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Application of Extreme Value Distribution on Temperature Data in South Sulawesi Province Sri Dewi Anugrawati
Jurnal MSA (Matematika dan Statistika serta Aplikasinya) Vol 13 No 1 (2025): VOLUME 13 NO 1 TAHUN 2025
Publisher : Universitas Islam Negeri Alauddin Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24252/msa.v13i1.60223

Abstract

Climate change in recent years has resulted in extreme changes in temperature in Indonesia, especially in South Sulawesi Province. Extreme temperature changes will affect human and investment activities, energy use, and disaster events. Therefore, this study aims to model the maximum and minimum temperature data in South Sulawesi Province for the last 75 years. The data used came from observations of maximum and minimum temperatures from January 1945 to December 2020 and were analyzed using the Generalized Extrem Value distribution with the maxima block approach and the Generalized Pareto Distribution with the Peak Overtreshold (POT) approach. The results of the analysis show that these two models can be used to model extreme minimum and maximum temperature data in South Sulawesi Province with the right and optimal selection of blocks and thresholds. The results of the calculation of the return level every 5 years in the projection of the next 50 years show an increase in maximum and minimum temperatures which suggests the need to mitigate the risk of temperature change in order to adapt to climate change.
Metode Interpolasi Linear dalam Analisis Suku Bunga Kredit Berdasarkan Pembayaran Angsuran: Studi Kasus Pembiayaan Mobil New Agya 1.2 E M/T Abidin, Nurwahidah; Sri Dewi Anugrawati; Asriani Hasan
Jurnal MSA (Matematika dan Statistika serta Aplikasinya) Vol 12 No 2 (2024): VOLUME 12 NO 2 TAHUN 2024
Publisher : Universitas Islam Negeri Alauddin Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24252/msa.v12i2.53985

Abstract

An interest rate is the price or amount of additional payment paid by the borrower to the lender. The interest rate is usually not shown in the loan instalment brochure. This study aims to analyse the effective interest rate of vehicle financing loans. The method used to determine the effective interest rate in this study is linear interpolation. The calculated interest rates are flat interest rates and effective interest rates. Determining the most profitable car financing alternative for customers can be seen from the lowest interest rate. This study analyses the case of New Agya 1.2 E M/T car price through Kalla Toyota Palopo branch and credit through Mandiri Utama Finance at the end of 2023. Based on the results of data processing using the linear interpolation method, it is found that the higher the instalment payment and the smaller the tenor offered, the lower the interest rate.
PENERAPAN METODE RUNGE KUTTA FEHLBERG PADA PERSAMAAN LOGISTIK DALAM MEMPREDIKSI PERTUMBUHAN PENDUDUK DI SULBAR: Application Of The Runge Kutta Fehlberg Method In Logistic Equations in Predicting Population Growth in Sulbar Syarfiah, Syarfiah; Irwan, Muh.; Anugrawati, Sri Dewi
Al-Aqlu: Jurnal Matematika, Teknik dan Sains Vol. 2 No. 2 (2024): Juli 2024
Publisher : Yayasan Al-Amin Qalbu

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59896/aqlu.v2i2.99

Abstract

This research discusses the application of the Runge Kutta Fehlberg method in predicting population growth in West Sulawesi through the logistic equation. Employing applied research methodology, the study seeks to forecast future population trends in the West Sulawesi province. Utilizing a step size of h = 0.01 and a growth rate of m = 0.0198, the Runge-Kutta Fehlberg method (RKF 45) was applied, starting from an initial population value  of   P (t0) = 1.419.229 individuals, resulting in a projected population of P (t10) = 1.506.142 individuals. These findings demonstrate the applicability of the Runge-Kutta Fehlberg (RKF 45) method in predicting population dynamics in West Sulawesi Province.
Implementasi regresi binomial negatif dalam mengatasi overdispersi pada analisis determinan jumlah pengangguran di pulau Sulawesi tahun 2023 Erna; Ermawati; Wahidah Alwi; Sri Dewi Anugrawati
Jurnal MSA (Matematika dan Statistika serta Aplikasinya) Vol 13 No 2 (2025): VOLUME 13 NO 2, 2025
Publisher : Universitas Islam Negeri Alauddin Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24252/msa.v13i2.61738

