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All Journal Jurnal Pilar Sains Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam
Johannes Kho
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Agriculture, Biological Sciences & Forestry Chemistry Mathematics Physics

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Nilal Tunal Anultas Naik dan Anuitas Turun Dengan Mempertimbangkan Tingkat Inflasi Konstan Gamal, M. D. H.; Sitompul, Dewi Utami; Kho, Johannes
Jurnal Pilar Sains Vol 5, No 01 (2006)
Publisher : Jurnal Pilar Sains

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Abstract

Given an interest rate i and an inflation rate j, both are constant and not equal to zero for n periods. For twocases I > j and i < j , we can obtain the geometrically varying annuity and real cash flow present valuesfrom the increasing and decreasing immediate annuities.
MODEL SELEKSI PADA ASURANSI JIWA DWIGUNA DENGAN UANG PERTANGGUNGAN MENINGKAT Julianty, Dila Tirta; Kho, Johannes; ', Aziskhan
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 1 (2014): Wisuda Februari 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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This paper discusses the use of select model on endowment increasing insurance in determining premium for person currently aged x+s , who was selected at age with ℎyear selection period. Premiums covered are premiums payable times a year, based on calculation of gross premium by considering the management expenses of insurance company. The calculation of the premiums  payable  times a year is influenced by the life annuities-due and determinedusing the approximation under the uniform distribution of death assumption and expressed in commutation function.
METODE NEWTON-STEFFENSEN DENGAN ORDE KEKONVERGENAN TIGA UNTUK MENYELESAIKAN PERSAMAAN NONLINEAR Fitriani '; Johannes Kho; Supriadi Putra
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 2 (2014): Wisuda Oktober 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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This article discusses Newton-Steffensen method to solve a nonlinear equation. The method is obtained by combining Newton's method with Steffensen's method. The proposed method has third order convergence. Computational examples illustrate that the discussed method is better than Newton method and Steffensen method in terms of obtaining the root for same initial guesses.
PENGGUNAAN PEMBOBOTAN MODEL BLACK-LITTERMAN DALAM MENENTUKAN VALUE AT RISK PADA PORTOFOLIO INVESTASI Eka Swastika AP; Johannes Kho; Rolan PanePENGGUNAAN PEMBOBOTAN MODEL BLACK-LITTERMAN DALAM MENENTUKAN VALUE AT RISK PADA PORTOF
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 2 (2014): Wisuda Oktober 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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This paper discusses the use of the Black-Litterman weighting in determining the value at risk in the investment portfolio. Black-Litterman model obtained through sampling theory approach is used to determine the weight of each portfolio asset. Based on theweight of assets of the Black-Litterman obtained standard deviation Black-Litterman portfolio is used in the calculation of Value at Risk in the Black-Litterman portfolio.
CADANGAN PROSPEKTIF ASURANSI JIWA BERJANGKA DENGAN HUKUM DE MOIVRE Dini Ramadani; Johannes Kho; Aziskhan '
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 2 (2014): Wisuda Oktober 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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Abstract

This article  discusses the calculation of the prospective reserve for term life insurance with  De Moivre’s  law  to someone  with the age of  x  where the money  will  be paid  only if the insurance client  dies within the term of protection.  Based on the calculation, this prospective reserve is influenced by  single premium,  present value of annuity due,  and annual premium, for which the calculation is done using De Moivre’s law.
PREMI ASURANSI JIWA GABUNGAN BERJANGKA DENGAN ASUMSI GOMPERTZ Danu Aditya; Johannes Kho; T. P. Nababan
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 2 (2014): Wisuda Oktober 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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Abstract

This article discusses the annual premium of term insurance for joint life. In this kind of insurance,  the sum assured  of two people insured with the age of   and   is paid if only  one of the insureds dies during the coverage period and then no more premium payment. The annual premium is affected by single premium and present value of  annuity due, where Gompertz assumption is used in calculation. A bigger premium is obtained using the Gompertz assumption.
MOMEN AKUMULASI DARI SUATU ANUITAS AWAL DENGAN TINGKAT BUNGA ACAK Ari Fatmawati; Johannes Kho; Aziskhan '
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 1 (2014): Wisuda Februari 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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Abstract

This article discusses the three moments formed from the accumulation of due annuitywith random interest rate. The highest moment of these three moments is obtained byfirst determining the previous two moments. Moment accumulation is used to predictthe accumulation of profits expected by investors from an investment made during nperiods.
PERHITUNGAN VALUE AT RISK PORTOFOLIO SAHAM MENGGUNAKAN METODE SIMULASI MONTE CARLO Adilla Chandra; Johannes Kho; Musraini M
Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam Vol 1, No 2 (2014): Wisuda Oktober 2014
Publisher : Jurnal Online Mahasiswa (JOM) Bidang Matematika dan Ilmu Pengetahuan Alam

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Abstract

This article discusses the calculation of Value at Risk (VaR) for stock portfolio usingMonte Carlo simulation. The standard deviation of return data of multiple stock andportfolio are normally distributed and used in the calculation of VaR. Monte Carlomethod is applied to simulate a new return value of stock and portfolio by generating arandom numbers based on the characteristics of the data, which is then used to estimatea VaR. The calculation of VaR at portfolio uses two assets which are Semen Indonesia (Persero) Tbk (SMGR.JK) and PT. Unilever Indonesia Tbk (UNVR.JK).
Co-Authors ', Aziskhan Adilla Chandra ARI FATMAWATI Aziskhan ' Danu Aditya Dewi Utami Sitompul Dila Tirta Julianty Dini Ramadani Eka Swastika AP Fitriani ' M. D. H. Gamal Musraini M Rolan PanePENGGUNAAN PEMBOBOTAN MODEL BLACK-LITTERMAN DALAM MENENTUKAN VALUE AT RISK PADA PORTOF Solly Aryza T. P. Nababan