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InPrime: Indonesian Journal Of Pure And Applied Mathematics
Published by Universitas Islam Negeri Syarif Hidayatullah Jakarta
ISSN : 26865335     EISSN : 27162478     DOI : 10.15408/inprime
Core Subject : Science, Education,
Computer Science & IT Mathematics
InPrime: Indonesian Journal of Pure and Applied Mathematics is a peer-reviewed journal and published on-line two times a year in the areas of mathematics, computer science/informatics, and statistics. The journal stresses mathematics articles devoted to unsolved problems and open questions arising in chemistry, physics, biology, engineering, behavioral science, and all applied sciences. All articles will be reviewed by experts before accepted for publication. Each author is solely responsible for the content of published articles. This scope of the Journal covers, but not limited to the following fields: Applied probability and statistics, Stochastic process, Actuarial, Differential equations with applications, Numerical analysis and computation, Financial mathematics, Mathematical physics, Graph theory, Coding theory, Information theory, Operation research, Machine learning and artificial intelligence.
Arjuna Subject : Matematika - Matematika Terapan
Articles 13 Documents
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Search results for , issue "Vol 4, No 2 (2022)" : 13 Documents clear
The Modular Irregularity Strength of C_n⊙mK_1 Dewi, Putu Kartika
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol 4, No 2 (2022)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v4i2.26935

Abstract

Let G(V, E) be a graph with order n with no component of order 2. An edge k-labeling α: E(G) →{1,2,…,k} is called a modular irregular k-labeling of graph G if the corresponding modular weight function wt_ α:V(G) → Z_n defined by wt_ α(x) =Ʃ_(xyϵE(G)) α(xy) is bijective. The value wt_α(x) is called the modular weight of vertex x. Minimum k such that G has a modular irregular k-labeling is called the modular irregularity strength of graph G. In this paper, we define a modular irregular labeling on C_n⊙mK_1. Furthermore, we determine the modular irregularity strength of C_n⊙mK_1.Keywords: corona product; cycle; empty graph; modular irregular labeling; modular irregularity strength. AbstrakDiberikan graf G(V, E) dengan orde n dengan tidak ada komponen yang berorde 2. Sebuah pelabelan-k sisi α: E(G) →{1,2,…,k} disebut pelabelan-k tak teratur modular pada graf G jika fungsi bobot modularnya wt_ α:V(G) → Z_n dengan wt_ α(x) =Ʃ_(xyϵE(G)) α(xy) merupakan fungsi bijektif. Nilai wt_α(x) disebut bobot modular dari simpul x. Minimum dari k sehingga G mempunyai pelabelan-k tak teratur modular disebut dengan kekuatan ketakteraturan modular dari graf G. Pada tulisan ini, didefinisikan pelabelan tak teratur modular pada C_n⊙mK_1. Lebih lanjut, ditentukan kekuatan ketakteraturan modular dari C_n⊙mK_1.Kata Kunci: hasil kali korona; lingkaran, graf kosong; pelabelan tak teratur modular; kekuatan ketakteraturan modular.
Statistical Modeling using A New Hybrid Form of The Inverted Exponential Distribution with Different Estimation Methods Adubisi, O. D.; Adubisi, C. E.
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol 4, No 2 (2022)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v4i2.26830

