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SOLUSI DARI PERSAMAAN CAUCHY–EULER NONHOMOGEN KASUS LOGARITMIK I GEDE PUTU MIKI SUKADANA; I NYOMAN WIDANA; KETUT JAYANEGARA
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.p289

Abstract

Ordinary differential equation is one form of differential equations that are often found in everyday life. One form of ordinary differential equations which has non–constant coefficients is the Cauchy–Euler differential equation. In the nonhomogeneous Cauchy–Euler differential equations, the undetermined coefficient and the parameter variation were the most method that often used to find the particular solution. This paper aimed to show a new solution that was shorter than the previous methods for nonhomogeneous Cauchy–Euler differential equations with the right side was a logarithmic form. The new solution had been proven to produce the same solution as the ordinary solution sought using the undetermined coefficient method.
PERBANDINGAN HASIL PERHITUNGAN PREMI ASURANSI JIWA ENDOWMENT SUKU BUNGA VASICEK DENGAN DAN TANPA SIMULASI MONTE CARLO DESI KURNIA SARI; I NYOMAN WIDANA; KARTIKA SARI
E-Jurnal Matematika Vol 6 No 1 (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.i01.p150

Abstract

Vasicek is one of the stochastic interest rate model that can capture interest rates movement. The aim of this research was to get the comparison of the level premium for an endowment life insurance under stochastic interest rate without and by using Monte Carlo simulation. The result show that the level premium without Monte Carlo simulation is not much different from the result of the level premium by using Monte Carlo simulation. However, the premium calculation  by using Monte Carlo simulation can also be searched the range of losses and gains of the insurance company at certain confidence interval. In this case using a confidence interval of 95%.
MEMODELKAN PENYALURAN KREDIT DENGAN REGRESI LINIER BERGANDA NI WAYAN ASRI PRADNYANI; I GUSTI AYU MADE SRINADI; I NYOMAN WIDANA
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.p354

Abstract

Credit is one of the movements carried out in economic growth. This study aims to determine the effect of third party funds, return on assets, interest rates and inflation on lending. The research was conducted at the Bedha Village Credit Institution (LPD) in the 1993-2020 period. The data used is quantitative data. The data analysis technique used is multiple linear regression with the ordinary least square (OLS) method. The results of the study are that third party funds have a positive effect on credit loans, while interest rates have a negative effect on credit loans, return on assets and inflation have no significant effect on credit loans.
MENENTUKAN FORMULA CADANGAN PREMI ASURANSI JIWA LAST SURVIVOR MENGGUNAKAN METODE NEW JERSEY I GUSTI AGUNG GEDE DWIPAYANA; I NYOMAN WIDANA; KARTIKA SARI
E-Jurnal Matematika Vol 8 No 4 (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.i04.p263

Abstract

Last survivor life insurance is a type of life insurance for two or more people, with premium payment up to the last death of the insured and at that time also provide the benefit from the insurer. The purpose of this research was to determine the formula for last survivor life insurance premium reserve using New Jersey method. To calculate the reserve: first we determine the benefit, and then the annuity and finnaly the annual premium. The premium reserve value in the New Jersey method on first year is zero. The premium reserve in the New Jersey method starts in the second year, for years, with where n represents the term of the insurance participant’s contract.
MEMBANDINGKAN RISIKO SISTEMATIS MENGGUNAKAN CAPM-GARCH DAN CAPM-EGARCH VIKY AMELIAH; KOMANG DHARMAWAN; I NYOMAN WIDANA
E-Jurnal Matematika Vol 6 No 4 (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.i04.p172

Abstract

In making stock investments, investors usually pay attention to the rate of return and risk of the stock investment. To calculate risk using capital asset pricing model (CAPM), GARCH, and EGARCH. The data used in this study is secondary data in the form of daily closing price (daily close price), JII price index and monthly SBI rate. All data were processed using matlab 13. The research sample consisted of 6 flagship shares for the period of 2013-2017 ie ADHI, SMGR, UNTR, BSDE, ICBP, KLBF. The conclusion of the research is the beta of each stock including aggressive beta because beta greater than 1. For return CAPM GARACH and CAPM EGARCH obtained Kalbe Farma stock (KLBF) has small beta and big return means GARCH and EGARCH model equally Can predict that stock KLBF shares the least risk and large returns among the six stocks.
EFFORTS PERFORMED BY HOTELS IN BALI IN LOOKING AFTER THE ENVIRONMENT A.A.G. Raka Dalem; I.N. Widana; I.N. Simpen; I.N. Artawan
Bumi Lestari Journal of Environment Vol 10 No 1 (2010)
Publisher : Environmental Research Center (PPLH) of Udayana University

