Claim Missing Document
Check
Articles

Found 23 Documents
Search

The Numerical Simulation for Asymptotic Normality of the Intensity Obtained as a Product of a Periodic Function with the Power Trend Function of a Nonhomogeneous Poisson Process Maulidi, Ikhsan; Ihsan, Mahyus; Apriliani, Vina
Desimal: Jurnal Matematika Vol. 3 No. 3 (2020): Desimal: Jurnal Matematika
Publisher : Universitas Islam Negeri Raden Intan Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24042/djm.v3i3.6374

Abstract

In this article, we provided a numerical simulation for asymptotic normality of a kernel type estimator for the intensity obtained as a product of a periodic function with the power trend function of a nonhomogeneous Poisson Process. The aim of this simulation is to observe how convergence the variance and bias of the estimator. The simulation shows that the larger the value of power function in intensity function, it is required the length of the observation interval to obtain the convergent of the estimator.
The estimation of the hazard function of earthquakes in aceh province with likelihood approach Maulidi, Ikhsan; Novika, Fanny; Mahmudi, Mahmudi; Apriliani, Vina; Syazali, Muhamad
Desimal: Jurnal Matematika Vol. 7 No. 3 (2024): Desimal: Jurnal Matematika
Publisher : Universitas Islam Negeri Raden Intan Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24042/djm.v7i3.21489

Abstract

In this article, we propose a novel application of the single decrement method with a likelihood approach to estimate the hazard function of earthquake events in Aceh province. While this method has traditionally been used in actuarial sciences for mortality table estimation, its application in seismic hazard estimation represents a new perspective in the field of earthquake risk analysis. To enhance the accuracy of the model, we applied the Box-Cox transformation to normalize the data and used simple regression to formulate the hazard function. Our results demonstrate that a cubic equation provides a more accurate model compared to linear and quadratic equations, as evidenced by the lower Mean Square Error (MSE). This study offers a new approach to hazard rate estimation that surpasses conventional methods by providing more informative and interpretable results for earthquake risk assessment.
Comparative Analysis of Joint Life Endowment Insurance Premium Reserves: Zillmer Method Versus Prospective Method and The Impact of Zillmer Level Hafnani, Hafnani; Maulidi, Ikhsan; Nurmaulidar, Nurmaulidar; Alindo, Sesda; Apriliani, Vina
Transcendent Journal of Mathematics and Applications Vol 4, No 1 (2025)
Publisher : Syiah Kuala University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24815/tjoma.v4i1.46121

Abstract

The insurance company collects premium reserves obtained from the difference between the value of benefits and the value of premium payments at a time of coverage. One method of premium reserve is prospective reserve, where the calculation is based on the difference between the present value of the benefits to be received and the present value of the net premiums that will come in accordance with a predetermined annuity. This research aims to determine the amount of premium and premium reserves in joint life endowment insurance using the Zillmer method which uses the concept of prospective reserves with gross premiums as the basis for calculations. Then we compare the result with premium reserves using prospective methods, and see the effect of the Zillmer level variable on the amount of premium reserves. The results of this study can be concluded that the value of joint life joint insurance premiums increases according to age when starting insurance and the reserves of joint life insurance premiums always increase every year, until at the end of the insurance coverage premium reserves will reach the same value as the amount of compensation. The value of the premium reserve is influenced by the value of the Zillmer level used; the greater the Zillmer level value, the greater the profit earned by the life insurance company.
COMPARISON OF WEIGHTED MARKOV CHAIN AND FUZZY TIME SERIES-MARKOV CHAIN METHODS IN AIR TEMPERATURE PREDICTION IN BANDA ACEH CITY Rusdiana, Siti; Febriana, Diana; Maulidi, Ikhsan; Apriliani, Vina
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1301-1312