Abstract

This study focuses on the implementation of negative binomial regression as a solution to overcome the problem of overdispersion in the analysis of determinants of unemployment on the island of Sulawesi in 2023. Unemployment is not only viewed as a statistical phenomenon or economic issue, but also as an important indicator that reflects social welfare and the success of development in a region. Sulawesi Island, with its growth in the agricultural and industrial sectors, faces serious challenges in reducing unemployment rates, which have the potential to cause regional disparities if not addressed appropriately. This study aims to develop an appropriate negative binomial regression model to overcome overdispersion and identify the main factors that influence the unemployment rate. The method used is negative binomial regression analysis of district/city unemployment data in Sulawesi Island, which is discrete and shows symptoms of overdispersion. With significant variables including population size, Human Development Index (HDI), and the number of job placement or fulfillment services. These three factors have been proven to have a significant effect on the number of unemployed people in Sulawesi Island in 2023.
Autoregressive Distributed Lag (ARDL) Method for Estimating Poverty Levels in Polewali Mandar Regency Abeng, Andi Tenri; Alwi, Wahidah; Sauddin, Adnan; Anugrawati, Sri Dewi; Aeni, Nur
Jurnal MSA (Matematika dan Statistika serta Aplikasinya) Vol 13 No 2 (2025): VOLUME 13 NO 2, 2025
Publisher : Universitas Islam Negeri Alauddin Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24252/msa.v13i2.60197

Abstract

Polewali Mandar Regency is the region with the highest poverty rate in West Sulawesi. According to a publication by the Central Bureau of Statistics in March 2022, the percentage of the poor population was 11.75%, an increase compared to March 2021. The forecasting method used in this study is the Autoregressive Distributed Lag (ARDL) method. This study aims to determine the Autoregressive Distributed Lag (ARDL) model, which is then used to forecast the number of poor people in Polewali Mandar Regency. The results of the study using the ARDL method yielded the best estimation model, namely ARDL (3, 3, 2, 2). The forecast results for the percentage of the poor population using the ARDL (3, 3, 2, 2) model for the following semesters are 21.79%, 10.15%, and 16.52%, respectively. The forecasting accuracy test using the Mean Absolute Percentage Error (MAPE) yielded a value of 12.18%, indicating that the ARDL model produced in this study is suitable for forecasting the percentage of the poor population in Polewali Mandar Regency.
Model penentuan biaya long-term care dengan menggunakan anuitas joint life Nurul Anisha Dahlan; Sri Dewi Anugrawati; Wahyuni Abidin
Papanda Journal of Mathematics and Science Research Vol. 5 No. 1 (2026): Volume 5 Nomor 1 Maret 2026
Publisher : Papanda Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56916/pjmsr.v5i1.2925

Abstract

The increasing life expectancy in Indonesia has led to a growing elderly population, thereby intensifying the demand for financial protection against Long-Term Care (LTC) risks. This study aims to calculate the Actuarial Present Value (APV) of Long-Term Care (LTC) benefits for married couples using an actuarial model based on a multistate Markov framework. The model incorporates 15 possible health status transitions between the couple, covering combinations of healthy, ill, and deceased states without distinguishing between husband and wife. Transition probabilities are derived from the Indonesian Mortality Table IV (TMI IV) and the National Morbidity Table. These probabilities are then used to estimate the present value of LTC costs under assumptions of basic benefits, increased benefits when one or both spouses are ill, and a fixed interest rate of 6%. Simulation results show that the total present value of LTC benefits over a 20-year contract period amounts to IDR 96,537,664.69. This model demonstrates both flexibility and accuracy in estimating future care needs and the benefits received. The findings provide valuable insight for the design of spouse-based life insurance products in Indonesia
Penentuan Cadangan Asuransi Jiwa Last Survivor berdasarkan Metode Gross Premium Valuation (GPV) dengan Hukum De’Moivre Rhanny Kirana Jefri; Sri Dewi Anugrawati; Nurwahidah Nurwahidah
Eigen Mathematics Journal Vol 9 No 1 (2026): June
Publisher : University of Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/emj.v9i1.326