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Abstract

A study on “Efforts perpormed by hotels in Bali in looking after the environment” was undertaken in 2009, by utilising data from July, 2008 until June, 2009. Objectives of the study was for collecting data on any efforts undertaken by hotels in looking after the environment especially related to minimising water consumption, garbage handling, the use of chemicals (especially cleaning chemicals), minimising energy consumption and ecosystem conservation (measured from the proportion of natural vegetation). Data were collected from interviews, document checkings and distributing questionaires. Results of the study showed that in average water consumption of hotels in Bali was 115 litres / guest night. It was considered low, less than the benchmark of Green Globe/Earthcheck which was 1,300 litres / guest night. The average of energy consumption was 0.322 MJ per guest night, which was still much below the baseline levels / standard of 340 MJ / guest night. In average garbage/waste produced by hotels was 0.0309 litre/guest night. This was also much below the baseline of 6 litres / guest night. The use of biodegradable cleaning chemicals in the hotel was averaged 35% which should be a minimum of 50%. There were 22% only of hotels which used cleaning chemicals that were biodegradable over 50% (over the standard). In average the proportion of natural vegetation in a hotel was 29%. There were 43% of sampled hotels of which their natural vegetation was over the baseline of 33%. Thus, hotels in Bali should improved their performance in looking after the environment, especially dealing with cleaning chemicals and ecosystem conservation. In this regards, they should increase the proportion of the use of biodegradable cleaning chemicals and increase the proportion of land kept with their natural vegetation.
BURUNG SEBAGAI ATRAKSI EKOWISATA DI KAWASAN PARIWISATA UBUD, BALI A.A.G Raka Dalem; I N Widana; I.A Trisna Eka Putri
Bumi Lestari Journal of Environment Vol 14 No 2 (2014)
Publisher : Environmental Research Center (PPLH) of Udayana University

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Abstract

Research  on “Birds as an Ecotour Attraction in Ubud Tourist Resort, Bali” (Burung sebagaiAtraksi Ekowisata di Kawasan Pariwisata Ubud, Bali) was undertaken in 2013. Aims ofthese research were as follows: first, to find out birds observed in Ubud Tourist Resort, Baliand second, to find out their potentials as ecotour attractions.Samples were collected by exploring the study sites and running interview between July andOctober, 2013.  Observation was carried out by using binoculars and number of individualsof birds was counted by using a counter when necessary.  Birds were identified such asthrough direct observation on the species, or through their calling.  Results of observationwere compared with hand boooks, such as Mackinnon (1990) and Mackinnon et al. (1992).Birds data were recorded either on their species and on numbers (relative)/freqency, and theresult was typed in tables.  The data provided such as the status (protected/not), migrantspecies or not, as well as their distribution.  In addition, locations where birds have beenused as a tour attraction (ecotour attraction - bird watching), and how to set up theirproducts were reported.From this research it can be concluded as follows.  In Ubud tourist resort at least 67 birdspecies have been identified, in which 7 (seven) were birds that were restricted theirdistribution in Indonesia, namely:  Halcyon cyanoventris, Alcedo caerulescens, Paddaoryzivora, Prinia familiaris, Treron griseicauda, Dicaeum trochileum, and Gallus varius.In addition, from this reserach it was observed seven species of migrating birds: Hirundorustica, Merops philippinus or M. superciliosus, Accipiter soloensis, Actitis hypoleucos,Tringa glareola, Gallinago stenura, and Apus pacificus.From all birds observed, there were 14 species that were classified as protected species inIndonesia, namely: Sturnus melanopterus, Anhinga melanogaster, Bubulcus ibis, Egrettaalba, Egretta garzatta, Egretta intermedia, Halcyon cyanoventris, Halcyon chloris, Alcedocaerulescens, Haliastur indus, Nectarinia jugularis, Anthreptes malacensis, Rhidipurajavanica, and Accipiter soloensis.Based on data from survey and interview, it was revealed that seven trekking routes wereidentified in which birds were utilised as ecotour attractions or the routes of which have apotential to be developed as ecotour attractions (where birds utilised as their touristattractions in Ubud tourist resort and ajacent areas), such as: (1) Subak Sok Wayah Ubudand its surrounding areas; (2) Melinggih - Subak Kembang Kuning and their surroundingareas; (3) Laplapan, Banjar Sala and their surrounding areas; (4) Kliki (Bangkiang Sidem)and its surrounding areas; (5) Tirta Temple Mas Village and its surrounding areas; (6)Banjar Pande Peliatan Village - Alas Arum temple and their surrounding areas; (7) Petuluand its surrounding areas.Community perceptions on bird conservation and bird based ecotoursim in Ubud touristresort showed that: in general the community believed the need for conservation of birds,and they said that the development of bird based ecotour activities have given benefit for thecommunity, such as providing jobs and source of income for them, even though some constraintsstill need to be overcome, such as trekking trails that have not been perfect, the smell of fecesof birds, and weekness in human resources capability.From statements of stakeholders (community, govenment, industry, and visitors), it can berevealed that the commitment of all is needed in bird conservation, because they becomeimportant part of nature, in the sustainability of nature or ecosystem. The media for meetingand discussing for development of birds based tourism activities especially bird watching inUbud tourist resort need to be improved.Limitation in time may caused incompleteness of the bird data collected on this research. Asa result, a longer time in research is recommended. In addition, other studies or research arealso needed to get more data, the data of whcih their availability are still very limited.  Forexample, research on bird habitats are also need to be undertaken.
PRODUK UNIT LINK UNTUK JOINT LIFE MENGGUNAKAN PENDEKATAN STOKASTIK NI KETUT AYU MURNIASIH; I NYOMAN WIDANA; KETUT JAYANEGARA
E-Jurnal Matematika Vol 11 No 2 (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.i02.p368

