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All Journal Jurnal Kimia (Journal of Chemistry) Jurnal Matematika Buletin Udayana Mengabdi E-Jurnal Matematika Bumi Lestari BAREKENG: Jurnal Ilmu Matematika dan Terapan Journal of Fundamental Mathematics and Applications (JFMA)
I Nyoman Widana
Prodi Matematika FMIPA Universitas Udayana
Agriculture, Biological Sciences & Forestry Humanities Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Environmental Science Mathematics Mechanical Engineering Physics Transportation

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PERHITUNGAN PREMI ASURANSI JOINT LIFE DENGAN MODEL VASICEK DAN CIR I MADE WAHYU WIGUNA; KETUT JAYANEGARA; I NYOMAN WIDANA
E-Jurnal Matematika Vol 8 No 3 (2019)
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.2019.v08.i03.p260

Abstract

Premium is a sum of money that must be paid by insurance participants to insurance company, based on insurance contract. Premium payment are affected by interest rates. The interest rates change according to stochastic process. The purpose of this work is to calculate the price of joint life insurance premiums with Vasicek and CIR models. The price of a joint life insurance premium with Vasicek and CIR models, at the age of the insured 35 and 30 years has increased until the last year of the contract. The price of a joint life insurance premium with Vasicek model is more expensive than the premium price using CIR model.
MENENTUKAN HARGA KONTRAK BERJANGKA NILAI TUKAR RUPIAH TERHADAP DOLLAR AS MENGGUNAKAN DISTRIBUSI LOGNORMAL GEDE SUMENDRA; KOMANG DHARMAWAN; I NYOMAN WIDANA
E-Jurnal Matematika Vol 4 No 2 (2015)
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.2015.v04.i02.p087

Abstract

The purpose of this study is to determine the fair price of a futures contract for the IDR (Rupiah) against the USD using lognormal distribution simulation. This result is compared with interest rate parity theorem. The first step of this study is to determine the values of the parameters which are optimized using Maximum Likelihood Estimation (MLE). The parameters obtained in the form of the mean () and variance (). Further, parameters obtained are simulated using lognormal distribution to determine the exchange rate simulation (). Then price of future contract is also calculated using interest rate parity theorem. The price of the futures contracts () is determined by lognormal distribution simulated and price of interest rate futures contracts using parity theorem. The results of this study show that future contract price over the fair use lognormal distribution of 12.215 compared to the interest rate parity theorem which 12.400, with the initial contract price () of 12.185.
PERUMUSAN PREMI BULANAN ASURANSI KESEHATAN INDIVIDU PERAWATAN RUMAH SAKIT (ANUITAS HIDUP PEMBAYARAN BULANAN) AGUSTINA PAULA THERESIA PUTRI LAHALLO; I NYOMAN WIDANA; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol 2 No 4 (2013)
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.2013.v02.i04.p057

Abstract

This study calculates non renewable monthly premiums and renewable monthly premiums for health insurance. Formulations used in this study were derived from the equations used by Wilandari (2007). The monthly premium calculation  uses a CSO mortality table and an interest rate of 6%. To illustrate the calculating of the premium it is assumed that a family consist of a father, a mother and a son, respectively with age 40, 36 and 9 years old. The results obtained were that the  total premium is paid amounted to Rp. 155.02,00 every month for 20 years. Benefit for the cost of room, doctor visits, and the cost of care respectively were Rp. 200.000,00 per day, Rp. 75.000,00 per day and Rp. 4.000.000,00 per periode. Average duration of treatment was 180 days. The renewable  monthly premium was paid in different amounts each year, with the range from Rp. 80.425,00 to Rp. 406.465,00. From this study, Although initially the renewable premium is cheaper than the non renewable premium, at the end it is more expensive than the non renewable premium. In this study it was obtained too that 12 times the monthly premium  is greater than 1 times the annual premium.
PENERAPAN HUKUM DE MOIVRE PADA PENENTUAN NILAI CADANGAN PREMI ASURANSI JIWA JOINT LIFE RIZKA AULIA NOVALINDA; I NYOMAN WIDANA; KETUT JAYANEGARA
E-Jurnal Matematika Vol 11 No 1 (2022)
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.2022.v11.i01.p355