Abstract

This paper introduces a new four-parameter distribution called the exponentiated Gompertz generated inverted exponential (EGGIE) distribution. Explicit expressions of the structural properties such as the ordinary and incomplete moments, probability weighted moments, quantile function, Lorenz and Bonferroni curves, entropies, and order statistics are derived. The empirical findings indicate that the maximum likelihood procedure dominates the other estimators in the simulation study while the Cramer-Von Mises procedure dominates in the two real datasets applications. We demonstrate the superiority of the EGGIE distribution over the Gompertz Lomax, odd Fréchet Inverse exponential, generalized inverse exponential, generalized inverse exponential, exponential inverse exponential, and Gompertz Weibull distribution using the maximum likelihood procedure utilizing two real datasets applications. The findings show that the EGGIE distribution yields the best goodness of fit to the two datasets.Keywords: exponentiated Gompertz generated family; inverse exponential distribution; Kolmogorov-Smirnov statistic; Anderson-Darling; maximum product spacing. AbstrakPaper ini memperkenalkan distribusi 4-parameter baru yang disebut dengan distribusi exponentiated Gompertz generated inverted exponential (EGGIE). Ekspresi eksplisit sifat struktural dari distribusi ini diturunkan, seperti momen biasa dan momen tak lengkap, momen probabilitas terboboti, fungsi kuartil, kurva Lorenz dan Bonferroni, entropi, dan statistik urutan. Temuan empiris menunjukan bahwa prosedur maksimum likelihood mendominasi estimator lainnya pada studi simulasi, sementara prosedur Cramer-Von Mises mendominasi pada aplikasi dua dataset nyata. Peneliti menunjukkan keunggulan dari distribusi EGGIE dibandingkan distribusi Gompertz Lomax, odd Frechet Inverse exponential, generalized inverse exponential, exponential inverse exponential, dan Gompertz Weibull menggunakan metode maksimum likelihood yang diaplikasikan pada dua dataset nyata. Hasil menunjukan bahwa distribusi EGGIE menghasilkan kecocokan model yang baik pada kedua dataset.Kata Kunci: keluarga bangkitan exponentiated Gompertz; distribusi inverse exponential; Kolmogorov-Smirnov statistic; Anderson-Darling; maximum product spacing. 2020MSC: 62E10
Insurance Premium Formulation for Agricultural Commodity Prices Wendra, Betri
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol 4, No 2 (2022)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v4i2.26238

Abstract

This research develops the appropriate formula to determine insurance premiums on agricultural commodity prices that provide coverage to policyholders for losses caused by falling prices. The price component is assumed to follow the Brownian Geometric motion in determining the insurance premiums for agricultural commodity prices. So, through the Ito process, a target price can be selected and is used as a reference to determine whether a claim can be made or not at harvest time. The approach of the Black-Scholes model is used to construct an appropriate model to determine insurance premiums of agricultural commodity prices due to a decrease in prices from the expected price. A simulation study is carried out using daily price data for red chili commodities in the Jambi province in 2020 with several assumptions made based on literature studies and farmers’ common habits in Jambi. The simulation results indicate that the average return is -0.001069649, and the standard deviation is 0.07297269. Thus, the expected estimated value of the profit rate is -0.001069649, and the estimated volatility value is 0.07297269. Furthermore, using the target price value, the red chili price insurance premium for a one-planting period with an area of one hectare is Rp. 1,527,088.Keywords: agriculture insurance; Black-Scholes model; European option; Ito process. AbstrakPenelitian ini mengembangkan formula yang sesuai untuk menetapkan harga premi asuransi harga komoditas hasil pertanian yang memberikan pertanggungan kepada nasabah atas kerugian yang disebabkan oleh turunnya harga. Dalam menentukan premi asuransi harga komoditas hasil pertanian, komponen harga diasumsikan bergerak mengikuti Gerak Brownian Geometrik. Sehingga melalui proses Ito dapat ditentukan target harga yang akan dijadikan acuan untuk menentukan klaim atau tidaknya nasabah pada saat panen. Pendekatan model Black-Scholes digunakan untuk mengkonstruksi model yang sesuai untuk menentukan premi asuransi harga komoditas hasil pertanian yang disebabkan karena turunnya harga komoditas dari harga yang diharapkan. Simulasi dilakukan menggunakan data harga harian komoditas cabe merah di Provinsi Jambi tahun 2020 dengan beberapa asumsi yang dibangun berdasarkan kajian literatur dan kebiasaan umum petani di Provinsi Jambi. Hasil simulasi menunjukkan bahwa rata-rata return adalah -0,001069649 dan standar deviasi 0,07297269. Sehingga diperoleh nilai estimasi tingkat keuntungan yang diinginkan sebesar -0,001069649, dan nilai estimasi volatilitas sebesar 0,07297269 . Selanjutnya, menggunakan nilai target harga diperoleh premi asuransi harga cabe merah untuk 1 periode tanam dengan luas lahan 1 hektar sebesar Rp. 1.527.088.Kata Kunci: asuransi pertanian; model Black-Scholes; opsi eropa; proses Ito. 2020MSC: 62P05

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