to the risks that can occur, namely Fisherman Micro Insurance. Micro-insurance is an insurance product that is intended for low-income people with features and administration that are simple, easy to obtain, economical prices and immediately in the completion of the provision of compensation. Fisherman's micro insurance guarantees assets in the form of fishing equipment in the occurrence of a risk of an accident causing damage, this insurance product protects against worries without a large premium burden. This study aims to calculate the premium price with an aggregate risk model approach. The data used is data on fisherman’s losses if they did not go to sea which obtained by surveys. The occurrence data follows the Poisson distribution, and the loss data follows the Exponential distribution. Parameter Estimation was carried out using the Maximum Likelihood Estimation. The estimation results from numbers of occurrence and the amount of losses are used to estimate the collective risk model. Estimators of the average and variance of the aggregate risk are used to determine the premium. The results of the premium selection in this study amounted to IDR 153.861.958.00. The premium amount is a collective premium which is the result of a calculation based on the standard deviation principle.

Characteristic Factors of Health Micro Insurance Against Considerations in Selection of Health Service Facilities Radya Pratiwi Serila; Dwi Susanti; Riaman Riaman
International Journal of Research in Community Services Vol 4, No 1 (2023)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijrcs.v4i1.389

Indonesia is still faced with a series of health problems. One of the causes of health problems is the expensive cost of treatment. An alternative that people can choose for health financing is to have health micro-insurance aimed at lower-middle-class households. The purpose of this study was to identify factors characteristic of micro-insurance, against the consideration of choosing health service facilities. The data used were primary data obtained through a questionnaire of 220 health micro-insurance participants. This research was analyzed with a quantitative descriptive approach. The results of the analysis show that the characteristics of hospitals that are registered as good quality micro-insurance services and responsive to providing referrals to hospitals, when there are patient complaints are the main factors in considering the choice of health service facilities.

PENGARUH TINGKAT BUNGA TERHADAP PENENTUAN HARGA SUATU KONTRAK OPSI PADA MODEL BLACK- SCHOLES Riaman Riaman; Betty Subartini; F Sukono
Jurnal Matematika Integratif Vol 12, No 2: Oktober, 2016
Publisher : Department of Matematics, Universitas Padjadjaran

Kegiatan Investasi akhir-akhir ini berkembang pesat. Investasi yang populer saat iniantara lain investasi tanah, investasi emas, dan investasi saham. Selain Investasi saham dipasar modal, terdapat investasi opsi saham di pasar derivatif. Opsi merupakan salah satubentuk sekuritas derivatif. Pada dasarnya opsi merupakan hak untuk melakukan sesuatu dantidak berkewajiban untuk melakukannya. Di dalam menentukan harga opsi, tingkat bunga,volatilitas, dan faktor lain berpengaruh. Pada paper ini, akan dibahas bagaimana dan berapabesar pengaruh tingkat bunga terhadap harga suatu kontrak opsi. Model yang digunakanadalah model Black-Scholes. Dengan menggunakan model Black-Scholes, akan ditentukanharga opsi beli dan opsi jual serta akan ditunjukkan bahwa semakin tinggi tingkat bunga makasemakin tinggi harga opsi beli dan semakin rendah harga opsi jual dan sebaliknya.

Analisis Kesediaan Membayar Premi Asuransi Usahatani Padi Menggunakan Model Regresi Logistik Putri Adhira Novalia; Riaman Riaman; Betty Subartini
Jurnal Matematika Integratif Vol 18, No 1: April 2022
Publisher : Department of Matematics, Universitas Padjadjaran

Kegiatan pertanian khususnya usahatani padi akan selalu dihadapkan pada risiko yang cukup tinggi, meliputi tingkat kegagalan panen yang disebabkan oleh bencana alam (banjir, kekeringan, dll.) serta serangan hama dan penyakit tanaman karena perubahan iklim. Asuransi Usahatani Padi diharapkan dapat menjadi salah satu solusi untuk pengalihan risiko gagal panen yang mungkin dialami oleh petani. Tujuan dari penelitian ini adalah untuk menentukan nilai rata-rata, faktor-faktor yang memengaruhi, dan nilai peluang kesediaan membayar premi. Kesediaan membayar premi nilainya dapat ditentukan melalui Contingent Valuation Method (CVM). Sedangkan untuk mengetahui faktor-faktor yang memengaruhi dan nilai peluang kesediaan membayar premi dianalisis menggunakan Regresi Logistik. Berdasarkan hasil penelitian, didapat nilai rata-rata kesediaan membayar premi sebesar Rp31.973,73/Ha/MT. Lebih kecil 11,18% dari premi yang ditentukan oleh pemerintah saat ini. Dari model Regresi Logistik diperoleh faktor utama yang dapat memengaruhi petani untuk membayar premi, yaitu luas lahan pertanian dan pengalaman bertani, serta nilai peluang petani untuk membayar premi adalah 0,1414.

Analisis Hubungan Inflasi, Indeks Harga Konsumen dan Jumlah Uang Beredar di Indonesia Menggunakan Model Vector Autoregressive Integrated (VARI) Ary Robayani; R Riaman; Betty Subartini
Jurnal Matematika Integratif Vol 18, No 2: Oktober 2022
Publisher : Department of Matematics, Universitas Padjadjaran

Data ekonomi merupakan data deret waktu yang cenderung fluktuatif dan mengandung trend, sehingga menyebabkan data tidak stasioner dan perlu dilakukan proses differencing. Metode Vector Autoregressive Integrated (VARI) adalah salah satu metode yang dapat digunakan pada data deret waktu multivariat yang mengalami proses differencing.Dalam penelitian ini, dilakukan pemodelan data inflasi, indeks harga konsumen dan jumlah uang beredar di Indonesia dengan model VARI, penaksiran parameter dengan Maximum Likelihood Estimation (MLE), analisis hubungan antar variabel dengan uji kausalitas Granger, dan uji keakuratan hasil peramalan dengan Mean Absolute Percentage Error (MAPE).Pada hasil penelitian diperoleh model VARI (1,1). Hasil uji kausalitas Granger pada model VARI (1,1) menunjukkan inflasi, indeks harga konsumen, dan jumlah uang beredar memiliki hubungan kausalitas dua arah. Nilai MAPE antara 20% - 50% untuk variabel inflasi dan indeks harga konsumen dan < 10% untuk variabel jumlah uang beredar, sehingga kedua model cukup baik digunakan untuk peramalan inflasi dan indeks harga konsumen, dan sangat baik digunakan untuk peramalan jumlah uang beredar. Kata Kunci: deret waktu, VARI, MLE, uji kausalitas Granger, peramalan, MAPE.

Co-Authors AGUS SUPRIATNA Ary Robayani Betty Subartini Devi Ariyanti Dwi Susanti Dwi Susanti Iin Irianingsih kalfin Kalfin Kankan Parmikanti Luki Setiawan MIFTAAHUL JANNAH Nahda Nabiilah Putri Adhira Novalia Radya Pratiwi Serila Ratih Kusumadewi Riza Adrian Ibrahim Sukono . Yeremia Herry Parulian

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