Abstract

Joint life insurance is a single policy that covers two lives. The benefit is paid out when the first person dies. Insurance companies need to calculate and assign premiums and a policy value in order to know. the expected value of the future loss. The study used the quantitative data of mortality for men and women obtained from the Indonesian Mortality Table (TMI) 2011. Data analysis techniques use the New Jersey method of prospects and a legal approach of mortality that is De Moivre’s law. The purpose of this study is to determine policy value on joint life insurance that applies to De Moivre's laws and compare policy value on joint life insurance that applies De Moivre's laws and without the application of De Moivre's laws. Research shows that joint life insurance policy value with New Jersey methods of prospective and application of De Moivre's law always come into value smaller than those without an application of De Moivre's law, but at the end of period both are worth the same according to the value of their benefits.
MENENTUKAN PREMI TAHUNAN UNTUK TIGA ORANG PADA ASURANSI JIWA HIDUP GABUNGAN (JOINT LIFE) TRI YANA BHUANA; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 4 No 4 (2015)
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.2015.v04.i04.p111

Abstract

Life insurance products consist of a single life insurance and joint life insurance. Joint life is a state where the rule die life is a combination of two or more factors, such as the husband-wife, parent-child. The research is to obtain the formula of the annual premium of joint life insurance with the age of x, y, and z. By using formula and constants Helligmann-Pollard will be determined value of mortality tables, life annuity and single premium to get the formula annual premium joint life insurance for three persons. In addition, this study also aims to get the number of annual premium joint life insurance for a household of three consisting of a married couple and one son with the ages of 50, 45, dan 15 years old, with the interest rate of 5% used. For the contract terms of one and two years, the annual premium of joint life for two persons respectively and greater than the joint life insurance of three persons. While for three to ten years contract, the annual premium of joint life insurance three person is bigger than the joint life insurance for two persons.
PERBANDINGAN ASURANSI LAST SURVIVOR DENGAN PENGEMBALIAN PREMI MENGGUNAKAN METODE COPULA FRANK, COPULA CLAYTON, DAN COPULA GUMBEL I GEDE DICKY ARYA BRAMANTA; I NYOMAN WIDANA; LUH PUTU IDA HARINI; I WAYAN SUMARJAYA
E-Jurnal Matematika Vol 6 No 3 (2017)
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.2017.v06.i03.p167

Abstract

This study examines about last survivor life insurance with return of premium for married couples with independent and dependent mortality model. By using Frank copula, Clayton copula, Gumbel copula and Indonesian Mortalita Table 2011, the impact of future life dependence on single premiums and annually premium is evaluated. Based on the calculation of premium with a 10 year contract for the insured parties aged 58 years and 55 years with interest rate used 6.5%, the value of insurance premium last survivor with return of premium is more expensive than without return of premium. The greater the dependency, the more expensive the price of the premium.
PERHITUNGAN PREMI TAHUNAN TIDAK KONSTAN DAN CADANGAN BENEFIT ASURANSI LAST SURVIVOR DWIGUNA SANI SAEFULOH; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 9 No 2 (2020)
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.2020.v09.i02.p286

Abstract

Last Survivor Insurance is life insurance for two or more participants with premiums paid until the death of the last participant. This study discusses last survivor endowment insurance for two participants in a married couple. Compensation is paid after the second person dies or both stills alive after the end of a contract. The purpose of this study is to determine the value of non-constant annual premium and benefits reserves in the last survivor endowment insurance. The equivalence principle is used for calculation of premiums. Furthermore, the benefit reserve formula is determined using a prospective method. The value of the benefit reserve will continue to increase as long as premium payments are still being made.
CADANGAN PREMI ASURANSI JOINT-LIFE DENGAN SUKU BUNGA TETAP DAN BERUBAH SECARA STOKASTIK NI KOMANG SUKANASIH; I NYOMAN WIDANA; KETUT JAYANEGARA
E-Jurnal Matematika Vol 7 No 2 (2018)
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.2018.v07.i02.p188

Abstract

Joint life is an insurance that covered two or more individuals in one policy. This research aims to determine the value and comparison of fixed deposit rate premium and stochastic rate with Vasicek model. It used prospective calculation method. The mortality table in the research used TMI-2011, for participant were couple age 40 and 35 years old with 10 year premium payment. Under this condition the value of constant rate premium and Vasicek rate premium is and . Besed of this research showed the value of the Vasicek rate premium is smaller than constant rate premium.
PERHITUNGAN DANA PENSIUN DENGAN METODE PROJECTED UNIT CREDIT DAN INDIVIDUAL LEVEL PREMIUM I GUSTI AYU KOMANG KUSUMA WARDHANI; I NYOMAN WIDANA; NI KETUT TARI TASTRAWATI
E-Jurnal Matematika Vol 3 No 2 (2014)
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.2014.v03.i02.p067

