Desak Putu Eka Nilakusmawati
Mathematics Department, Faculty Of Mathematics And Natural Sciences, Udayana University

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Journal : E-Jurnal Matematika

PERHITUNGAN PREMI BULANAN ASURANSI DANA PENSIUN MENGGUNAKAN METODE AGGREGATE COST PADA ASURANSI JIWA SEUMUR HIDUP MIA NUR FATAYATIN; I NYOMAN WIDANA; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol. 14 No. 3 (2025)
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.2025.v14.i03.p489

Abstract

Pension insurance is a long-term financial program managed by an official institution. The premium, as the participant’s mandatory contribution, is determined by the type of product and the annuity chosen. Monthly premiums in a pension program play an important role in ensuring that participants receive benefits once they reach retirement age. This study aims to explain how monthly premiums are calculated using the Aggregate Cost Method in pension insurance programs. This method is chosen because it takes into account the participant’s average salary during their working years. The calculation is carried out by estimating all future benefit payments, which are then discounted using an assumed interest rate and survival probabilities based on mortality assumptions. The research uses data from employees who started working at the ages of 22, 25, and 30, in order to show how the entry age affects the amount of monthly premiums. The results indicate that both the monthly premium and the retirement benefits vary depending on the age at which the participant begins contributing. The earlier a person starts paying premiums, the lighter the financial burden they carry.
PENENTUAN KINERJA PORTOFOLIO PADA SAHAM INVESTOR33 MENGGUNAKAN METODE GARCH DAN EWMA BERBASIS PADA INDEKS SHARPE ULFA MAULIDA; KOMANG DHARMAWAN; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol. 14 No. 3 (2025)
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.2025.v14.i03.p488

Abstract

Assessing stock portfolio peirformancei is a cruicial steip in deiteirmining an optimal inveistmeint strateigy. This stuidy aims to analyzei thei peirformancei of thei Inveistor33 stock portfolio uising thei GARCH (Geineiralizeid Auitoreigreissivei Conditional Heiteiroskeidasticity) and EiWMA (Eixponeintially Weiighteid Moving Aveiragei) volatility eistimation meithods, which arei thein evaluated uising thei Sharpei indeix as a risk-to-reituirn indicator. Thei daily stock pricei data uiseid comeis from 33 seileicteid stocks activeily tradeid on thei Indoneisia Stock Eixchangei duiring a speicific obseirvation peiriod. Thei volatility eistimateis from both meithods arei uiseid to calcuilatei risk-adjuisteid portfolio reituirns. Thei Sharpei indeix is thein applied to asseiss thei portfolio's eifficieincy in geineirating reituirns reilativei to thei volatility eincouinteireid. Thei stuidy findings indicatei a significant diffeireincei in portfolio peirformancei beitweiein thei reisuilts calcuilateid uising thei GARCH and EiWMA meithods, with thei GARCH meithod teinding to providei morei accuiratei volatility eistimateis in volatilei markeit conditions. Thuis, thei choicei of volatility eistimation meithod significantly influieinceis risk asseissmeint and inveistmeint deicisions baseid on thei Sharpei indeix.