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All Journal Journal of Natural Sciences and Mathematics Research BAREKENG: Jurnal Ilmu Matematika dan Terapan Unisda Journal of Mathematics and Computer Science (UJMC) Zeta - Math Journal JURNAL AXIOMA : Jurnal Matematika dan Pembelajaran Square : Journal of Mathematics and Mathematics Education Jurnal Nuansa Akademik: Jurnal Pembangunan Masyarakat Journal of Mathematics: Theory and Applications JES-MAT (Jurnal Edukasi dan Sains Matematika) Journal Focus Action of Research Mathematic (Factor M)
Seftina Diyah Miasary
Universitas Islam Negeri Walisongo Semarang
Religion Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Calculation of Tabarru Funds Using Makeham's Mortalita Law and Gompertz's Mortalita Law Using the Cost Of Insurance Method Tauki Rohman Muzaki; Emy Siswanah; Seftina Diyah Miasary
Journal of Natural Sciences and Mathematics Research Vol 6, No 1 (2020): June
Publisher : Faculty of Science and Technology, Universitas Islam Negeri Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/jnsmr.2020.6.1.11156

Abstract

Tabarru funds have the meaning of a collection of funds given by insurance participants as a virtue fund with sincere intentions for the purpose of helping one participant with another if one of them gets a disaster. The tabarru fund management mechanism in Indonesia uses two types of operational systems, namely the product saving system (savings) and the non-saving product system. Management with a saving product system uses a savings mechanism with 5% for management funds. Meanwhile, in the non-saving product system with a no-savings mechanism, the amount and its management are not yet known, which will cause confusion for the community in the calculation. The cost of insurance method is one method that can be used to calculate tabarru funds. This method calculates tabarru funds by multiplying the percentage of tabarru funds by the cost of coverage. The percentage of tabarru funds is searched through the mortality table, management fee, and investment level. From the management fee of 25% and the investment rate of 5%, the percentage of tabarru funds using Makeham's mortality law is  for men and for men. Meanwhile, Gompertz's law of mortality obtained  for men and for women . ©2020 JNSMR UIN Walisongo. All rights reserved.
PERBANDINGAN JUMLAH WISATAWAN ASING DAN DOMESTIK DI KABUPATEN BANYUMAS Seftina Diyah Miasary; Novita Eka Chandra
Unisda Journal of Mathematics and Computer Science (UJMC) Vol 3 No 2 (2017): Unisda Journal of Mathematics and Computer Science
Publisher : Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (161.731 KB) | DOI: 10.52166/ujmc.v3i2.466

Abstract

Tourism is part of the tax and income of a region. Based on data from the Central Bureau of Statistics Banyumas district, tourism in Banyumas district is very rapid. Banyumas district strategic location factor, many foreign and domestic tourists who visit to enjoy the tourist attractions and even the existing culinary. The study used data taken from the Central Bureau of Statistics Banyumas district in 2002 until 2014. After doing research on tourists in Banyumas district obtained that there are differences in the number of foreign and domestic tourists, and there is no difference in average length of stay foreign and domestic tourists in the district of Banyumas .
Analisis Jumlah Klaim Agregasi Berdistribusi Negative Binomial Dan Besar Klaim Berdistribusi Discreate Uniform Dengan Menggunakan Metode Konvolusi Fara Lukita Umul Amaliah; Emy Siswanah; Seftina Diyah Miasary
Journal of Mathematics: Theory and Applications Volume 4, Nomor 2, 2022
Publisher : Program Studi Matematika Universitas Sulawesi Barat

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (352.992 KB) | DOI: 10.31605/jomta.v4i2.2010

Abstract

Claims are a form of demands from insurance policy holders in order to get protection against financial losses due to risks that occur. Claims that arise every time a risk occurs are called individual claims, while the total of individual claims during an insurance period is called aggregation claims. In addition, claims are one of the important elements in optimizing the minimum expenditure of insurance companies where one of the calculations that insurance companies need to know based on claims is aggregate loss. Aggregate loss is the total loss in a period experienced by the policyholder which is borne by an insurance company. This study aims to determine the estimated total aggregate loss claims for the number of claims with a Negative Binomial distribution and the size of the claims with a Discrete Uniform distribution in the recapitulation of claim payments according to all types of guarantees and the nature of injuries in 2018-2020 PT. Jasa Raharja, Purwakarta. This study uses the convolution method with the help of Easyfit and R Studio software. The convolution method is a method of calculating the number of multiplication pairs of a probability density function. The results of this study indicate that from the recapitulation data on claim payments according to all types of insurance and nature of injury in 2018-2020 PT. Jasa Raharja, Purwakarta, the estimated total monthly aggregate loss claims for the years 2021-2023 using Jasa Raharja's insurance claim data from 2018 to 2020 based on the Negative Binomial distribution and the Discrete Uniform distribution is IDR 4,278,5545,000 and the variance value of 2.128412e-06.
Annual Premium Determination for Joint Life Insurance with De Moivre and Gompertz’s Mortality Laws Seftina Diyah Miasary
Square : Journal of Mathematics and Mathematics Education Vol 4, No 2 (2022)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2022.4.2.13212

