Browsing by Author "Kho, Johannes"
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Item ANUITAS DUE PADA STATUS HIDUP PERORANGAN BERDASARKAN FORMULA WOOLHOUSE(2013-03-26) Purwanti, Sri; Kho, Johannes; AziskhanA formula called Woolhouse formula that obtained based on approach the Euler Maclaurin formula are discussed. Then Woolhouse formula is used to calculate present value of an annuity with payable m times a year. Here, n year temporary of an annuity-due is used. This study is a review of the work done by David C.M. Dickson, Mary R Hardy and Howard R. Waters Actuarial Mathematics for Life Contingencies Risk. 3: 132-136 (2009)Item CADANGAN PROSEKTIF ASURANSI JIWA DWIGUNA BERDASARKAN ASUMSI CONSTANT FORCE(2013-06-12) Mustika, Tiara; Kho, Johannes; AziskhanThis article discusses a constant force assumption which is used to determine prospective reserve of an endowment life insurance. The constant force assumption is a probability density function of exponential distribution, hence it can be used in a reserve premium calculation. The reserve premium available in life insurance company is affected by how big the premium paid by the insurance client.Item Developing A Direct Search Algorithm for Solving The Capacitated Open Vehicle Routing Problem(2017-10-26) Aziskhan; Pane, Rolan; Natsir, M; Sirait, Asli; Kho, JohannesIn open vehicle routing problems, the vehicle are not required to return to the depot after completing service. In this paper, we present the first exact optimization algorithm for the open version of the well-known capacited vehicle routing problem (CVRP). The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method and the notion of superbasics, has been developed for efficienty requirments, this strategy is used to force the appropriate non-integer basic veriables to move to their neighbourhood integer points. A study of criteria fr choosing a nonbasic variable to work with in the inegerizing strategy has also been made. Succesful implementation of these algorithms was achieved on various test problemItem Fungsi Dari Suatu Matriks(2017-10-16) Aziskhan; Pane, Rolan; Natsir, M; Kho, JohannesSuatu kajian fungsi dari suatu variabel dalam aljabar yang cukup penting adalah Evaluasi Fungsi suatu matriks yang menganalisa berbagai bentuk fungsi dari matriks yaitu integral , pangkat pecahan , eksponensial , logaritma , Trigonometri dan fungsi hiperbolic. Terdapat dua metode pendekatan untuk mengevaluasi fungsi dari matriks yaitu metode langsung dari perluasan diagonalisasi dari matriks itu sendiri dan metode dasar dari eksistensi polinomial minimum dari perluasan fungsi suatu matriks.Item KONSTRUKSI PERSAMAAN BLACK-SCHOLES DENGAN KONSEP MODEL PENENTUAN HARGA ASET MODAL(2013-07-23) Primades, Jayanti; Kho, Johannes; Gamal, M. D. HThis article discusses an equation to find an option pricing model, known as Black- Scholes equation. Black-Scholes equation is constructed with the concept of capital asset pricing model. Capital asset pricing model is used to choose the optimum asset in equilibrium market, to get small risks at the asset. European put option model is a solution of non-dividen of Black-Scholes equation by converting Black- Scholes equation into the heat equation. An example of application of Black-Scholes equation is given at the end discussion.Item METODE ACCRUED BENEFIT COST UNTUK ASURANSI DANA PENSIUN NORMAL PADA STATUS GABUNGAN(2013-06-12) Siregar, Agustina; Kho, Johannes; AziskhanThis paper discusses normal pension fund insurance calculation using accrued benefit cost method, for a joint life status of two pension fund insurance clients. Pension premium and cash insurance value of the pension fund can be determined by calculating the pension benefits and life annuity for the joint life clients. Furthermore, an example is given to explain the problem discussed.Item METODE RUNGE KUTTA ORDE-4 DENGAN KONTROL GALAT(2013-03-16) Juita, Nurma; Imran, M.; Kho, JohannesThis paper discusses the Runge Kutta method of order-4 (RK (4,4)) with an error control, which is a combination of the Runge Kutta method of order-4 based on an Arithmetic mean (RKAM-4) and the Runge Kutta method of order-4 based on a Contraharmonic mean (RKCoM-4). Difference between approximation of RKAM-4 and RKCoM-4 is used to control the step length of the method. So the RK(4,4) is a method with a variable step length, as well as the Runge Kutta Fehlberg 4(5) (RKF4(5)). Numerical computation is also done in four cases, which are then compared with RKF4(5). The results show that the behavior of RK (4,4) is similar to that of RKF4(5)Item MOMEN AKUMULASI DARI SUATU ANUITAS AWAL DENGAN TINGKAT BUNGA ACAK(2014-03-25) Fatmawati, Ari; Kho, Johannes; AziskhanThis article discusses the three moments formed from the accumulation of due annuity with random interest rate. The highest moment of these three moments is obtained by first determining the previous two moments. Moment accumulation is used to predict the accumulation of profits expected by investors from an investment made during n periods.Item NILAI AKUMULASI DARI SUATU CASH FLOW DENGAN TINGKAT BUNGA BERUBAH BERDASARKAN FORMULA FISHER(2013-06-12) Apranda, Devis; Kho, Johannes; Sugiarto, SigitThis paper discusses Fisher’s formula derived from compounding interest rate’s formula. It is used to determine the predicted values of the interest rate which affected by the inflation rate. The accumulation cash flow can be determined from the predicted values for T periods, and Durbin-Watson’s statistic is used to verify the efficiency between predicted and actual values.Item PREMI TAHUNAN ASURANSI JIWA BERJANGKA DENGAN HUKUM DE MOIVRE UNTUK STATUS GABUNGAN(2013-07-23) Harisa, Nurma; Kho, Johannes; AziskhanThis article discusses the annual premium of term insurance for joint life status. It means the annual premium of two people insured with the age of and in which the sum assured will be paid if only one of the insured dies during coverage period and then no more premium payment. The annual premium is affected by single premium and present value of annuity due, where in the calculation De Moivre’s law is used.Item PREMI UNTUK ASURANSI JIWA BERJANGKA PADA KASUS MULTISTATE(2013-07-30) Aminah, Siti; Hasriati; Kho, JohannesIn this paper, a formulation for a single premium term life insurance in multistate case is discussed. Using Markov chain, the amount of displacement between transition state is obtained by using probabilities which are solved using Chapman-Kolmogorov differential equations. The time used is homogeneous so that the transition rate is constant.Item Solving A Class of Stochastic Multiobjective Integer Linear Programming Problems(2017-10-16) Kho, Johannes; Pane, Rolan; Aziskhan; Sirait, Asli; Natsir, MIn this paper we propose a method for solving a multi objective chance constrained integer programming problem. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. The stochastic model is transformed in a deterministic equivalent for using covariance technique. Then we propose an interactive approach for solving the deterministic mode