Abstract

Insurance is one of the measures that can be used to prepare for various risks that can occur at any time. In the context of life insurance products, multiple life insurance is an efficient option because it is more economical than purchasing separate policies for two people with equivalent benefits. Unlike previous studies that focused on single life models using the GPV (Gross Premium Valuation) approach, this study develops an analysis of more complex multiple life insurance products, thereby providing a more representative picture of premium reserves for cases involving two insured parties. This study aims to formulate a mathematical model and conclude the results of prospective premium reserve calculations for last survivor whole life insurance using the GPV (Gross Premium Valuation) approach and De'Moivre's law De’Moivre This study uses a quantitative method with a documentation data collection technique, namely the 2019 Mortality Table IV data published by the Indonesian Life Insurance Association (AAJI). The results of this study show that the mathematical model of premium reserves for last survivor whole life insurance using the GPV (Gross Premium Valuation) approach and De'Moivre's law is ${_t}V^{GPV} = BA_{\bar{xy}} + U + PAG_{\bar{xy}} + A{\ddot{a}}_{\bar{xy}} + CA_{\bar{xy}} - G_{\bar{xy}}{\ddot{a}}_{\bar{xy}}$. However, when the insured ($y$) dies first, the mathematical model is ${_t}V^{GPV} = BA_{\bar{x}} + U + PAG_{\bar{xy}} + A{\ddot{a}}_{\bar{x}} + CA_{\bar{x}} - G_{\bar{xy}}{\ddot{a}}_{\bar{x}}$ while if the insured ($x$) dies first, the mathematical model is ${_t}V^{GPV} = BA_{\bar{y}} + U + PAG_{\bar{xy}} + A{\ddot{a}}_{\bar{y}} + CA_{\bar{y}} - G_{\bar{xy}}{\ddot{a}}_{\bar{y}}$. In addition, the results of the study show that there is a difference in the last survivor life insurance premium reserve between the conditions when both insured persons are still alive and when one of them dies, and that the use of De'Moivre's law results in a decreasing reserve pattern but ends up exceeding the promised benefits due to linear mortality assumptions so that the present value of the benefits does not fully decrease at the end of the coverage period. These findings indicate that the use of a uniform death distribution needs to be considered in order to produce more realistic premium reserves.
Modeling Tail Risk of Employment Injury Claims using the Extreme Value Theory Framework Sri Dewi Anugrawati; Nurwahidah; Nur Aeni; Risnawati Ibnas
UNP Journal of Statistics and Data Science Vol. 4 No. 3 (2026): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol4-iss3/480

Abstract

This study investigates the implementation of Extreme Value Theory (EVT) in modeling tail risk associated with employment injury insurance claims, addressing the critical need for robust risk estimation in the presence of rare, high-severity losses. The dataset consists of 1,177 historical claims from BPJS Ketenagakerjaan Makassar recorded between 2016 and 2023. Preliminary diagnostic procedures, including hill plots and mean excess function analysis, reveal heavy-tailed behaviour with a tail index greater than one, implying the possibility of infinite variance—a characteristic often underestimated by traditional actuarial models. Due to the limited number of extreme exceedances, the block maxima framework was adopted, and a Generalized Extreme Value (GEV) distribution was fitted to weekly maxima using L-moment estimation to ensure parameter convergence. The resulting GEV parameters (location = 50.27, scale = 67.19, shape = 0.443) confirm a Fréchet-type distribution, consistent with a heavy-tailed risk profile. Comparative analysis shows that the GEV-based 99.5% VaR (1,484.09 million IDR) is more than three times higher than the empirical estimate (450.56 million IDR). Return level analysis further contextualized the estimates, indicating a one-year return level of 768.51 million IDR. These findings demonstrate that empirical methods substantially underestimate extreme loss potential, potentially threatening insurer solvency. Overall, this study provides a statistically rigorous framework for capital reserve and reinsurance optimization, offering a more conservative and theoretically justified approach to managing catastrophic occupational risks.