Abstract

This research discusses how to determine the annual premium for joint life status. The death rate (mortality rate) is one of the factors that can be considered when calculating the premium. The quantitative method used in this study was to estimate the parameters of the De Moivre and Gompertz’s Mortality laws using secondary data from the 2011 Indonesian Mortality Table (TMI III) for men and women. This calculation generates a formula for calculating the annual premium for joint life insurance based on De Moivre and Gompertz mortality law. Starting with estimating the parameters of Gompertz's mortality law for the Indonesian Mortality Table in 2011 using the maximum likelihood estimation method, then calculating the combined life probability, death benefit APV, continuous life annuity APV, and annual premium for joint life insurance. The value of the annual premium on joint life insurance with the mortality law of De Moivre and Gompertz for a simulated term life insurance n = 10 years with age x (husband) 28 years and y (wife) 25 years, the death benefit (R) is Rp. 50,000,000; and the interest rate is 3.50 percent with the Indonesian Mortality Table in 2011. According to the calculations, the annual premium value of joint life insurance based on Gompertz's mortality law is greater than De Moivre's mortality law.Keywords: Join Life Insurance, Mortality Laws, Annual Premium.
PENERAPAN VECTOR AUTOREGRESSIVE (VAR) DALAM MEMPREDIKSI RETURN SAHAM DI INDONESIA Seftina Diyah Miasary
Jurnal Edukasi dan Sains Matematika (JES-MAT) Vol 8, No 2 (2022): Jurnal Edukasi dan Sains Matematika (JES-MAT)
Publisher : Department of Mathematics Education, Universitas Kuningan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25134/jes-mat.v8i2.6225

Abstract

The rate of return (return) and risk are inseparable in investing activities. One equilibrium model that describes the relationship between return and risk assumes that the expected return is influenced by more than one macroeconomic factor. Furthermore, the causal relationship between stock returns and macroeconomic factor returns was analyzed using VAR. The application of VAR in this study is to predict stock returns through the stages of checking data stationarity, determining the optimal lag length, testing Granger causality between variables, estimating VAR model parameters and Portmanteau diagnostic tests, and predicting stock returns. The results show that the VAR (1) model is the most appropriate model to describe the relationship between stock returns and macroeconomic factor returns with a significant model owned by BBCA, ICBP, INTP, KLBF, and SMGR stocks. Furthermore, the VAR (1) model is used to predict the five stock returns. The prediction results show that INTP's stock returns are negative while the returns of the other four stocks are positive. This shows that INTP shares experienced a capital loss, while the stock returns of BBCA, ICBP, KLBF, and SMGR experienced capital gains
Penentuan Premi Tahunan Dan Cadangan Manfaat Asuransi Jiwa Dwiguna Murni pada Status Last Survivor dengan Tiga Orang Tertanggung Fika Riza Syifamillah; Emy Siswanah; Seftina Diyah Miasary
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 8 No 2 (2022): Unisda Journal of Mathematics and Computer science
Publisher : Mathematics Department, Faculty of Mathematics and Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v8i2.3693

