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Dadang Amir Hamzah
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Jurnal Rekayasa Teknologi dan Sains Terapan
Published by Sekolah Tinggi Teknologi DR KHEZ Muttaqien
ISSN : 26212714     EISSN : 27146901     DOI : -
Core Subject : Science, Education, Engineering,
Automotive Engineering Computer Science & IT Control & Systems Engineering Electrical & Electronics Engineering Engineering Mathematics Mechanical Engineering Physics
Jurnal ini merupakan kumpulan hasil penelitian dalam bidang sains terapan dan teknologi. Untuk memenuhi bidang tersebut, maka ruang lingkup jurnal ini adalah penelitian sekunder, penelitian empiris, dan studi literatur yang meliputi ilmu teknik mesin, teknik elektro dan elektronika, fisika terapan, kimia terapan, dan model matematika, sistem manufaktur, dan manajemen industri. Jurnal ini kami publikasikan secara tahunan dengan periode terbit dua kali dalam satu tahun dalam Bahasa Indonesia dan Bahasa Inggris.
Arjuna Subject : Teknik (semua kategori) - Teknik Listrik dan Elektro
Articles 31 Documents
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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.

Page 4 of 4 | Total Record : 31

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