PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations最新文献
A mathematical model of predator-prey considering Allee effect, fear factor and harvesting in prey population constructed in this topic. Meanwhile, anti-predation involved in predator population such that prey can counterattack their predators. The second type of Holling type functional response chosen to describe a predator who active searching for prey. We non-dimensionalize our model to reduce the number of parameters, then we analyzed the existence and local stability criteria of all equilibrium points analytically. There are maximum four equilibrium are found, where the extinction of predator population equilibrium might not unique. Our results suggest to consider the rate of harvesting in prey population wisely to guarantee the coexistence of prey and predator in the environment. Our results also show that the level of fear of prey might effect the final size of coexistence equilibrium. Our numerical results show that although the time scale do not effect the size of the coexistence equilibrium, it does change the speed of the system to reach the equilibrium point.A mathematical model of predator-prey considering Allee effect, fear factor and harvesting in prey population constructed in this topic. Meanwhile, anti-predation involved in predator population such that prey can counterattack their predators. The second type of Holling type functional response chosen to describe a predator who active searching for prey. We non-dimensionalize our model to reduce the number of parameters, then we analyzed the existence and local stability criteria of all equilibrium points analytically. There are maximum four equilibrium are found, where the extinction of predator population equilibrium might not unique. Our results suggest to consider the rate of harvesting in prey population wisely to guarantee the coexistence of prey and predator in the environment. Our results also show that the level of fear of prey might effect the final size of coexistence equilibrium. Our numerical results show that although the time scale do not effect the size of the coexistence equilibrium, it ...
{"title":"Analyzing effect of harvesting on prey population when prey growth depend on fear-factor and Allee-effect","authors":"Egi Safitri, D. Aldila","doi":"10.1063/1.5139163","DOIUrl":"https://doi.org/10.1063/1.5139163","url":null,"abstract":"A mathematical model of predator-prey considering Allee effect, fear factor and harvesting in prey population constructed in this topic. Meanwhile, anti-predation involved in predator population such that prey can counterattack their predators. The second type of Holling type functional response chosen to describe a predator who active searching for prey. We non-dimensionalize our model to reduce the number of parameters, then we analyzed the existence and local stability criteria of all equilibrium points analytically. There are maximum four equilibrium are found, where the extinction of predator population equilibrium might not unique. Our results suggest to consider the rate of harvesting in prey population wisely to guarantee the coexistence of prey and predator in the environment. Our results also show that the level of fear of prey might effect the final size of coexistence equilibrium. Our numerical results show that although the time scale do not effect the size of the coexistence equilibrium, it does change the speed of the system to reach the equilibrium point.A mathematical model of predator-prey considering Allee effect, fear factor and harvesting in prey population constructed in this topic. Meanwhile, anti-predation involved in predator population such that prey can counterattack their predators. The second type of Holling type functional response chosen to describe a predator who active searching for prey. We non-dimensionalize our model to reduce the number of parameters, then we analyzed the existence and local stability criteria of all equilibrium points analytically. There are maximum four equilibrium are found, where the extinction of predator population equilibrium might not unique. Our results suggest to consider the rate of harvesting in prey population wisely to guarantee the coexistence of prey and predator in the environment. Our results also show that the level of fear of prey might effect the final size of coexistence equilibrium. Our numerical results show that although the time scale do not effect the size of the coexistence equilibrium, it ...","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"126 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128441436","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Photo of Participants: Proceedings of the 8th SEAMS-UGM International Conference on Mathematics and its Applications 2019","authors":"UtamiHerni, K. Adi, SusyantoNanang, SusantiYeni","doi":"10.1063/1.5139118","DOIUrl":"https://doi.org/10.1063/1.5139118","url":null,"abstract":"","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125793195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Measuring risk of a portfolio comprising of multi assets such as option and stock by Value at Risk (VaR) will become more challenging because unlike stock