Abstract

Air temperature prediction is needed for various needs such as helping plan daily activities, agricultural planning, and disaster prevention. In this research, Weighted Markov Chain (WMC) method and Fuzzy Time Series-Markov Chain (FTS-MC) method are applied to predict the weekly air temperature in Banda Aceh city. The purpose of this study is to find out how the results of the application and comparison of the accuracy of the WMC method and the FTS-MC method on weekly air temperature prediction in Banda Aceh City. The prediction result of air temperature in Banda Aceh city using the WMC method for the next three weeks obtained an air temperature of 26,5℃. The prediction results of air temperature in Banda Aceh city using the FTS-MC method for the next three weeks obtained predicted values of 26,66℃ for the 105th week, 26,79℃ for the 106th week, and 26,83℃ for the 107th week. The MAPE accuracy level of the WMC method is 1,5% and the FTS-MC method is 1,7%. This shows that the MAPE of the WMC method is smaller than the FTS-MC method so it can be concluded that air temperature prediction using the WMC method is better than the FTS-MC method.
Application of KdV Equations in Policy-Making for Extreme Wave and Tsunami Predictions in Vulnerable Societies Azhari, Budi; Ikhwali, M. Faisi; Nur, Suardi; Apriliani, Vina
Jurnal Ilmiah Peuradeun Vol. 13 No. 3 (2025): Jurnal Ilmiah Peuradeun
Publisher : SCAD Independent

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26811/peuradeun.v13i3.1046

Abstract

This study aims to examine the possibility of implementing the KdV equations for policymaking in vulnerable communities. It is crucial as Indonesia is located between two continents and two large oceans, significantly influencing marine phenomena, such as the frequent occurrence of extreme waves. Additionally, seismic activity can cause earthquakes with the potential to trigger tsunamis. Therefore, continuous research on extreme waves and tsunamis is required. This research provides a semi-analytical solution to the KdV equation using disturbance parameters, carried out from the first to the seventh order, to generate maximum waves. In this study, the modified KdV equation considers the bichromatic wave input , 2 wavenumber expansion equations using perturbation theory and Taylor series, and η expansion using perturbation theory to produce a seventh-order solution. This solution differs from third-order and fifth-order solutions in the context of higher-order influences, with the peak distance found to be closer than the initial point. It may indicate that the higher-order effects of the solution influence the maximum peak of the wave. The results of this research contribute to a progressive step in helping communities vulnerable to extreme waves and tsunamis.
DEVELOPMENT OF A DIGITAL COMIC FOR FRACTION LEARNING IN JUNIOR HIGH SCHOOL STUDENTS Muliawan, Nadia Fitri; Syamsuddin, Nuralam; Apriliani, Vina
Jurnal Ilmiah Didaktika Vol 26 No 1 (2025): Jurnal Ilmiah Didaktika August 2025
Publisher : Center for Research and Publication Universitas Islam Negeri (UIN) of Ar-Raniry

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22373/jid.v26i1.30600

Abstract

Understanding fractions remains challenging for many junior high school students, especially in distinguishing numerators and denominators, identifying equivalent fractions, and converting contextual problems into mathematical models. Conventional learning media often lack interactive and engaging features, causing students to struggle with conceptual understanding. This study introduces a digital comic as an innovative and interactive learning medium designed to make fraction learning more contextual and appealing. The research employed a Research and Development (R&D) approach using the 4D model (Define, Design, Develop, and Disseminate). The product, a digital comic in PDF format accessible online, was tested on seventh-grade students at SMP Negeri 9 Banda Aceh. Validation results showed high validity from media (85.90%), content (84.97%), and language experts (100%). Practicality assessments from teachers (93.75%) and students (93.43%) also indicated that the comic is highly practical. These findings highlight the novelty and effectiveness of integrating digital comics into mathematics learning, demonstrating that such media can enhance students’ motivation and conceptual understanding of fractions.
Formation of Non-Perfect Maze Using Prim’s Algorithm Ihsan, Mahyus; Razi, Fahrul; Maulidi, Ikhsan; Apriliani, Vina; Zahnur, Zahnur
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 7, No 2 (2023): April
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v7i2.12772

