Article Per Year (5 Year)
p-Index From 2021 - 2026
15.153
P-Index
This Author published in this journals
All Journal EKSAKTA: Journal of Sciences and Data Analysis Media Statistika MATEMATIKA Bionatura Statistika CAUCHY: Jurnal Matematika Murni dan Aplikasi SEMIRATA 2015 Kubik JURNAL ILMU MANAJEMEN DAN BISNIS Jurnal Matematika Sains dan Teknologi Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri BAREKENG: Jurnal Ilmu Matematika dan Terapan Zero : Jurnal Sains, Matematika, dan Terapan Teorema: Teori dan Riset Matematika International Journal of Supply Chain Management Jambura Journal of Mathematics Komputasi: Jurnal Ilmiah Ilmu Komputer dan Matematika Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) InPrime: Indonesian Journal Of Pure And Applied Mathematics KUBIK: Jurnal Publikasi Ilmiah Matematika International Journal of Business, Economics, and Social Development International Journal of Research in Community Services Operations Research: International Conference Series International Journal of Global Operations Research International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research Jurnal Matematika Integratif Agridev Journal : Agribusiness Digitalization & Community Development Mathematical Sciences and Applications Journal International Journal of Technology and Education Research Indonesian Actuarial Journal
Sukono Sukono
Departemen Matematika, Fakultas MIPA, Universitas Padjadjaran
Religion Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Immunology & microbiology Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Veterinary Other

Published : 159 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 159 Documents
Search

 12   13   14   15   16 
Determining the Price of Fisherman Micro Insurance Premiums Using the Aggregate Risk Model Approach in Cirebon Regency Ratih Kusumadewi; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 3 No. 3 (2022): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i3.346

Abstract

Catastrophe such as hurricanes, heavy rains, and similar occurrence pose serious threats and risks to fishermen's livelihoods as well as losses from damage to their assets. Therefore, it is necessary to have special insurance to protect the fishermen's assets from financial losses due to the risks that can occur, namely Fisherman Micro Insurance. Micro-insurance is an insurance product that is intended for low-income people with features and administration that are simple, easy to obtain, economical prices and immediately in the completion of the provision of compensation. Fisherman's micro insurance guarantees assets in the form of fishing equipment in the occurrence of a risk of an accident causing damage, this insurance product protects against worries without a large premium burden. This study aims to calculate the premium price with an aggregate risk model approach. The data used is data on fisherman’s losses if they did not go to sea which obtained by surveys. The occurrence data follows the Poisson distribution, and the loss data follows the Exponential distribution. Parameter Estimation was carried out using the Maximum Likelihood Estimation. The estimation results from numbers of occurrence and the amount of losses are used to estimate the collective risk model. Estimators of the average and variance of the aggregate risk are used to determine the premium. The results of the premium selection in this study amounted to IDR 153.861.958.00. The premium amount is a collective premium which is the result of a calculation based on the standard deviation principle.
Company Stock Performance Analysis on IDX ESG Leaders Index Using the ARIMA-GARCH Model Hazelino Rafi Pradaswara; Dwi Susanti; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 3 No. 3 (2022): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i3.347

Abstract

Stocks are one of the most popular forms of investment. In investing stocks, it is necessary to know the movement of stock prices and the investment risks that may occur. The purpose of this study is to predict the level of risk, see the characteristics of stock returns, and whether the ESG Risk Rating makes the company's stock performance better. The models used to predict stock returns are Auto Regressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticty (GARCH), and Value at Risk (VaR) is used to predict risk. Based on the research, the potential loss for Bank BCA is IDR29.800.000,00 and Bank Mandiri is IDR33.600.000,00 with the assumption that an investor invests as much as IDR1.000.000.000,00. In addition, Bank BCA has a lower ESG Risk Rating than Bank Mandiri, but has a better performance.
Portfolio Analysis Using the Markowitz Model with Stock Lot Constraints and Target Returns or Without Target Returns Asri Rula Hanifah; Betty Subartini; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 3 No. 4 (2022): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i4.358

