Published: 31 July 2026

Measuring Risk Aversion Behavior Using Szpiros Approach: Case Study in Indonesias Life Insurance Industry

Kristio Rapi (1), Dominicus Savio Priyarsono (2), Siti Jahroh (3), Toni Bakhtiar (4)
(1) School of Business, IPB University, Bogor, Indonesia ,
(2) Department of Economics, IPB University, Bogor, Indonesia ,
(3) School of Business, IPB University, Bogor, Indonesia ,
(4) Department of Mathematics, IPB University, Bogor, Indonesia
001-012
0

Forecasting and Financial Risk Analysis Using ARIMA Intervention Model: A Case Study on JMAS Tbk

Rina Yuliantika (1), Indah Gumala Andirasdini (2)
(1) Department of Actuarial Science, Institut Teknologi Sumatera, South of Lampung, Indonesia ,
(2) Department of Actuarial Science, Institut Teknologi Sumatera, South of Lampung, Indonesia
013-023
0

Multiple Decrement Modeling of BPJS Health Transitions Under Air Pollution Exposure in DKI Jakarta

Bernadeth Saskia Laudya Cintya (1), Leyton Raynaldo Ozzora (2), Helena Margaretha (3), Ferry Vincenttius Ferdinand (4)
(1) Mathematics Department, Faculty of Science and Technology, Universitas Pelita Harapan, Tangerang, Indonesia ,
(2) Mathematics Department, Faculty of Science and Technology, Universitas Pelita Harapan, Tangerang, Indonesia ,
(3) Mathematics Department, Faculty of Science and Technology, Universitas Pelita Harapan, Tangerang, Indonesia ,
(4) Mathematics Department, Faculty of Science and Technology, Universitas Pelita Harapan, Tangerang, Indonesia
024-039
0

Estimation of Ruin Probabilities in an Extended Risk Model with Inhomogeneous Claim Counts and Financial Risks

Nyanumba Walter Motanya (1), Oduar D. Brian (2), Joseph O. Nyakinda (3)
(1) Jaramogi Oginga Odinga University of Science and Technology, Kenya ,
(2) Jaramogi Oginga Odinga University of Science and Technology, Kenya ,
(3) Jaramogi Oginga Odinga University of Science and Technology, Kenya
040-051
0

Government Employees with Employment Agreements Pension Fund Valuation Across 17 Salary Grades Using Entry Age Normal and Projected Unit Credit

Khalil Rafif (1), Illuminata Wynnie, S.Si., M.Si. (2)
(1) Actuarial Science, Mathematics Departement, Hasanuddin University, Makassar, Indonesia ,
(2) Actuarial Science, Mathematics Departement, Hasanuddin University, Makassar, Indonesia
052-068
0

Robust E-Bayesian Estimation and Prediction of Esscher Premium for Car Insurance Claim Frequencies Under a Negative Binomial Model

Eli Zulkatri (1), Muhammad Azka (2), Ahmad Fuad Zainuddin (3)
(1) Actuarial Science, Institut Teknologi Kalimantan, Balikpapan, Indonesia ,
(2) Actuarial Science, Institut Teknologi Kalimantan, Balikpapan, Indonesia ,
(3) School of STEM, Universitas Prasetiya Mulya, Tangerang, Indonesia
069-080
0

Stochastic Multi-State Modeling for Critical Illness Insurance With Integration of Non-Homogeneous Trends and Pandemic Shocks

Kenneth Gunawan (1), Helena Margaretha (2), Wastu Winayaka (3)
(1) Department of Mathematics, Faculty of Science and Technology, Universitas Pelita Harapan ,
(2) Department of Mathematics, Faculty of Science and Technology, Universitas Pelita Harapan ,
(3) Department of Mathematics, Faculty of Science and Technology, Universitas Pelita Harapan
081-095
0

Portfolio Optimization and Risk Estimation of LQ45 Mining Stock Using The ARIMA-GARCH-EVT-COPULA Hybrid Model as Alternative Pension Fund Investment

Dyah Ayu Mahanani (1), Galuh Oktavia Siswono (2), Ulil Azmi (3)
(1) Department of Actuarial, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology, Surabaya, Indonesia ,
(2) Department of Actuarial, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology, Surabaya, Indonesia ,
(3) Department of Actuarial, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology, Surabaya, Indonesia
096-111
0