price, value of an option has a nonlinear dependence on market risk factor. This paper considered to utilize Delta Normal and Delta Gamma Normal as a linear approach of the factor determining price of the assets. The methods use consecutively the expansion of first and second-order Taylor Series to approximate the profit loss, which is prominent to develop VaR of a multi-asset portfolio. As an application of these methods, this paper analyzed a portfolio comprising of one stock (Exxon Mobile Corporation (XOM)) and two options from two different enterprises, namely JD.com, Inc. (JD), and Eni. S.p. A (E). According to Kupiec Backtesting, it can be concluded that in this case, VaR Delta Normal and VaR Delta Gamma Normal Models provide a good risk measurement at some different confidence levels (90, 95, and 99 percent).Measuring risk of a portfolio comprising of multi assets such as option and stock by Value at Risk (VaR) will become more challenging because unlike stock price, value of an option has a nonlinear dependence on market risk factor. This paper considered to utilize Delta Normal and Delta Gamma Normal as a linear approach of the factor determining price of the assets. The methods use consecutively the expansion of first and second-order Taylor Series to approximate the profit loss, which is prominent to develop VaR of a multi-asset portfolio. As an application of these methods, this paper analyzed a portfolio comprising of one stock (Exxon Mobile Corporation (XOM)) and two options from two different enterprises, namely JD.com, Inc. (JD), and Eni. S.p. A (E). According to Kupiec Backtesting, it can be concluded that in this case, VaR Delta Normal and VaR Delta Gamma Normal Models provide a good risk measurement at some different confidence levels (90, 95, and 99 percent).
{"title":"Delta normal and delta gamma normal approximation in risk measurement of portfolio consisted of option and stock","authors":"E. Sulistianingsih., D. Rosadi, Abdurakhman","doi":"10.1063/1.5139181","DOIUrl":"https://doi.org/10.1063/1.5139181","url":null,"abstract":"Measuring risk of a portfolio comprising of multi assets such as option and stock by Value at Risk (VaR) will become more challenging because unlike stock price, value of an option has a nonlinear dependence on market risk factor. This paper considered to utilize Delta Normal and Delta Gamma Normal as a linear approach of the factor determining price of the assets. The methods use consecutively the expansion of first and second-order Taylor Series to approximate the profit loss, which is prominent to develop VaR of a multi-asset portfolio. As an application of these methods, this paper analyzed a portfolio comprising of one stock (Exxon Mobile Corporation (XOM)) and two options from two different enterprises, namely JD.com, Inc. (JD), and Eni. S.p. A (E). According to Kupiec Backtesting, it can be concluded that in this case, VaR Delta Normal and VaR Delta Gamma Normal Models provide a good risk measurement at some different confidence levels (90, 95, and 99 percent).Measuring risk of a portfolio comprising of multi assets such as option and stock by Value at Risk (VaR) will become more challenging because unlike stock price, value of an option has a nonlinear dependence on market risk factor. This paper considered to utilize Delta Normal and Delta Gamma Normal as a linear approach of the factor determining price of the assets. The methods use consecutively the expansion of first and second-order Taylor Series to approximate the profit loss, which is prominent to develop VaR of a multi-asset portfolio. As an application of these methods, this paper analyzed a portfolio comprising of one stock (Exxon Mobile Corporation (XOM)) and two options from two different enterprises, namely JD.com, Inc. (JD), and Eni. S.p. A (E). According to Kupiec Backtesting, it can be concluded that in this case, VaR Delta Normal and VaR Delta Gamma Normal Models provide a good risk measurement at some different confidence levels (90, 95, and 99 percent).","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"11 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114024110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Dina Stefani, Samuel Lukas, Stevanus Adiwena, H. Margaretha, Petrus Widjaja
Inspite land transportation mode in Indonesia is better than that of before, it does not discourage users to use flight transportation modes. This is due to the shorter travel time and the high safety factor. However, the flight delay or even cancelation factor often disappointment because the compensation given by the airline is still felt inadequate even though it has followed government regulations. Airlines, on the other hand, also feel reluctant to make improvements to services, perhaps because the cost of customer compensation is far cheaper than the cost of repairing services. The purpose of this study is to propose a premium calculation to overcome this problem. Assuming the premium is purchased by all users that price is included in the ticket price, the airline gets additional funds to make a better service. This will benefit both parties. There are several premium calculation techniques, but in this paper the standard deviation premium