Abstract

The insurance program has developed quite rapidly and the products that are displayed are only very attractive from protection products to protection and investment products known as unit link insurance. In general, unit-linked insurance products are offered with a death benefit for one person or single life. This study discusses unit link insurance with death benefits for two people or living together using profit testing calculations with a stochastic approach. This study aims to calculate the company's expectations of death benefits, profits and profits from unit link insurance for joint life using a stochastic approach. In this study, the ages of the participants of this unit link insurance are 35, 45, and 55. Premium payments of Rp4.200,000.00 are made annually for 5 years and are covered until the age of 75 years. In the research, it is expected that the profit and death benefit using the stochastic approach are as follows: if the insured ages are 35, 45, and 55 years old, the company experiences a profit of Rp9,445,498,66, Rp5,975,926.42, and Rp2, respectively. 197,106.56 and the expected death benefit value is Rp. 33,167.00, Rp. 99,007.00 and Rp. 328.005.00, respectively.
PERHITUNGAN PROFIT TESTING MELALUI PENDEKATAN STOKASTIK PADA ASURANSI UNIT LINK ULFA DIANITA; I NYOMAN WIDANA; KETUT JAYANEGARA
E-Jurnal Matematika Vol 11 No 4 (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.i04.p387

Abstract

Unit-linked is one of the Insurance Products Associated with Investments. The person who purchase must pay a premium and will get investment return and a death benefits in the event of death during the policy term. So that it is important for companies to calculate cash flow which is in unit link is called profit testing. The purpose of this study is to calculate the profit testing of unit-linked insurance companies through a stochastic approach by considering the calculation of policy value. The calculation of profit testing in this study was carried out through a stochastic approach to the lognormal model. The results of this study are the calculation of profit testing on a policy issued to a life aged 25, 35, 45, and 55 produce a profitable Net Present Value. However, the profits decrease with increasing age of the insured. The results of the calculation also show that the reserve value is can handle higher risk than quantile reserve.
PENGGUNAAN METODE PROJECTED UNIT CREDIT PADA ASURANSI PENSIUN GABUNGAN MODEL VASICEK DAN CIR FARREL WILLIEARDAN; I NYOMAN WIDANA; I PUTU WINADA GAUTAMA
E-Jurnal Matematika Vol 12 No 1 (2023)
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.2023.v12.i01.p398

Abstract

Pension plan is an investment plan offered by employee company or life insurance companies to help create retirement funds. This research attempts to estimate the normal cost that participants must pay as well as the actuarial liability that must be paid by the insurance company to the participants using Projected Unit Credit method. Projected Unit Credit method uses the present value of the pension benefit and divided it by participant’s years of service. stochastic interest such as the Vasicek model and the CIR model will be used as a comparison. The result of this research is that the estimation of the normal cost and actuarial liability with the CIR model is smaller than the Vasicek model in the initial year, but the CIR model experience a greater increase than the Vasicek model which causes the normal cost and actuarial liability with the CIR model more expensive than the Vasicek model at the end of the contract. Both premiums and the actuarial liabilities increase as participants age.
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