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All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan Zero : Jurnal Sains, Matematika, dan Terapan Jurnal Statistika dan Aplikasinya Parameter: Journal of Statistics Premium: Insurance Business Journal Jurnal Pengabdian Masyarakat Bangsa RENATA Jurnal Pengabdian Masyarakat Kita Semua Indonesian Journal of Applied Mathematics Jurnal KALANDRA TeknoKreatif: Jurnal Pengabdian kepada Masyarakat
Dwi Mahrani
Actuarial Science Study Program, Faculty Of Science, Institut Teknologi Sumatera, Indonesia
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Journal : indonesian journal of applied mathematics

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Analisis Perbandingan Cadangan Premi New Jersey dan Canadian Status Joint Life dengan Model Suku Bunga Hull White Siahaan, Marco Marolop; Mahrani, Dwi; Sofia, Ayu
Indonesian Journal of Applied Mathematics Vol. 4 No. 2 (2024): Indonesian Journal of Applied Mathematics Vol. 4 No. 2 October Chapter
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat (LPPM), Institut Teknologi Sumatera, Lampung Selatan, Lampung, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35472/indojam.v4i2.1946

Abstract

Banyaknya perusahaan asuransi yang merugi di Indonesia salah satunya disebabkan nilai suku bunga yang tidak menentu disetiap tahunnya. Salah satu solusi masalah tersebut dengan mengevaluasi dampak ketidakpastian suku bunga terhadap perusahaan asuransi di Indonesia dengan menggunakan suku bunga model Hull White menggunakan estimasi parameter metode Jackknife. Hasil suku bunga stokastik model Hull White digunakan untuk menghitung cadangan premi modifikasi pada asuransi jiwa dwiguna status Joint Life (suami-istri) untuk setiap golongan usia dengan asumsi saling bebas atau Independent. Asuransi yang ditawarkan memiliki masa pertanggungan selama 20 tahun dengan pembayaran diskrit setiap tahun. Penelitian ini bertujuan membandingkan perhitungan cadangan premi modifikasi antara metode New Jersey dan Canadian untuk mengetahui analisis dari kedua metode cadangan premi modifikasi tersebut. Berdasarkan hasil premi yang telah dimodifikasi metode New Jersey lebih besar dibandingkan metode Canadian, dan akan berbanding terbalik untuk besar cadangan premi modifikasi dengan menunjukkan metode Canadian menghasilkan nilai lebih besar daripada New Jersey, yang artinya semakin tinggi nilai premi modifikasi maka semakin rendah nilai cadangan premi modifikasinya, begitu juga sebaliknya. Secara keseluruhan, besar cadangan premi modifikasi metode Canadian menghasilkan perhitungan lebih besar dibandingkan metode New Jersey untuk pasangan suami-istri berusia muda.
Analisis Besar Iuran Normal Metode Frozen Initial Liability dan Metode Entry Age Normal Menggunakan Tingkat Suku Bunga Cox-Ingersoll-Ross (CIR) Mahrani, Dwi
Indonesian Journal of Applied Mathematics Vol. 3 No. 2 (2023): Indonesian Journal of Applied Mathematics Vol. 3 No. 2 October Chapter
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat (LPPM), Institut Teknologi Sumatera, Lampung Selatan, Lampung, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35472/indojam.v3i2.1576

Abstract

One form of social security program is a pension funding program. A pension plan is a program designed to provide benefits to employees when they retire. Based on the type of membership, the pension program is divided into 2 types, namely individuals and groups. There are differences in the methods used for the two types of participation, namely the Normal Entry Age (EAN) method for individual pension programs and the Frozen Initial Liability (FIL) method for group pension programs. Each period, both individual and group pension program participants are required to pay normal contributions. Things that influence the amount of normal contributions for each worker are the age at which they enter work, the participant's initial salary, and the participant's chance of survival/death. In addition, the calculation of normal contributions also depends on the interest rate used. In this study, the interest rate used is the interest rate of the Cox-Ingersoll-Ross (CIR) model. The normal contribution amount for EAN is constant for each period, while the normal contribution amount for FIL changes when there are participants who retire in the pension program group. The normal FIL contribution tends to be on average compared to the EAN normal contribution for each participant.
Co-Authors Agus Irawan Alfarizi , Mhd Rayhan Jovely Alfian, Muhammad Nuril Andi Fitriawati Ayu Sofia Azzanina, Nanda Baiti, Putri Isnaini Cahyaning Berliana Ratam, Aldila Nur Indah Dani Al Mahkya Dewi, Karina Sylfia Dila Tirta Julianty Edward Al Faruq Purba Fitriawati , Andi Fuji Lestari Gustina K. S, Annisa Hevita Hayati MT, Ma’rufah Indah Gumala Andirasdini Irfan, Miftahul Irwan, Sri Efrinita Lestari, Fuji Lestari, Yushinta Cahya Listiani, Amalia Listriani, Amalia Madonna, Nora Marisa Marisa Mt, Ma’rufah Hayati Nasrullah Nasrullah Nasrullah Pribadi, Aswan Anggun Rifky Fauzi Rivai, Muklas Rosni, Rosni Siahaan, Marco Marolop Siahaan, Radot MH Simanjuntak, Erica Grace Siregar, Abian Avisena Syafitri, Nabilah Theo Markus Tiara Shofi Edriani Wulandari , Winda Yulita, Tiara