calculation method and Generalized Linier Model are used. The calculation results show that the premium calculation is better calculated based on the airline and the departure city of the flight using GLM.Inspite land transportation mode in Indonesia is better than that of before, it does not discourage users to use flight transportation modes. This is due to the shorter travel time and the high safety factor. However, the flight delay or even cancelation factor often disappointment because the compensation given by the airline is still felt inadequate even though it has followed government regulations. Airlines, on the other hand, also feel reluctant to make improvements to services, perhaps because the cost of customer compensation is far cheaper than the cost of repairing services. The purpose of this study is to propose a premium calculation to overcome this problem. Assuming the premium is purchased by all users that price is included in the ticket price, the airline gets additional funds to make a better service. This will benefit both parties. There are several premium calculation techniques, but in this paper the standard deviation premium calculation method and Generalized Linier Model are used. T...
{"title":"Insurance premium model for case delay or cancelation of Indonesian local flight","authors":"Dina Stefani, Samuel Lukas, Stevanus Adiwena, H. Margaretha, Petrus Widjaja","doi":"10.1063/1.5139126","DOIUrl":"https://doi.org/10.1063/1.5139126","url":null,"abstract":"Inspite land transportation mode in Indonesia is better than that of before, it does not discourage users to use flight transportation modes. This is due to the shorter travel time and the high safety factor. However, the flight delay or even cancelation factor often disappointment because the compensation given by the airline is still felt inadequate even though it has followed government regulations. Airlines, on the other hand, also feel reluctant to make improvements to services, perhaps because the cost of customer compensation is far cheaper than the cost of repairing services. The purpose of this study is to propose a premium calculation to overcome this problem. Assuming the premium is purchased by all users that price is included in the ticket price, the airline gets additional funds to make a better service. This will benefit both parties. There are several premium calculation techniques, but in this paper the standard deviation premium calculation method and Generalized Linier Model are used. The calculation results show that the premium calculation is better calculated based on the airline and the departure city of the flight using GLM.Inspite land transportation mode in Indonesia is better than that of before, it does not discourage users to use flight transportation modes. This is due to the shorter travel time and the high safety factor. However, the flight delay or even cancelation factor often disappointment because the compensation given by the airline is still felt inadequate even though it has followed government regulations. Airlines, on the other hand, also feel reluctant to make improvements to services, perhaps because the cost of customer compensation is far cheaper than the cost of repairing services. The purpose of this study is to propose a premium calculation to overcome this problem. Assuming the premium is purchased by all users that price is included in the ticket price, the airline gets additional funds to make a better service. This will benefit both parties. There are several premium calculation techniques, but in this paper the standard deviation premium calculation method and Generalized Linier Model are used. T...","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116133015","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On odd harmonious labeling of m-shadow of cycle, gear with pendant and Shuriken graphs","authors":"K. Sugeng, S. Surip, R. Rismayati","doi":"10.1063/1.5139141","DOIUrl":"https://doi.org/10.1063/1.5139141","url":null,"abstract":"","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121888300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ida Fitriana Ambarsari, S. Irawati, I. Sulandra, H. Susanto, H. Marubayashi
An order R in a simple Artinian ring Q is said to be a Dubrovin valuation ring if R is Bezout and R/J(R) is a simple Artinian, where J(R) is the Jacobson radical of R. A ring R with unity is called clean, if every element x ∈ R is clean i.e. for every element x ∈ R there exist an idempotent element e ∈ R and a unit element u ∈ R such that x=e+u. In this article, it will be investigated some properties of clean Dubrovin valuation ring and give some examples related to a Dubrovin valuation ring and a clean ring.An order R in a simple Artinian ring Q is said to be a Dubrovin valuation ring if R is Bezout and R/J(R) is a simple Artinian, where J(R) is the Jacobson radical of R. A ring R with unity is called clean, if every element x ∈ R is clean i.e. for every element x ∈ R there exist an idempotent element e ∈ R and a unit element u ∈ R such that x=e+u. In this article, it will be investigated some properties of clean Dubrovin valuation ring and give some examples related to a Dubrovin valuation ring and a clean ring.
