Judul: Copula-based Actuarial Model for Pricing Cyber Insurance Premiums
Abstrak: Kemajuan Teknologi Informasi (TI) bertumbuh pesat dalam beberapa dekade sejak pertengahan abad ke-20. Hal tersebut diiringi dengan tantangan risiko keamanan sistem TI yang dapat merugikan perusahaan. Untuk mengatasi risiko tersebut perlu adanya proteksi jaringan keamanan. Asuransi siber adalah salah satu alat untuk mengalihkan risiko dari keamanan sistem TI. Penelitian ini bertujuan untuk memodelkan dan menghitung harga premi asuransi siber dengan model copula. Data yang digunakan adalah data dari International Computer Security Association (ICSA) tahun 2003 tentang kondisi aktual banyaknya komputer yang diserang virus beserta kerugiannya. Model copula tidak mensyaratkan asumsi kenormalan dan dapat dengan mudah memodelkan fungsi sebaran bersama dari peubah banyaknya komputer yang terserang virus dan besarnya kerugian. Harga premi asuransi siber dimodelkan menggunakan tiga jenis polis asuransi yaitu tanpa deductible, dengan deductible, serta dengan deductible dan co-insurance. Kemudian dihitung nilai harapan dan simpangan baku dari premi asuransi siber dengan simulasi Monte Carlo., Over the past decade, advances in Information Technology (IT) have grown rapidly since the mid-20th century. However, this comes with the challenge of IT system security risks that can harm companies. To overcome these risks, it is necessary to have a network security protection. Cyber insurance is a tool to transfer risk from IT system security. This study aims to model and calculate the price of cyber insurance premiums with copula model. The data used in this research is obtained from the International Computer Security Association (ICSA) in 2003 regarding the actual condition of the number of computers attacked by virus and their losses. Copula model does not require normality assumptions and can easily model the joint distribution function of the variables of the number of computers attacked by virus and the amount of loss. The price of cyber insurance premiums is modeled using three types of insurance policies, namely without deductibles, with deductibles, as well as with deductibles and co-insurance. Then, the expected value and standard deviation of the cyber insurance premiums are calculated using Monte Carlo Simulation.
Keyword: copula, cyber insurance, Monte Carlo simulation, risk management, technology information security

Judul: Aproksimasi Total Kerugian Motorcycle Insurance dengan Deductible Menggunakan Simulasi Monte Carlo
Abstrak: Polis asuransi adalah kontrak yang dibuat oleh perusahaan asuransi dengan peserta asuransi. Untuk merancang sebuah polis asuransi perusahaan harus memperkirakan total kerugian yang dialami oleh pemegang polis dan harus ditanggung oleh perusahaan asuransi dalam suatu periode waktu tertentu. Penelitian ini membahas total kerugian dari Motorcycle Insurance. Pemodelan total kerugian dilakukan dengan cara menggabungkan sebaran banyak klaim yang menyebar binomial negatif dan sebaran besar klaim yang menyebar beta-prime. Ketika dua sebaran tersebut digabungkan, akan terbentuk sebuah sebaran baru yang disebut sebaran compound. Dalam penelitian ini digunakan metode simulasi Monte Carlo untuk menentukan sebaran compound. Pada simulasi Monte Carlo ditentukan nilai harapan kerugian agregat tanpa deductible maupun dengan deductible, di mana nilai harapan ini digunakan untuk menentukan nilai Loss Elimination Ratio. Dari perhitungan dapat disimpulkan dengan meningkatnya deductible, Loss Elimination Ratio meningkat dan jumlah premi bersih menurun., An insurance policy is a contract made by an insurance company with an insurance participant. To design an insurance policy the company must estimate the aggregate loss suffered by the policyholder that must be borne by the insurance company within a certain period of time. This research explains the total loss of Motorcycle Insurance. The modeling of aggregate loss is created by compounding the distributions of loss frequency which has negative binomial distribution and distribution of loss severity which has beta-prime distribution. When these two distributions are combined, a new distribution is formed which is called a compound distribution. In this study, the Monte Carlo simulation method was used to determine the compound distribution. In the Monte Carlo simulation, the expected values of aggregate loss without deductible and with deductible are determined. This expected values are used to determine the value of the Loss Elimination Ratio. Based on the calculation, it can be concluded that the increase in deductibles, increase Loss Elimination Ratios, and decrease net premiums.
Keyword: asuransi, deductible, kerugian agregat, Loss Elimination Ratio, simulasi Monte Carlo, aggregate loss, deductible, insurance, Loss Elimination Ratio, Monte Carlo simulation

Judul: Utilization of hydrolized duckweed (Lemna minor) meal as a soybean replacement in Nile tilapia (Oreochromis niloticus) diet,
Abstrak: Tilapia is a fast growing fish widely cultured in many tropical and sub tropical countries. The recent production figures reported our global production estimates for 2015 is 5,576.8 metric tons. In developing countries the major challenges facing aquaculture industry is high cost of production associated with fish feeds. Feed represents 40-70% of operating costs for aquaculture operations, increasing expenses and potential declining supplies soybean meal have led scientists to search for less expensive but compatible alternative protein sources for fish feed; most of which are based on animal or plant protein sources. The objectives of study was to determine the incubation period for hydrolysis of duckweed and to evaluate the use of hydrolized duckweed as aprotein source for the growth performance of Nile tilapia Three experiments were conducted to determine the composition and digestibility of hydrolyzed duckweed meal by sheep rumen liquor as the replacement of soybean meal in the diet of Nile tilapia. The first trial examined the effectivity of sheep rumen liquor enzyme to decrease crude fiber contents of (DWM), the added volume of sheep rumen liquor was 100 ml/kg DWM and then it was incubated for 0, 12, 24 hr . The second trial was to evaluate the apparent digestibility of hydrolyzed DWM for Nile Tilapia, apparent digestibility were determined using chromic oxide indicator added to both reference diet and test diets. The feed ingredients used in the trial were hydrolyzed DWM (HDWM) and unhydrolyzed DWM (DWM). Ten fish with an average weight of 18±0.36g were used in the trial and reared in the aquarium of size 30×40×50cm for 15 days; feces were collected from three replicates using a fecal collection column attached to the aquarium. Third trial was to evaluate the growth performance of Tilapia fed test diet with hydrolyzed Duckweed meal (HDWM). The experimental design was set according to completely randomized design with four treatments and three replicates of HDWM inclusion levels that is 0%, 15%, 30% and 45%. Nile tilapia fish with initial body weight of 18±0.36g was kept in 12 units aquarium size of 30×40×50cm at stocking density of 10fish/aquarium, the fish were fed two times a day at 08:00am and 16:00pm to apparent satiation for a period of 60 days. The results indicated that duckweed meal (DWM) hydrolyzed with 100 mL/kg and incubated for 24 hrs showed the lowest crude fiber contents of 13.68% compared to other treatments. Total digestibility of hydrolyzed duckweed (HDWM) meal was 87.3% compared with unhydrolyzed duckweed (DWM) which was 66.8%. Total final weight (TFW), survival rate (SR), specific growth rate (SGR), feed conversional rate (FCR) and protein retention (PR) shows growth performance at 15% inclusion. The results of this study showed that 100mL/kg sheep rumen liquor at incubation period of 24 hr can be suitable for hydrolysis of duckweed to reduce crude fiber also hydrolyzed duckweed can substitute soybean meal at an incubation rate of 15% in the diet of Nile tilapia and had the same growth and FCR with control diet
Keyword: Digestibility, Duckweed meal, Growth performance, Sheep rumen