Abstract

Stock investment activities are inseparable from returns and risk, so an investor needs expertise to minimize investment risk. One way is by forming an optimal portfolio. The purpose of this research is to determine the number of stock lots in the optimal portfolio. This research analyzes the closing prices of stocks during the research period with the criteria of stocks being listed on the IDX30 index consecutively for 20 periods and belonging to the large cap group (the stock market capitalization exceeds $10 billion). Then the number of stock lots is calculated using the Markowitz model with stock lot constraints and target returns or without target returns. From the selected stocks, an optimal portfolio is formed using Microsoft Excel. Based on the research results, a combination of an optimal portfolio with a target return is ASII: 5, BBCA: 10, BBNI: 23, BBRI: 1, BMRI: 23, TLKM: 93, UNVR: 12, where the risk is 0,000149 and the target expected return is 0,00155. Meanwhile, the optimal portfolio without a target return is ASII: 8, BBCA: 7, BBNI: 32, BBRI: 40, BMRI: 9, TLKM: 62, UNVR: 17, where a risk is 0,000147 and the expected return is 0,00148. This research can be used as a consideration for investors in determining investment portfolios.
Determination of Insurance Premiums to Mitigate the Risk of Company Losses Due to Supplier Failure Using Black-Scholes-Merton Model Jessica Novia Sitepu; Betty Subartini; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 4 No. 4 (2023): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i4.447

Abstract

The Micro and Small Enterprises (MSMEs) sector in Indonesia has made a significant contribution to the Indonesian economy. However, MSMEs in Indonesia face various challenges that may occur in the future, for example, supplier failure. Therefore, it is essential to determine the right form of risk mitigation to reduce the impact of supplier failure for MSMEs, and one such approach is to have insurance. This study aims to calculate the premium price using the Black-Scholes-Merton model approach. The data used is the aggregate losses experienced by MSMEs fostered partners of PT Wijaya Karya (Persero) Tbk. Data simulation was generated on lognormal distribution to determine the premium price. The application of the Black-Scholes-Merton model on the calculations showed that MSMEs have to pay a premium of IDR 4.165.061 for one year.
The Influence of Operating Cash Flow, Net Income, Depreciation Expenses, and Amortization Expenses on Cash Flow Forecasting at PT. Bank XYZ Aisyah Nurul Aini; Herlina Napitupulu; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 4 No. 3 (2023): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i3.496

Abstract

The cash flow statement is part of a company's financial statements produced in an accounting period that shows the company's cash inflows and outflows. This study aims to analyze the effect of operating cash flow variables, net income, depreciation expense, and amortization expense on forecasting future cash flows. This research uses quantitative research using secondary data with a descriptive approach, which is analyzed using the Multiple Linear Regression method with SPSS assistance. The object used is PT. Bank XYZ for the period January 2019 to February 2023. The results show that operating cash flow affects forecasting future cash flows, net profit does not affect forecasting future cash flows, depreciation expense does not affect forecasting future cash flows, and amortization expense does not affect forecasting future cash flows. However, operating cash flow, net profit, depreciation expense, and amortization expense simultaneously affect the cash flow forecasting results. Based on the forecasting results, which have a MAPE value of 17.43%, it can be concluded that the forecasting results have good forecasting abilities. 
Determination of Life Microinsurance Premium Using the Commercial Rate Method Azizah Rini Widyani; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 4 No. 4 (2023): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i4.544

Abstract

Microinsurance is insurance that is intended for people who have low incomes which is made with the aim that all levels of society can have insurance with affordable prices. Life insurance is a protection program for families in the event of unwanted things, such as death or permanent disability, to policy holders. This study aims to determine the life microinsurance premium. The data sample used is data on claim and benefit paid by life insurance company obtained from the official website of Otoritas Jasa Keuangan (OJK) Indonesia, which is assumed to have a log-normal distribution. The research method is to test the distribution of claims from the sample data using the Kolmogorov-Smirnov test. Then determine the value of the claim distribution parameter, and then calculating life microinsurance premium using the Commercial Rate method. The results obtained in the form of premium for life microinsurance that are payable by low-income people.
Analysis of Determining The Cost of Replanting for Smallholder Oil Palm Plantations Using Annuities Model with Python Rayyan Al Muddatstsir Fasa; Herlina Napitupulu; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 4 No. 4 (2023): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i4.547

Abstract

Palm oil replanting is a necessary activity to enhance the productivity of aging oil palm trees. However, the high costs associated with replanting often create a financial burden for farmers. To address this issue, the study proposes the implementation of a contribution or levy system for smallholder farmers while their oil palm plantations are still productive, which would alleviate the financial burden of replanting. The research methodology employed includes a literature review and primary data collection through a survey of smallholder farmers, with the data being processed to create a mathematical model and simulated using the Python programming language. The results of this study include the development of a mathematical model for the levy and distribution of replanting costs, along with a simulation of the proposed system. This model could help smallholder farmers prepare for replanting costs, enhance the sustainability of palm oil production, and ultimately increase productivity.
Mitigation of The Risk of Failed Harvest Pond Farming Fisheries Using The Calculating of The Premium Through The Approach to The Principle of Expectation Value Fadia Irsya Septiana; Dwi Susanti; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 4 No. 4 (2023): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i4.551