{"title":"Cleanness of a Dubrovin valuation ring","authors":"Ida Fitriana Ambarsari, S. Irawati, I. Sulandra, H. Susanto, H. Marubayashi","doi":"10.1063/1.5139127","DOIUrl":"https://doi.org/10.1063/1.5139127","url":null,"abstract":"An order R in a simple Artinian ring Q is said to be a Dubrovin valuation ring if R is Bezout and R/J(R) is a simple Artinian, where J(R) is the Jacobson radical of R. A ring R with unity is called clean, if every element x ∈ R is clean i.e. for every element x ∈ R there exist an idempotent element e ∈ R and a unit element u ∈ R such that x=e+u. In this article, it will be investigated some properties of clean Dubrovin valuation ring and give some examples related to a Dubrovin valuation ring and a clean ring.An order R in a simple Artinian ring Q is said to be a Dubrovin valuation ring if R is Bezout and R/J(R) is a simple Artinian, where J(R) is the Jacobson radical of R. A ring R with unity is called clean, if every element x ∈ R is clean i.e. for every element x ∈ R there exist an idempotent element e ∈ R and a unit element u ∈ R such that x=e+u. In this article, it will be investigated some properties of clean Dubrovin valuation ring and give some examples related to a Dubrovin valuation ring and a clean ring.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126377902","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A stock portfolio is a collection of assets owned by investors, such as companies or individuals. The determination of the optimal stock portfolio is an important issue for the investors. Management of investors’ capital in portfolio investment can be regarded as a dynamic optimal control problem. In this research, we propose Model Predictive Control (MPC) as a management strategy to solve the portfolio optimization problem. A basic explanation of the control theory and its application to the management problem is described. The management strategy of this research considers: constraints of the portfolio assets and the cost of transactions. Subsequently, a practical application of the solution is implemented on 3 company’s stocks. The simulation results show that the performance of proposed controller satisfies the state and control constraints. The amount of capital owned by the investor as the output of system shows a significant increase.A stock portfolio is a collection of assets owned by investors, such as companies or individuals. The determination of the optimal stock portfolio is an important issue for the investors. Management of investors’ capital in portfolio investment can be regarded as a dynamic optimal control problem. In this research, we propose Model Predictive Control (MPC) as a management strategy to solve the portfolio optimization problem. A basic explanation of the control theory and its application to the management problem is described. The management strategy of this research considers: constraints of the portfolio assets and the cost of transactions. Subsequently, a practical application of the solution is implemented on 3 company’s stocks. The simulation results show that the performance of proposed controller satisfies the state and control constraints. The amount of capital owned by the investor as the output of system shows a significant increase.
