E jurnal Matematika

152-157

Authors: I Gede Bagus Pasek Subadra, I Nyoman Widana, Desak Putu Eka Nilakusmawati

The aim of this research was to determine the annual premium formula that turns on the joint life insurance. This formula uses the reference insurance contracts of the previous research Insurance Models for Joint Life and Last Survivor Benefits. The first step is to determine the value of mortality tables by using the Table Helligman-pollard. Furthermore, determining the value of a life annuity and single premium. The results of this research was formula to be affected by the changing premium (α) with the increase and decrease in constant interest. Keywords: The Annual Premium, The Annual Premium Turned, Joint Life Insurance, α.

163-168

Authors: Nur Faiza, I Wayan Sumarjaya, I Gusti Ayu Made Srinadi

This aim of this research is to find out the classification results and to compare the magnitude of misclassification of QUEST and CHAID methods on the classification of customer of Adira Kredit Elektronik branch Denpasar. QUEST (Quick, Unbiased, Efficient Statistical Trees) and CHAID (Chi-squared Automatic Interaction Detection) are nonparametric methods that produce tree diagram which is easy to interpret. The QUEST and CHAID classification methods conclude that: 1) QUEST method produces three groups which predict customers into the current category, whereas CHAID method produces four groups which also predict customer into the current category; 2) both methods generate the biggest classification accuracy for customers that current category which share similar characteristics; 3) both methods also have the same degree of accuracy in classifying customer data Adira Kredit Elektronik branch Denpasar. Keywords: Classification, QUEST, CHAID, customer credit status.

176-180

Authors: Anna Fitriani, I Gusti Ayu Made Srinadi, Made Susilawati

Semiparametric regression model approach is a model approach that combines parametric regression models and nonparametric regression. On semiparametric regression, most explanatory variables are parametric and nonparametric others are. Independent variables that satisfy parametric assumptions can be predicted by linear regression analysis method, whereas that does not meet the parametric assumptions alleged by the method nonparametrik.Teknik smoothing (smoothing) nonparametric regression curve on the components used in this study using uniform kernel function. Estimation of optimal semiparametric regression curve is determined by the size of the weight or bandwidth (h) is optimal. Selection of the optimal bandwidth will produce a smooth regression curve estimation in accordance with the pattern data. Selection of the optimum bandwidth is determined based on the criteria that the minimum value of GCV. The purpose of this study was to determine the estimated regression function semiparametric dengue cases using kernel estimators uniform. The response of the data used is old data recovery of patients with Dengue Hemorrhagic Fever (DHF). There are six independent variables such as age (years), body temperature (0C), pulse (beats / min), hematocrit (%), platelets (×〖10〗^3/ul), and duration of fever (day). Age, body temperature, pulse, platelets, and duration of fever is a component of parametric and nonparametric hematocrit is a component. Bandwidth (h) the optimal minimum GCV obtained based on the criteria of 0,005. MSE value is generated using multiple linear regression analysis of 0,031. While the semiparametric regression of 0,00437119. Keywords: Semiparametric Regression, Kernel, Bandwidth, GCV

188-194

Authors: Herlina Hidayati, Komang Dharmawan, I Wayan Sumarjaya

Copula is already widely used in financial assets, especially in risk management. It is due to the ability of copula, to capture the nonlinear dependence structure on multivariate assets. In addition, using copula function doesn’t require the assumption of normal distribution. There fore it is suitable to be applied to financial data. To manage a risk the necessary measurement tools can help mitigate the risks. One measure that can be used to measure risk is Value at Risk (VaR). Although VaR is very popular, it has several weaknesses. To overcome the weakness in VaR, an alternative risk measure called CVaR can be used. The porpose of this study is to estimate CVaR using Gaussian copula. The data we used are the closing price of Facebook and Twitter stocks. The results from the calculation using 90% confidence level showed that the risk that may be experienced is at 4,7%, for 95% confidence level it is at 6,1%, and for 99% confidence level it is at 10,6%. Keywords: portfolio, copula, CVaR, Gaussian copula.

201-207

Authors: Ni Putu Deviyanti, Ni Ketut Tari Tastrawati, I Wayan Sumarjaya

One of the companies in production and marketing of dodol in Singaraja area is UD. Dodol Made Merta. This company produces four variants of dodol namely dodol merah, dodol kayu sugih, dodol ketan hitam, and dodol kacang. All the four dodol variants have a different demand levels.This aim of this research is to determine the optimal prediction of the amount of production that must be produced every month so that profit can be maximized by minimizing the cost of production. This research was done using two methods ARIMA. The best model for dodol merah is ARIMA (1,0,1), dodol kayu sugihis ARIMA(1,0,0), dodol ketan hitam is ARIMA (1,0,0) and dodol kacang is ARIMA(0.01). Keywords: Time Series Stationer Model (AR, MA, ARMA), Time Series Non-Stasioner Model (ARIMA)