Browsing by Author "Nababan, Tumpal Parulian"

Now showing 1 - 7 of 7
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    CADANGAN CANADIAN PADA ASURANSI JIWA DWIGUNA MENGGUNAKAN DISTRIBUSI WEIBULL
    (2016-04-27) Anggraini, Silvia; Nababan, Tumpal Parulian; Aziskhan
    This article studies the prospective reserve and retrospective reserve of endowment life insurance of the Canadian method. The method gives the extend of modified period over the entire premium payment period. Endowment life insurance reserve calculation is solved by determination of the single premium, annual premium and annuity based on the distribution of Weibull in advance.
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    MENGOPTIMALKAN PENJADWALAN SEKURITI DENGAN MODEL GOAL PROGRAMMING
    (2016-02-04) Almuhajir, Said; Nababan, Tumpal Parulian
    This paper discusses the mathematical modeling to establish a security schedule with a goal programming. Established goal programming models can be used to optimizing a security schedule ful lling some scheduling constraints that have been determined, among the large number of securities work each month, o , the number of security stations assigned to each security and the absence of the same schedule at every station in the same shift.
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    PENGARUH KETIDAKPASTIAN HARGA OUTPUT DAN TINGKAT UPAH TERHADAP KEPUTUSAN INVESTASI OPTIMAL PERUSAHAAN
    (2016-04-27) Efraim, Tegun Jadida; Nababan, Tumpal Parulian; Sirait, Haposan
    This article discusses the effects of future output price uncertainty and wage rate uncertainty on a firm’s investment decision by assuming the competitively riskneutral whose purpose is to maximize the expected value of a number of cash flow invested. Optimal investment properties based on the average investment growth rate is affected by the uncertainty of output price and wage rates. Changes in output prices have a positive effect on investment while wage rate changes have a negative impact on the invested enterprise so that it can be said what the output price changes tend to be accompanied by the change in the wage rate.
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    PERHITUNGAN VALUE AT RISK HARGA SAHAM DENGAN MENGGUNAKAN VOLATILITAS ARCH-GARCH DALAM KELOMPOK SAHAM LQ 45
    (2016-04-27) Gaol, Boy A Lumban; Nababan, Tumpal Parulian; Sirait, Haposan
    This article discusses the application of ARCH-GARCH method to calculate value at risk. The application process begins by constructing model using ARCH-GARCH. This model is used to predict the variance or the volatility of share price index of LQ 45. This model considers heteroscedasticity factor of time series data used. Based on the volatility, value at risk of share price index of LQ 45 is calculated.
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    PERHITUNGAN VALUE AT RISK PADA PORTOFOLIO SAHAM DENGAN METODE VARIANSI-KOVARIANSI
    (2016-02-04) Siagian, Novita Theresia; Nababan, Tumpal Parulian; Sirait, Haposan
    This article discusses the evaluation of value at risk (VaR) for stock portofolio with variance-covariance method. VaR is the estimation of maximum loss which can occur with -level of confidence over a holding period of time. VaR portofolio with variance-covariance method views the portofolio risk from standard deviation of portofolio, which is in standard deviation of portofolio containing variance-covariance matrix from return asset and weighted asset. Assumption of VaR with this method is that the return asset has to have a normal distribution in order the portofolio has the expected return asset not being far different from the established portofolio.
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    PREMI ASURANSI JIWA SEUMUR HIDUP DENGAN MODEL ARIMA PADA KASUS DOUBLE DECREMENT
    (2016-05-23) Manalu, Destiur; Nababan, Tumpal Parulian; Hasriati
    This article discusses annual premium whole life insurance on the double decrements case by using force of interest ARIMA (2,2,0) model by considering the curtate future lifetime random variable. The total amount of annual premium to be paid by a member's life insurance determined in advance by the annuity present value and single premium using the expectation of discount factor, the survival probability and the probability of decrement for the case of double decrements
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    PREMI TUNGGAL ASURANSI JIWA CONTINGENT MENGGUNAKAN MODEL TINGKAT BUNGA EKSPONENSIAL VASICEK
    (2016-04-27) Kuarni, Shinta Pragustia; Hasriati; Nababan, Tumpal Parulian
    This article discusses a single premium of life insurance contingent using exponential Vasicek interest rate model. This calculation of premium is solved by predetermined life probability based on Weibull distribution, discount factor by using exponential Vasicek interest rate model, and single premium of life insurance contingent by using insurance money payment made at the end of the policy year