{"title":"The application of model predictive control on stock portfolio optimization without loan","authors":"Wawan Hafid Syaifudin, E. R. Putri","doi":"10.1063/1.5139166","DOIUrl":"https://doi.org/10.1063/1.5139166","url":null,"abstract":"A stock portfolio is a collection of assets owned by investors, such as companies or individuals. The determination of the optimal stock portfolio is an important issue for the investors. Management of investors’ capital in portfolio investment can be regarded as a dynamic optimal control problem. In this research, we propose Model Predictive Control (MPC) as a management strategy to solve the portfolio optimization problem. A basic explanation of the control theory and its application to the management problem is described. The management strategy of this research considers: constraints of the portfolio assets and the cost of transactions. Subsequently, a practical application of the solution is implemented on 3 company’s stocks. The simulation results show that the performance of proposed controller satisfies the state and control constraints. The amount of capital owned by the investor as the output of system shows a significant increase.A stock portfolio is a collection of assets owned by investors, such as companies or individuals. The determination of the optimal stock portfolio is an important issue for the investors. Management of investors’ capital in portfolio investment can be regarded as a dynamic optimal control problem. In this research, we propose Model Predictive Control (MPC) as a management strategy to solve the portfolio optimization problem. A basic explanation of the control theory and its application to the management problem is described. The management strategy of this research considers: constraints of the portfolio assets and the cost of transactions. Subsequently, a practical application of the solution is implemented on 3 company’s stocks. The simulation results show that the performance of proposed controller satisfies the state and control constraints. The amount of capital owned by the investor as the output of system shows a significant increase.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121224820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
H. Margaretha, M. Susanto, Earlitha Olivia Lionel, F. V. Ferdinand
Stroke is a critical illness that causes disability or death in most cases. A considerable amount of money is needed to cover the medical cost of a stroke patient. Stroke can attack people of all ages, including those who are at productive periods. Death and disability will undoubtedly cause a financial burden to the family. Stroke insurance can be a long-term guarantee so that individuals are protected when they suffered from a stroke or died. In this paper, stroke insurance was modeled with a permanent disability income model, which is a multiple state model consisting of three states: healthy, stroke, and death. One-calendar year transition probabilities from the healthy state were derived from the numerical results of the Kolmogorov forward equations, while one-calendar year transition probabilities from the stroke state were calculated by using a Poisson GLM model. Afterwards, longer-term transition probabilities were calculated using the Chapman-Kolmogorov equation. We considered some risk factors: age, gender, and body mass index. In order to get a proper morbidity table, we utilized several sources of data, namely, the Basic Health Research from the Indonesia Ministry of Health, data from the Indonesia Central Statistical Bureau, the mortality data from the World Health Organization, and the population data from the World Bank. The results obtained showed that the net premium is higher for males than for females for stroke insurance providing a death benefit, and vice versa if there is no death benefit. Furthermore, statistical tests showed that being obese significantly changes the insurance premium paid by femalesStroke is a critical illness that causes disability or death in most cases. A considerable amount of money is needed to cover the medical cost of a stroke patient. Stroke can attack people of all ages, including those who are at productive periods. Death and disability will undoubtedly cause a financial burden to the family. Stroke insurance can be a long-term guarantee so that individuals are protected when they suffered from a stroke or died. In this paper, stroke insurance was modeled with a permanent disability income model, which is a multiple state model consisting of three states: healthy, stroke, and death. One-calendar year transition probabilities from the healthy state were derived from the numerical results of the Kolmogorov forward equations, while one-calendar year transition probabilities from the stroke state were calculated by using a Poisson GLM model. Afterwards, longer-term transition probabilities were calculated using the Chapman-Kolmogorov equation. We considered some risk factors: ...
