Article Per Year (5 Year)
p-Index From 2020 - 2025
0.444
P-Index
This Author published in this journals
All Journal Operations Research: International Conference Series
Gusliana, Shindi Adha
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Mathematics

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
Total Actuarial Liabilities and Normal Costs Using The Unit Credit Method Gusliana, Shindi Adha
Operations Research: International Conference Series Vol. 2 No. 3 (2021): Operations Research International Conference Series (ORICS), September 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i3.177

Abstract

The pension fund program requires an actuarial calculation, such as the amount of actuarial obligations and normal costs for each pension fund participant. Total actuarial liabilities are calculated to show the company's liability for pension benefits for pension fund participants. Funding in pension funds is obtained from the normal costs or contributions paid by participants to the pension fund. By using the unit credit method, the total value of actuarial liabilities at 1/1/2020 is IDR 405,338.5. Then by using the unit credit method, it is projected that the normal cost on 1/1/2019 is IDR 1,071.43. The calculation method on funding aims to ensure that the collected pension plan funds will be sufficient to pay pension benefits to participants when they retire.
Mean-Variance Investment Portfolio Optimization Model Without Risk-Free Assets in Jii70 Share Gusliana, Shindi Adha; Salih, Yasir
Operations Research: International Conference Series Vol. 3 No. 3 (2022): Operations Research International Conference Series (ORICS), September 2022
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v3i3.185

Abstract

In investing, investors will try to limit all the risks in managing their investments. Investor strategies to minimize investment risk are diversification by forming investment portfolios, one of which is the Mean-Variance without risk-free assets. The calculation results will show the composition of the optimum portfolio return for each stock that forms the portfolio. Optimum portfolio obtained with wT = (0.39853, 0.25519, 0.13644, 0.09788, 0.11196) sequential weight composition for TLKM, KLBF, INCO, HRUM, and FILM stocks. The composition of this optimal portfolio return is 𝜏 0.04 with a return of 0.00209 and a portfolio variance of 0.00015. The formation of this portfolio optimization model is expected to be additional literature in optimizing the investment portfolio with the Mean-Variance.
Co-Authors Salih, Yasir