Abstract

Pond cultivation is a promising business to be engaged in at this time, the demand for fish in the market is high, it opens opportunities for entrepreneurship in the field of fish cultivation. It is undeniable that several factors will cause crop failure in fish farming, both from weather factors and in the livestock process. If such an unexpected thing happened, the cultivators would be slightly affected. Therefore, there is a need for special insurance to protect farmers from financial losses due to possible risks, namely Fishery Microinsurance. This study aims to determine a reasonable amount of insurance premiums for small-scale shrimp pond aquaculture cultivators using the expectancy value principle calculation method. The data on the number of events uses the Poisson distribution, while the loss data uses the Exponential distribution in Pandeglang Regency. Next use the Maximum Likelihood Estimation method to calculate the parameter estimate. After that, the results of the parameter estimation are used to search for a collective risk model. Thus, the result of the premium calculation in this study was Rp 25.893.046
Investment Portfolio Optimization in Renewable Energy Stocks in Indonesia Using Mean-Variance Risk Aversion Model Willen Vimelia; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 5 No. 1 (2024): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i1.601

Abstract

Climate change is a phenomenon that has been occurring for quite some time. However, the increasingly felt impacts of climate change necessitate human action to mitigate these effects. One way to address this issue is by transitioning from conventional or non-renewable energy sources to renewable energy. This step undoubtedly has implications for various aspects, such as investments. Naturally, investors are beginning to turn their attention to the field of renewable energy as a new target. Investments are inherently associated with risks and returns One approach to maximizing returns is through portfolio optimization. One well-known method in portfolio optimization is the Mean-Variance method, also known as the Markowitz method, as it was first introduced by Harry Markowitz. In this research, an optimal portfolio is generated with weights of 0.1470 for ADRO; 0.1939 for MEDC; 0.2143 for ITMG and 0.4449 for RAJA. With this composition of optimal portfolio weights, the expected return is obtained at 0.002252, and the return variance is 0.000496.
Investment Portfolio Optimization In Infrastructure Stocks Using The Mean-VaR Risk Tolerance Model Arla Aglia Yasmin; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 5 No. 1 (2024): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i1.602