{"title":"An actuarial model of stroke long term care insurance with obesity as a risk factor","authors":"H. Margaretha, M. Susanto, Earlitha Olivia Lionel, F. V. Ferdinand","doi":"10.1063/1.5139124","DOIUrl":"https://doi.org/10.1063/1.5139124","url":null,"abstract":"Stroke is a critical illness that causes disability or death in most cases. A considerable amount of money is needed to cover the medical cost of a stroke patient. Stroke can attack people of all ages, including those who are at productive periods. Death and disability will undoubtedly cause a financial burden to the family. Stroke insurance can be a long-term guarantee so that individuals are protected when they suffered from a stroke or died. In this paper, stroke insurance was modeled with a permanent disability income model, which is a multiple state model consisting of three states: healthy, stroke, and death. One-calendar year transition probabilities from the healthy state were derived from the numerical results of the Kolmogorov forward equations, while one-calendar year transition probabilities from the stroke state were calculated by using a Poisson GLM model. Afterwards, longer-term transition probabilities were calculated using the Chapman-Kolmogorov equation. We considered some risk factors: age, gender, and body mass index. In order to get a proper morbidity table, we utilized several sources of data, namely, the Basic Health Research from the Indonesia Ministry of Health, data from the Indonesia Central Statistical Bureau, the mortality data from the World Health Organization, and the population data from the World Bank. The results obtained showed that the net premium is higher for males than for females for stroke insurance providing a death benefit, and vice versa if there is no death benefit. Furthermore, statistical tests showed that being obese significantly changes the insurance premium paid by femalesStroke is a critical illness that causes disability or death in most cases. A considerable amount of money is needed to cover the medical cost of a stroke patient. Stroke can attack people of all ages, including those who are at productive periods. Death and disability will undoubtedly cause a financial burden to the family. Stroke insurance can be a long-term guarantee so that individuals are protected when they suffered from a stroke or died. In this paper, stroke insurance was modeled with a permanent disability income model, which is a multiple state model consisting of three states: healthy, stroke, and death. One-calendar year transition probabilities from the healthy state were derived from the numerical results of the Kolmogorov forward equations, while one-calendar year transition probabilities from the stroke state were calculated by using a Poisson GLM model. Afterwards, longer-term transition probabilities were calculated using the Chapman-Kolmogorov equation. We considered some risk factors: ...","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124453273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper is a part of the results of my study on lattice topology on some algebraic structures; for examples on Rn (the collection of all n-tuples of real numbers), S (R) (the collection of all sequences of real numbers), C[a, b] (the collection of all continuous functions on [a, b]), and M[a, b] (the collection of all measurable functions on [a, b]). Each of them is a lattice topological algebra (See [6]) and each of them can be considered as a generalization of the system of real numbers.This paper is a part of the results of my study on lattice topology on some algebraic structures; for examples on Rn (the collection of all n-tuples of real numbers), S (R) (the collection of all sequences of real numbers), C[a, b] (the collection of all continuous functions on [a, b]), and M[a, b] (the collection of all measurable functions on [a, b]). Each of them is a lattice topological algebra (See [6]) and each of them can be considered as a generalization of the system of real numbers.
{"title":"A generalization of the system of real numbers","authors":"Soeparna Darmawijaya","doi":"10.1063/1.5139119","DOIUrl":"https://doi.org/10.1063/1.5139119","url":null,"abstract":"This paper is a part of the results of my study on lattice topology on some algebraic structures; for examples on Rn (the collection of all n-tuples of real numbers), S (R) (the collection of all sequences of real numbers), C[a, b] (the collection of all continuous functions on [a, b]), and M[a, b] (the collection of all measurable functions on [a, b]). Each of them is a lattice topological algebra (See [6]) and each of them can be considered as a generalization of the system of real numbers.This paper is a part of the results of my study on lattice topology on some algebraic structures; for examples on Rn (the collection of all n-tuples of real numbers), S (R) (the collection of all sequences of real numbers), C[a, b] (the collection of all continuous functions on [a, b]), and M[a, b] (the collection of all measurable functions on [a, b]). Each of them is a lattice topological algebra (See [6]) and each of them can be considered as a generalization of the system of real numbers.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131743587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ensemble forecasting has relatively good predictive abilities, especially in the field of climatology. However, the results of ensemble predictions are often underdispersive or overdispersive. Ther...
集合预报具有较好的预测能力，特别是在气候学领域。然而，集合预测的结果往往是欠色散或过色散。其他……
{"title":"The comparison of Bayesian model averaging with gaussian and gamma components for probabilistic precipitation forecasting","authors":"D. Y. Faidah, H. Kuswanto, Suhartono","doi":"10.1063/1.5139173","DOIUrl":"https://doi.org/10.1063/1.5139173","url":null,"abstract":"Ensemble forecasting has relatively good predictive abilities, especially in the field of climatology. However, the results of ensemble predictions are often underdispersive or overdispersive. Ther...","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122143708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：