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: Morphofunction changes of gonadal and mandibular glands of the cave swiflets (Collocalia linchi) during nesting and reproductive period
Abstrak: The present study aimed to study the morphological and histochemical changes and possible correlation between the gonads and mandibular glands of the cave swiflets (Collocalia linchi) during reproductive and nesting period. A total of seventy two adult birds were used in this study. The birds, three males and three females, were collected each month during a period of one year. After being sacrificed, samples of gonads and mandibular salivary glands were taken out and processed routinely for light microscopy. The present result showed that the gonads were active during the period of February - June. In the testis, the size of the testicle were similar throughout the year, but the testis had different color according to month. The testis in June - January were black in color, and were white and black in February, March, May and were all white in April. The size and structure of the ovaries were also increase towards February - May. Therefore the period of February - June was regarded as reproductive period of the cave swiftlet. The size and structure of mandibular glands were also clearly increased and the glands were more active during the nesting and reproductive period. Histochemically, the bindings of some lectins in the gonad and mandibular glands were also increase in the number of reactive cells and in the intensities of the positive reactions during the nesting and reproductive period, suggested that certain carbohydrates were involved and may play important roles in the reproductive function of the cave swiftlet. The present result showed that there were clear signs on the functional and structural changes of the gonads and mandibular glands of the cave swiftlets during the active nesting and reproductive period, suggested a possible regulatory mechanism of the mandibular gland through gonadal hormones pathway.
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