Abstract

Infrastructure a crucial role in economic development and the achievement of Sustainable Development Goals (SDGs), with investment being a key activity supporting this. Investment involves the allocation of assets with the expectation of gaining profit with minimal risk, making the selection of optimal investment portfolios crucial for investors. Therefore, the aim of this research is to identify the optimal portfolio in infrastructure stocks using the Mean-VaR model. Through portfolio analysis, this study addresses two main issues: determining the optimal allocation for each infrastructure stock and formulating an optimal stock investment portfolio while minimizing risk and maximizing return. The methodology employed in this research is the Mean-VaR approach, which combines the advantages of Value at Risk (VaR) in risk measurement with consideration of return expectations. The findings indicate that eight infrastructure stocks meet the criteria for forming an optimal portfolio. The proportion of each stock in the optimal portfolio is as follows: ISAT (2.74%), TLKM (33.894%), JSMR (3.343%), BALI (0.102%), IPCC (5.044%), KEEN (14.792%), PTPW (25.863%), and AKRA (14.219%). The results of this study can serve as a foundation for better investment decision-making.
Co-Authors Abdul Talib Bon Abiodun Ezekiel Owoyemi Achmad Bachrudin Adhitya Ronnie Effendie, Adhitya Ronnie Agung Prabowo Agung Prabowo Agung Prabowo Agus Santoso Agus Santoso Agus Sugandha Agustini Tripena Br Surbakti Aisyah Nurul Aini Alem Huga Martono Amalia, Hana Safrina Amitarwati, Diah Paramita Anastasia Audrey Wijaya Apipah Jahira, Juwita Arla Aglia Yasmin Asep K Supriatna Asep Saepulrohman Asep Solih Awalluddin, Asep Solih Asri Rula Hanifah Aulia Kirana Aulya Putri Ayyinah Nur Bayyinah Aziza Ayu Nurjannah Azizah Rini Widyani Bakti Siregar Banowati, Puspa Dwi Ayu Basuki , Basuki Basuki Bayyinah, Ayyinah Nur Betty Subartini Betty Subartini Betty Subartini Bimasota Aji Pamungkas bin Mamat, Mustafa Budi Pratikno Candra Budi Wijaya Carissa, Katherine Liora Dara Selvi Mariani Dedy Rosadi Dedy Rosadi DEWI RATNASARI Dewi Ratnasari Dhika Surya Pangestu Diah Chaerani Diah Paramita Amitarwati Diana Ekanurnia Dihna, Elza Rahma Dini Aulia Dwi Susanti Dwi Susanti Dwi Susanti Dwi Susanti Dwi Susanti Dwi Susanti Eddy Djauhari Edi Kurniadi Edi Kurniadi Ema Carnia Emah Suryamah, Emah Eman Lesmana Endang Rusyaman Endang Soeryana Hasbullah Estu Putri Dianti Fadia Irsya Septiana Fasa, Rayyan Al Muddatstsir Febrianty, Popy Firdaus, Muhammad Rayhan Forman Ivana S. S. S. Gani Gunawan Ghazali, Puspa Liza Grida Saktian Laksito Hadiana, Asep Id Hana Safrina Amalia Haq, Fadiah Hasna Nadiatul Hasbullah, Soeryana Hasriati Hasriati Hazelino Rafi Pradaswara Herlina Napitupulu Hidayana, Rizki Apriva Himda Anataya Nurdyah Ibrahim M Sulaiman Ihda Hasbiyati Iin Irianingsih Ira Sumiati Ismail Bin Mohd Januaviani, Trisha Magdalena Adelheid Jehan Rizky Faustina Hartono Jessica Novia Sitepu Jessica Sie Jumadil Saputra Jumadil Saputra Kahar, Ramadhina Hardiva kalfin Kalfin Kalfin, Kalfin Katherine Liora Carissa Khairi, M. Ihsan Kirana Fara Labitta Labitta, Kirana Fara Laksito, Grida Saktian Linda Damayanti Putri Lutfi Praditia Ma’mur M. Ihsan Khairi Maraya, Nisrina Salsabila Maudy Afifah Audina Maulana Malik Maulida, Ghafira Nur Ma’mur, Lutfi Praditia Melina Melina Mochamad Suyudi Mohamad Nurdin, Dadang Muhammad Arief Budiman Muhammad Arief Budiman Muhammad Iqbal Al-Banna Ismail Mustafa Mamat Mustafa Mamat Mustafa Mamat Mustafa Mamat Mustafa Mamat Nabilla, Ulya Nadia Putri Riadi Nahda Nabiilah Naia Rafida Mumtaz Nisrina Salsabila Maraya Nita Rulianah Noriszura Ismail Norizan Mohamed Novianti, Saqila Novieyanti, Lienda Novinta S, Fujika Novitasari, Ela Nugraha, Dwita Safira Nur Mahmudah Nurdyah, Himda Anataya Nurfadhlina Abdul Halim Nurul Fadilah Okta Yohandoko, Setyo Luthfi Pardede, Ester Popy Febrianty Priyatna, Yayat Puspa Liza Ghazali Putri, Aulya Putri, Linda Damayanti Putri, Sherina Anugerah Raharjanti, Amalia Rahman, Rezki Aulia Ramdhania, Tya Shafa Ratih Kusumadewi Rayyan Al Muddatstsir Fasa Riadi, Nadia Putri Riaman Riaman Riaman Riaman Rini Cahyandari Riza Adrian Ibrahim Rosadi, D. - Ruben Clynton Oey Rulianah, Nita Saefullah, Rifki Salamiah, Mia Salih, Yasir Sampath, Sivaperumal Saputra, Jumadil Shindi Adha Gusliana Sianturi, Sri Novi Elizabeth Sisilia Sylviani Siti Sabariah Abas Soeryana Hasbullah Sri Novi Elizabeth Sianturi Sri Purwani Stanley Pandu Dewanto Subanar - Subanar . Subanar Subanar Subiyanto Subiyanto Sudradjat Supian Suhaimi, Nurnisaa binti Abdullah Sulastri, S Sumiati, Ira Supian, Sudradjat Supriyanto Supriyanto Suroto Suroto Susanto, Sunarta Sutiono Mahdi Sutisna, Sarah Suyudi, Mochamad Suyudi, Mochammad T.P Nababan Tampubolon, Carlos Naek Tua Tika Fauzia Titi Purwandari Titin Herawati Umar A Omesa Valentina Adimurti Kusumaningtyas Verrany, Maria Jatu Vimelia, Willen Wahid, Alim Jaizul Wan Muhamad Amir W Ahmad Waway Tiswaya Widyani, Azizah Rini Wiliya Wiliya Willen Vimelia Yasir Salih Yasmin, Arla Aglia Yhenis Apriliana Yulianus Brahmantyo Yulison Herry Chrisnanto Yuningsih, Siti Hadiaty Yuyun Hidayat Zahra, Ami Emelia Putri Zinedine Amalia Noor Mauludy Reihan