Abstract

Maze is a place that has many paths with tortuous paths that are misleading and full of dead ends and can be viewed as a grid graph. A non-perfect maze is a maze that has a cycle. This research produces an algorithm that can form a non-perfect maze with a size of m×n which has two types of bias. The first bias is the composition of the percentage of horizontal and vertical partitions. The second bias is the percentage of the number of cycles. The algorithm created in this study was generated by modifying Prim’s algorithm and the use of Fisher-Yates algorithm which is used in random selection in Prim’s algorithm. The non-perfect maze algorithm begins with the calculation of the parameter values of the two types of bias and continues with forming a perfect maze and ends with forming a non-perfect maze. The algorithm that has been designed can form a non-perfect maze with a complexity of O(|E|^2), where E is the set of edges of an m×n grid graph. Flash-based application development is also carried out in order to implement algorithms to obtain a non-perfect maze. The non-perfect maze is produced in a two-dimensional visual form in the form of an image along with its corresponding grid graph. The application is capable of displaying up to the first 20 solutions of the biased maze. 
The Characteristics of the First Kind of Chebyshev Polynomials and its Relationship to the Ordinary Polynomials Maulidi, Ikhsan; Wibowo, Bonno Andri; Apriliani, Vina; Umam, Rofiqul
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 5, No 2 (2021): October
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v5i2.4647

Abstract

In this article, we discuss the Chebyshev Polynomial and its characteristics. The second order difference equation and the process obtaining the explicit solution of the Chebyshev polynomial have been given for each real number. The symmetry and orthogonality of the Chebyshev polynomial has also been demonstrated using the explicit solutions obtained. Furthermore, we have also given how to approx the polynomial function using the Chebyshev polynomials.
Model Kredibilitas Bühlmann dengan Frekuensi Klaim Berdistribusi Binomial Negatif-Lindley Ikhsan Maulidi; Vina Apriliani
Limits: Journal of Mathematics and Its Applications Vol. 18 No. 1 (2021): Limits: Journal of Mathematics and Its Applications Volume 18 Nomor 1 Edisi Me
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

In this article, we develop a parametric Bühlmann credibility model with the frequency of claims that are assumed following the Negative Binomial- Lindley distribution. The Estimator of the quantities in the Bühlmann model have provided for this distribution using methods commonly used in the greatest accuracy credibility. The premium estimation that resulted in this model is a linear combination of the past claims which gives a minimum error square. The momen function of the Binomial-Lindley distribution is very helpful to determine these Bühlmann’s quantities. Application simulations of this model are also given for simple data claims along with the algorithm. However, it gives an appreciable credibility factor value, this model requires many past claims to get a good premium estimation.
Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley Ikhsan Maulidi; Rini Oktavia; Uswah; Alim Misbullah; Vina Apriliani
Limits: Journal of Mathematics and Its Applications Vol. 20 No. 1 (2023): Limits: Journal of Mathematics and Its Applications Volume 20 Nomor 1 Edisi Ma
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The credibility theory is one of the tools that can be used to determine risk-based premiums. One approach that can be used is the best accuracy approach such as Bühlmann-Straub. We study the parametric Bühlmann-Straub credibility model in which the claim frequency data is assumed to follow the Negative-Lindley (NB-L) Binomial distribution. Determination of the Bühlmann-Straub parameter is determined by using the basic rules in probability theory. From the study that has been carried out, an explicit equation has been obtained to determine the credibility premium of Bühlmann-Straub. A simulation of the application of the model to the data was also provided by assuming the data follows the NB-L distribution. The NB-L distribution parameters were estimated using the momen method and maximum likelihood estimation. From the simulation, it is found that the data used had a high credibility factor value which implies the data can be considered primely for estimating future premiums.