Abstract

Last-survivor life insurance is life insurance with more than one life (multiple life) in which premium payments end when the policyholder dies for the last time. Last-survivor status can be applied to various types of insurance, including pure endowment life insurance. Pure endowment life insurance is insurance that provides a death benefit if the insured is still alive within the agreed timeframe. Furthermore, two costs that insurance companies must consider are the amount of premiums and benefit reserves. The premium is the amount of money paid by the insurer to the insurer for their participation in the insurance, while the benefit reserve is the amount of funds that the insurance company needs to prepare to pay losses to the participant during the coverage period. The purpose of this study is to calculate the annual premiums and reserves for pure endowment life insurance benefits based on last survivor status for three insured people. Based on the results of calculating the benefit reserve using the prospective method, the older the insurance member, the lower (smaller) the chance of survival. That is, the greater the likelihood that the three members will die before the insurance contract expires, the less likely the insurance company will pay the sum insured. This causes the premium to be paid to be smaller. The value of the benefit reserve from the initial year of insurance to the end of the insurance contract period, which is the 25th year, is getting smaller every year.
Penentuan Return Saham Syariah dengan Arbitrage Pricing Theory (APT) melalui Pendekatan Vector Autoregressive (VAR) Seftina Diyah Miasary
Jurnal Axioma : Jurnal Matematika dan Pembelajaran Vol. 8 No. 2 (2023): Juli
Publisher : Universitas Islam Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56013/axi.v8i2.1433

Abstract

Arbitrage Pricing Theory (APT) is a pricing model that can be used to determine the expected return of a security. It assumes that there is more than one factor affecting the expected return. The risk of APT is part of the sensitivity of macroeconomic factors to return security. The identification of factors that affect security returns is one of the most important stages of APT modeling. This is because the APT does not specify how factors affect the return on a security. One method that can be used to identify macroeconomic factors is Vector Autoregressive (VAR). An overview of the relationship between return security and macroeconomic factors analyzed using VAR by going through the stages of checking the stationary data, determining the optimal lag length, testing Granger causality between variables, estimating the VAR model and Portmanteau diagnostic test, compiling the APT equation and calculating the expected stock return from APT models. Based on the results of the study, we conclude that at a significance level of 5%, only INDF shares show Granger causality with macroeconomic factors, such as the BI rate, money supply, and world oil prices. Furthermore, the Arbitrage Pricing Theory (APT) model implies that the expected return on INDF stock is lower than the actual return. This means that INDF's stock is undervalued, which means that future stock returns will be lower. Keywords: Vector Autoregressive (VAR), Arbitrage Pricing Theory (APT), Syariah Stock Return
Application of The Fackler and Full Preliminary Term Methods In Calculating n-Year Term Life Insurance Premium Reserves Miasary, Seftina Diyah; Ulna, Jihan Ramadhani Ar-Raafi’; Siswanah, Emy
Journal Focus Action of Research Mathematic (Factor M) Vol. 7 No. 1 (2024)
Publisher : IAIN Kediri

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30762/f_m.v7i11973

Abstract

Cadangan premi harus diperhitungkan dengan baik untuk meminimalisir kerugian bagi perusahaan asuransi. Metode yang digunakan dalam menentukan cadangan premi dari asuransi jiwa berjangka pada penelitian ini adalah metode Fackler dan metode Full Preliminary Term. Penelitian ini bertujuan untuk membandingkan perhitungan cadangan premi dengan kedua metode pada asuransi jiwa berjangka. Sebelum diperhitungkannya nilai cadangan, terlebih dahulu akan ditentukan besarnya nilai premi tunggal, anuitas awal, dan premi tahunan dari asuransi jiwa berjangka. Asumsi yang digunakan dalam penelitian meliputi tertanggung seorang laki-laki dan perempuan berusia 30 tahun, jangka pertanggungan 30 tahun, suku bunga sebesar 5,75%, dan santunan yang akan diberikan oleh perusahaan asuransi kepada tertanggung adalah sebesar Rp. 200.000.000. Berdasarkan hasil yang diperoleh, dengan didasarkan pada Tabel Mortalita Indonesia (TMI) 2019 diketahui bahwa nilai cadangan Fackler dan cadangan Full Preliminary Term pada produk asuransi jiwa berjangka n-tahun memberikan nilai yang tidak sama. Diperoleh bahwa cadangan Fackler memiliki nilai yang lebih besar dibandingkan dengan cadangan Full Preliminary Term. Cadangan Fackler untuk tertanggung laki-laki pada tahun pertama sebesar Rp.369.635 sedangkan cadangan Full Preliminary Term sebesar Rp.0. Sedangkan untuk peserta perempuan, cadangan Fackler diperoleh Rp. 226.182 dan untuk cadangan Full Preliminary Term diperoleh Rp.0. Hal ini dikarenakan pada cadangan Full Preliminary Term memperhitungkan biaya operasional dari perusahaan asuransi seperti biaya administrasi, komisi agen, dan biaya-biaya lain yang dibutuhkan oleh perusahaan asuransi. Sedangkan pada cadangan Fackler tidak memperhitungkan sejumlah biaya seperti yang disebutkan pada cadangan Full Preliminary Term. Premium reserves must be calculated correctly in order to minimise losses for the insurance business. The Fackler method and the Full Preliminary Term approach were used in this study to calculate premium reserves for term life insurance. The aim of this research is to compare the approaches for calculating premium reserves for term life insurance. Before determining the reserve value, the single premium, initial annuity, and yearly premium of term life insurance will be established. The research assumptions include that the insured is a man and a woman aged 30 years, that the insurance duration is 30 years, that the interest rate is 5.75%, and that the insurance firm will pay the insured IDR. 200,000,000. According to the results, based on the 2019 Indonesian Mortality Table (TMI), the value of Fackler reserves and Full Preliminary Term reserves in n-year term life insurance contracts provide distinct values. It is discovered that Fackler reserves are more valuable than Full Preliminary Term reserves. The Fackler reserve for male insureds in the first year is IDR 369,635 while the Full Preliminary Term reserve is IDR 0. Meanwhile, Fackler's reserve for female participants was IDR. 226,182, and the Full Preliminary Term reserve was Rp. 0. This is because the Full Preliminary Term reserve accounts for the insurance company's operations expenditures, such as administration fees, agent commissions, and other expenses. Meanwhile, the Fackler reserve excludes a number of charges from the Full Preliminary Term reserve
Penentuan Premi Tahunan Dan Cadangan Premi Dengan Metode New Jersey Asuransi Endowment Status Joint Life Menggunakan Suku Bunga Stokastik Miasary, Seftina Diyah; Umami, Riza Lathifatul; Siswanah, Emy
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 9 No 2 (2023): Unisda Journal of Mathematics and Computer science
Publisher : Mathematics Department, Faculty of Mathematics and Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v9i2.5953