Abstract

The company which provides the pension program needs the actuarial valuation to estimate the fund amount required by the company to pay for pension funding. Actuarial method that used in this research are projected unit credit and invidual level premium method. Through this research be obtained the result of valuation pension benefits with career average salary assumption is lower than the other salary assumptions. On the other hand, the result of normal cost final value valuation using individual level premium method is smaller than projected unit credit method that suits for the participants of the pension funding program.
PERHITUNGAN PROFIT ASURANSI UNIT LINK DENGAN SURRENDER VALUE MENGGUNAKAN METODE PROFIT TESTING HANNY PANJAITAN; I NYOMAN WIDANA; KARTIKA SARI
E-Jurnal Matematika Vol 9 No 1 (2020)
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.2020.v09.i01.p271

Abstract

Life insurance with surrender value is a type of insurance that allows the insured to cancel the contract. Unit-link life insurance is a combination of life insurance and investment. Profit testing method is used to find out the potensial loss or gain of unit link life insurance product. The aim of this research was to determine the potential benefits or losses of unit-linked life insurance product using a deterministic model. Results of this research are the profit obtained by the insurance company for an insurance participant aged 35 years with a sum and in annual premiums are
Co-Authors AA Sudharmawan, AA AGUSTINA PAULA THERESIA PUTRI LAHALLO Ahmad Fitri Ahmad Fitri Anak Agung Gde Raka Dalem ANGGIE EZRA JULIANDA HUTAPEA AYU EKA FANNY DEVI Chandra, Veronica Celine Damayanti, Ni Kadek Vivin Desak Nyoman Trisnawati Desak Putu Eka Nilakusmawati DESI KURNIA SARI FARREL WILLIEARDAN FEMY AYU ASTITI Fitria, Ita GEDE SUMENDRA HANNY PANJAITAN I GEDE ARIS JANOVA PUTRA I GEDE BAGUS PASEK SUBADRA I GEDE DICKY ARYA BRAMANTA I GEDE ERY NISCAHYANA I GEDE PUTU MIKI SUKADANA I GUSTI AGUNG GEDE DWIPAYANA I GUSTI AYU KOMANG KUSUMA WARDHANI I Gusti Ayu Made Srinadi I GUSTI AYU MEIGAYONI LESTARI I GUSTI AYU VIDYARA VRAJESHVARI I Made Eka Dwipayana I MADE WAHYU WIGUNA I Nengah Artawan I Nengah Simpen I Putu Eka Nila Kencana I Putu Winada Gautama I WAYAN SANDY BAYU NUGRAHA I Wayan Sumarjaya Ida Ayu Eka Trisna Putri Ida Ayu Gede Widihati JENNE LALI TEWO JULIANTARI JULIANTARI K. Sari Kartika Sari Ketut Jayanegara Komang Dharmawan L. G. Astuti LIA JENITA LUH PUTU IDA HARINI MADE EDI HENDRAWAN MADE PUTRI ARIASIH NANDA NINGTYAS RAMADHANI UTAMI NI KETUT AYU MURNIASIH Ni Ketut Tari Tastrawati NI KOMANG AYU SEDANA DEWI NI KOMANG SUKANASIH NI LUH DE SISKA SARI DEWI NI LUH PUTU RATNA DEWI NI LUH PUTU RATNA DEWI NI LUH PUTU SRI WAHYUNI Ni Luh Putu Suciptawati NI LUH ROSITA DAMAYANTHI Ni Made Asih Ni Made Puspawati NI PUTU AYU DEWI CAHYANTARI NI PUTU MIRAH PERMATASARI NI WAYAN ASRI PRADNYANI Nur Ahniyanti Rasyid RAIN FERNANDO BANGUN RIZKA AULIA NOVALINDA SANI SAEFULOH SARAH VERONICA HUTABALIAN SISILIA MARTINA UTAMI AGUSTINI Sulma, Sulma SUNDANIS AGUNG PERTIWI syamsuddin Toaha Tjokorda Bagus Oka TRI YANA BHUANA ULFA DIANITA VALERIA TRISNA YUNITA VIKY AMELIAH Wijayakusuma, I Gusti Ngurah Lanang WIMAS ASTARI YUDA Winada Gautama, I Putu YOGI PRADIPTA YOHANES BAMBANG SUGIARTO