Article Per Year (5 Year)
p-Index From 2020 - 2025
0.61
P-Index
This Author published in this journals
All Journal International Journal of Quantitative Research and Modeling International Journal of Mathematics, Statistics, and Computing
Putri, Linda Damayanti
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Engineering Environmental Science Mathematics Physics

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 3 Documents
Search

 1 
Pure Premium Modeling for Property Fire Insurance Using Monte Carlo Method Putri, Linda Damayanti; Firdaus, Muhammad Rayhan
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 4 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i4.144

Abstract

Modeling pure premium of property fire insurance is an important aspect for insurance companies in managing risk. This article discusses the Monte Carlo method in modeling pure premium of property fire insurance. The Monte Carlo method is used to simulate various scenarios and loss factors due to property fire. Monte Carlo simulation offers an effective approach to modeling property fire risk. The results of this study are expected to provide an overview of the modeling of pure premium of property fire insurance and assist insurance companies in decision making and determining optimal premium prices.
Calculation of Value at Risk of Property Fire Losses in West Jakarta with the Extreme Value Theory Method Putri, Linda Damayanti
International Journal of Mathematics, Statistics, and Computing Vol. 3 No. 1 (2025): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v3i1.180

Abstract

Property fires are an inevitable disaster, but their impact can be minimized through proper risk management. In urban areas such as West Jakarta, with high population density and economic activity, fires often cause losses. In therange of 2014 to 2023, the peak of the loss occurred in 2019 of IDR 103,354,500,000. Soto avoid unwanted things, it is necessary to calculate the losses that may occur. The Extreme Value Theory (EVT) method is used in this study to analyze the risk of extreme losses. Using Peaks Over Threshold (POT), the estimated value at Risk (VaR) shows a maximum loss of IDR 86,245,771,176 (95% confidence level) and IDR 255,535,153,859 (99% confidence level). These results help manage fire insurance risks to reduce future economic impacts.
Analysis of the French Five Factors Fama Model on Excess Return of Stocks Listed on IDXBUMN20 for the Period 2020-2023 Putri, Linda Damayanti; Riaman, Riaman; Sukono, Sukono
International Journal of Quantitative Research and Modeling Vol 6, No 2 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v6i2.966

Abstract

Excess return is the difference between the rate of return earned on an investment and the rate of risk-free return in a given period. This shows how much return is received because they are willing to take risks in investing. This study aims to analyze the Fama French Five Factor model on the excess return of stocks listed in IDXBUMN20 2020-2023 period. The factors in the model are market factors, size factors, book to market ratio, profitability, and investment. The population in this study amounted to 20 companies registered in the IDXBUMN20 index, the sample selection in this study used the purposive sampling method and a sample of 12 companies was obtained. The data used in the study are close price, number of shares outstanding, Bank Indonesia (BI) interest rate, and company financial statements. The analysis method used was the Common Effect Model (CEM) panel data regression analysis. Based on hypothesis testing, market factors were obtained which only had an effect on excess returns. This factor shows the influence of the ups and downs of market performance on the price of a stock.
Co-Authors Firdaus, Muhammad Rayhan Riaman Riaman, Riaman Sukono .