Abstract

Joint life endowment status insurance is insurance that pays out if the participant dies during the policy participant's first death or survives until the conclusion of the insurance period. The purpose of this study is to calculate the amount of joint life endowment status life insurance premium reserves using the New Jersey technique in the CIR model with stochastic interest rates. The CIR model's stochastic interest rate value based on Bank Indonesia interest rates from 2018 to 2022 is 0,075. According to the calculations, the resulting annual premium is lower since the number of individuals who survive is greater than the number of persons who die over the insurance period. Furthermore, the size of the New Jersey premium reserve is zero in the first year and becomes closer to the compensation value as the insurance period proceeds.
Pemanfaatan Desmos untuk Pembelajaran Matematika Interaktif bagi Guru Matematika SMK di Salatiga Nisa, Lulu Choirun; Isnawati, Ayus Riana; Rachmawati, Ariska Kurnia; Miasary, Seftina Diyah
Nuansa Akademik: Jurnal Pembangunan Masyarakat Vol. 10 No. 1 (2025)
Publisher : Lembaga Dakwah dan Pembangunan Masyarakat Universitas Cokroaminoto Yogyakarta (LDPM UCY)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47200/jnajpm.v10i1.2675

Abstract

Desmos is a web-based platform that offers interactive mathematical tools, primarily a graphing calculator, to dynamically visualize mathematical concepts. Using Desmos is one solution to the challenges of teaching mathematics, which often lacks engagement and interactivity due to its abstract nature. Mathematics teachers from vocational schools across Salatiga have received training on utilizing Desmos in teaching. As a result, 85% of participants found Desmos easy to use, 80% felt that Desmos significantly aids mathematics teaching, particularly in visualizing concepts, 76% stated that the Desmos Graphing Calculator makes graph presentations in lessons more engaging, 85% agreed that the 3D features in Desmos help students grasp abstract concepts more concretely, 90% felt that Desmos Classroom facilitates real-time interaction through the online teacher dashboard, 80% noted that Desmos Classroom helps teachers assess student work, and 85% expressed their intention to use Desmos in their classroom teaching.
Co-Authors Ariska Kurnia Rachmawati Baehaqi Emy Siswanah Fara Lukita Umul Amaliah Fika Riza Syifamillah Isnawati, Ayus Riana Lulu Choirun Nisa Marmu'asyifa, Hana Zhafira Novita Eka Chandra Tauki Rohman Muzaki Ulna, Jihan Ramadhani Ar-Raafi’ Umami, Riza Lathifatul