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All Journal Jurnal Rekayasa Teknologi dan Sains Terapan Proceeding of the International Conference on Family Business and Entrepreneurship (ICFBF)
Ranny Febrianti
President University
Automotive Engineering Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Electrical & Electronics Engineering Engineering Mathematics Mechanical Engineering Physics

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Impacts of macroeconomics factors toward IDX composite and IDX finance during Covid-19 pandemic Mei Siang Jemima Aurelia; Ranny Febrianti; Edwin Setiawan Nugraha
Proceeding of the International Conference on Family Business and Entrepreneurship 2022: Proceeding of the 5th International Conference on Family Business and Entrepreneurship
Publisher : President University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (636.574 KB) | DOI: 10.33021/icfbe.v2i1.3556

Abstract

Macroeconomics is the branch of economy that deals with activity, structure, behaviour and decision making of economy as a whole. IDX Composite and IDX Finance are stock market indices used by Indonesia Stock Exchange, unfortunately, relationship between macroeconomics and IDX composite and IDX finance during COVID-19 period in Indonesia is still poorly understood. This research aimed to investigate the impacts of macroeconomics factor included Inflation Rate, Bank Indonesia rate (BI Rate), the exchange rate on IDR, and monthly new cases of COVID-19 in Indonesia on IDX Composite and IDXFINANCE, respectively. The analysis was using multiple linear regression method. The result indicated that BI Rate negatively significantly impacted both IDX Composite and IDXFINANCE. While, Indonesian inflation and USD to IDR exchange rate, gave significant impact on IDX Composite, consecutively positively and negatively. Partial test indicated that COVID-19 monthly cases in Indonesia did not impact both IDX Composite and IDXFINCANCE. In addition, Indonesian inflation and USD to IDR exchange rate also did not impact IDXFINANCE.  Overall test illustrated that all of the mentioned macroeconomics variables impacted both IDX Composite and IDXFINANCE. This research is expected to help investors and traders in making futures investment decision.
Solvability Conditions of Integro-Differential Equation on Classical Risk Models with Exponential Claims via Laplace Transform Dadang Amir Hamzah; Ranny Febrianti
Jurnal Rekayasa Teknologi dan Sains Terapan Vol 4 No 2 (2023): Jurnal Rekayasa Teknologi dan Sains Terapan Vol. 4 No. 2
Publisher : LPPM, Sekolah Tinggi Teknologi DR. KHEZ Muttaqien

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Abstract

In the classical risk models, ruin probability can be determined by solving the initial value problem of the integro-differential equation. This equation is determined by considering the process that arises from the amount of the first claim in a classical risk model. The Laplace transform is applied to solve the integro-differential equation. The parameters that appear in the model such as loading factor, claim amount distribution, and number of claim parameters can influence the successful application of this method, that is for some value of parameters in the model, the Laplace transform can return the analytical solution of the integro differential equation. In this paper, the lower bound of the loading factor is determined. The claims amount distribution is divided into three different forms of exponential functions. The bound will guarantee the successful application of Laplace transforms in solving the integro-differential equation.
Co-Authors Edwin Setiawan Nugraha Hamzah, Dadang Amir Mei Siang Jemima Aurelia