Judul: Pemodelan Kerugian Agregat dengan Kerugian Ekstrem
Abstrak: Kerugian ekstrem adalah kerugian dengan nilai yang sangat besar dan jarang terjadi. Kemunculan kerugian esktrem penting untuk dipertimbangkan karena memberi dampak signifikan terhadap kerugian total yang harus ditanggung. Karya ilmiah ini membahas model kerugian agregat yang diusulkan oleh Gzyl (2018) untuk mengikutsertakan kontribusi kerugian ekstrem ke dalam suatu sebaran kerugian standar. Value at Risk (VaR) dan Expected Shortfall (ES) diturunkan dari model secara analitik. Nilai harapan kerugian agregat dapat dimodelkan tanpa perlu mencari fungsi peluang bersamanya. Hasil VaR dari model kerugian agregat memiliki formula yang sama dengan VaR kerugian standar, tetapi frekuensi kemunculan kerugian ekstrem mempengaruhi nilai kuantilnya. Sedangkan ES kerugian agregat terdiri dari ES kerugian standar ditambah kontribusi terkoreksi dari kerugian ekstrem.
Keyword: kerugian ekstrem, model kerugian agregat, Value at Risk, Expected Shortfall

Judul: Penentuan Sebaran Total Kerugian Asuransi Kendaraan
Abstrak: Kerugian agregat merupakan total kerugian pemegang polis yang harus ditanggung oleh perusahaan asuransi dalam periode waktu tertentu. Kerugian agregat dapat dihitung dengan menentukan sebaran total kerugian pada periode sebelumnya. Karya ilmiah ini menggunakan Loss Distribution Approach (LDA) yaitu metode untuk menghitung sebaran total kerugian dengan mempertimbangkan banyaknya klaim dan besarnya klaim yang dihitung dengan model sebaran compound. Metode rekursif Panjer digunakan untuk mendapatkan model sebaran compound, kemudian diperoleh nilai Value at Risk (VaR) dan Expected Shortfall (ES). Untuk data klaim asuransi kendaraan di Australia periode 2004-2005, diperoleh banyaknya klaim menyebar Zero Truncated binomial negatif dan besarnya klaim menyebar invers Gauss, lognormal, dan Pareto. Untuk menghitung VaR dan ES, sebaran yang paling baik untuk besar klaim adalah sebaran invers Gauss karena paling mendekati VaR dan ES empiris., Aggregate loss is the total loss of the policyholder that must be paid by the insurance company within a certain period of time. Aggregate losses can be calculated by determining the distribution of total losses in the previous period. This scientific work uses the Loss Distribution Approach (LDA), which is a method for calculating the distribution of total losses by considering the number of claims and the amount of claims calculated using the compound distribution model. Panjer recursive method is used to obtain a compound distribution model, and then the Value at Risk (VaR) and Expected Shortfall (ES) values are obtained. For vehicle insurance claims data in Australia for the period 2004-2005, the number of claims have a Zero Truncated negative binomial distribution and the amount of claims have inverse Gaussian, lognormal, and Pareto distribution. To calculate VaR and ES, the best distribution for the amount of claims is the inverse Gaussian distribution because it is closest to the empirical VaR and ES.
Keyword: Expected Shortfall, kerugian agregat, metode rekursif Panjer, , Value at Risk

Judul: Respiratory Quoti<mt of Duck (Anas platyrhynchos), Muscovy (Cairina moschata) and Mule Ducic.
Abstrak: Duck, muscovy and mule duck are water jowl that have a great prospect to be developed. Duck is a good water fowl layer. Muscovy can be developed as a m(.;at water fowl and it produces less eggs compared DY duck so that muscovy has a lov..er reproduction ability. Mule duck can be used is a solution for that problem. The additional information for the advancement of mule duck reproduction nowadays still being searched and developed. The information of oxygen consumption of animal can be used as the indicator for knowinB. the metabolism activity and also for estimating the energy metabolism need of animal. This study was done in Poultry Animal Production Laboratory, Faculty of Animal Science, Bogor Agricultural University from January until March 2003. The material that have been used were 12 ducks, 12 muscovies and 12 mule ducks. The entire material were 36 Day Old Ducks that have been kept for eight weeks. The oxygen consumption and carbon dioxide production data were gained by locating the ducks inside the respiration chamber which were supplied by pure oxygen. The first week measurement was used 12 animal for eaGh species. The forth and eight week were used respectively 4 ducks. Respiratory Quotient have been measured based on the oxygen consumption and C(h production fwm each animal.
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