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KESTABILAN LOKAL TITIK EKUILIBRIUM MODEL PENYEBARAN PENYAKIT POLIO Harianto, Joko; Angelika, Venthy; Seru, Feby
Jurnal Matematika UNAND Vol. 12 No. 2 (2023)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.12.2.153-167.2023

Abstract

The fact shows that polio is very dangerous to humanity, it is necessary to study the dynamics of the spread of polio. One way, namely a mathematical approach in the form of a mathematical model for the spread of polio. The mathematical model used in this study is the SEIV model. This study aims to provide a description of the dynamics of the spread of polio. The results of this study are expected to be used as a reference to study the dynamics of the spread of polio in an area. The method used in the implementation of this research is literature study. The first stage starts with the model formulation. The second stage analyzes the model that has been formed and the last one makes a model simulation. The formed SEIV model is a system of nonlinear differential equations. The basic reproduction number  parameter is obtained from the analysis of the system. If the basic reproduction number less than one, then there is a single point of  free disease equilibrium that is locally stable asymptotically. Conversely, if the basic reproduction number more than one, then there are two points of equilibrium, namely the point of free equilibrium of disease  and the endemic equilibrium point . When the basic reproduction number more than one endemic equilibrium point  is stable asymptotically locally. Based on the simulation, if  the basic reproduction number less than one for t → ∞ and value (S, E, I, V) are close enough to E*, the system solution will move to E*. This means that if the basic reproduction number less than one, the disease will not be endemic and tends to disappear in an infinite amount of time. Conversely, if the basic reproduction number more than one for t → ∞ and the value (S, E, I, V) are close enough to E^, then the system solution will move towards E^. This means that if the basic reproduction number more than one, then the disease will remain in the population but not reach extinction in an infinite amount of time
ANALISIS RISIKO VAR DAN CVAR PADA HASIL PREDIKSI HARGA SAHAM PT. ASTRA INTERNATIONAL TBK. Seru, Feby
Jurnal Silogisme : Kajian Ilmu Matematika dan Pembelajarannya Vol 8 No 1 (2023): Juni
Publisher : Universitas Muhammadiyah Ponorogo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24269/silogisme.v8i1.6943

Abstract

Ketika melakukan investasi, selain mengetahui prediksi nilai saham dimasa mendatang, penting juga untuk mengetahui tingkat risiko yang mungkin terjadi pada investasi tersebut. Hal ini dilakukan agar investor dapat menyiapkan dana cadangan untuk mewaspadai risiko yang akan terjadi. Value at Risk (VaR) dan Conditional Value at Risk (CVaR) merupakan metode yang umum digunakan untuk mengukur besarnya risiko dalam industri keuangan. Tujuan dari penelitian ini adalah mengimplementasikan VaR dan CVaR untuk menghitung besarnya risiko pada harga saham PT. Astra International Tbk., yang diprediksi menggunakan Geometric Brownian Motion (GBM). Langkah-langkah yang dilakukan yaitu menghitung nilai return saham hasil prediksi, melakukan uji normalitas, dan menghitung nilai VaR dan CVaR menggunakan simulasi Monte Carlo. Hasil penelitian yang diperoleh pada tingkat kepercayaan 90%, 95%, dan 99% untuk VaR adalah -0,03177; -0,04043; -0,05669, dan 0,04167; 0,04889; 0,06302 untuk CVaR, dalam jangka waktu satu hari kedepan. Nilai CVaR yang diperoleh lebih besar dibandingkan dengan VaR untuk setiap tingkat kepercayaan.
Comparison of the Claim Ratio Method and the Bornhuetter-Ferguson Chain Ladder Method in Claim Reserve Calculation Paranoan, Nicea Roona; Seru, Feby; Gultom, Ayub Sahala
Statistika Vol. 25 No. 2 (2025): Statistika
Publisher : Department of Statistics, Faculty of Mathematics and Natural Sciences, Universitas Islam Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/statistika.v25i2.7934

Abstract

Abstract. Uncertainty in life brings risks that can threaten financial stability, making the existence of insurance crucial for managing such risks. One of the key elements in insurance is the management of claim reserves, which are funds allocated to meet outstanding claim obligations. This study aims to analyze and compare two claim reserve estimation methods, namely the Claim Ratio Method and the Bornhuetter-Ferguson Method, to assess the accuracy of each. The analysis is conducted by calculating claim reserve estimates using both methods based on historical claim data. The data used in this study are simulated data obtained through random sampling using Microsoft Excel. The results show that the Claim Ratio Method produced an estimate of 204,691,130, while the Bornhuetter-Ferguson Method yielded an estimate of 211,097,953. Compared to the Claim Ratio Method, the Bornhuetter-Ferguson Method provides results that are closer to reality, as it takes into account the claim development pattern in more detail, particularly for data with high variability. The study concludes that the choice of estimation method has significant implications for the financial stability of insurance companies. More accurate reserve calculations not only strengthen the solvency and operational efficiency of insurers but also reinforce policyholder trust and confidence in insurance protection. Consequently, the adoption of more robust methods such as the Bornhuetter-Ferguson is recommended, while future research is encouraged to explore alternative or hybrid models that may further improve estimation accuracy in diverse contexts.