Judul: Penghitungan Kerugian Tak Terduga sebagai Risiko Kredit Portofolio Pinjaman
Abstrak: Produk kredit atau pinjaman dari lembaga keuangan tidak pernah terlepas dari risiko kredit. Umumnya cara mengukur risiko kredit pada portofolio pinjaman adalah dengan menghitung kerugian maksimum menggunakan Value at Risk (VaR). Namun, pengukuran ini bersifat tidak sederhana dan simulasinya memerlukan waktu yang sangat lama. Metode lain yang lebih sederhana adalah dengan membagi portofolio menjadi subportofolio-subportofolio pada tiap tingkatan kredit dan kemudian menghitung kerugian tak terduga dari masing- masing subportofolio. Kerugian tak terduga dari subportofolio heterogen dapat didekati dengan mengalikan rasio dari kerugian tak terduga subportofolio homogen dan simpangan baku subportofolio homogen dengan simpangan baku dari subportofolio heterogen. Contoh simulasi dilakukan untuk menunjukkan bahwa pendekatan ini efektif untuk dilakukan.
Keyword: Credit risk, Lending portfolio, Unexpected loss, Standard deviation, Kerangka manajemen risiko kredit, Teknik pengukuran resiko kredit

Judul: Sebaran Gabungan Binomial Negatif-Eksponensial
Abstrak: Total kerugian yang harus ditanggung oleh perusahaan asuransi pada periode waktu tertentu disebut risiko total. Penghitungan sebaran risiko total dapat dilakukan dengan sebaran gabungan (compound) dari sebaran banyaknya klaim (claim frequency) dan sebaran besarnya klaim (claim severity). Sebaran banyaknya klaim yang digunakan ialah sebaran binomial negatif dan sebaran binomial. Sebaran besarnya klaim yang digunakan ialah sebaran eksponensial. Penghitungan sebaran gabungan binomial negatif-eksponensial secara analitik menggunakan metode konvolusi melibatkan deret tak hingga yang sukar dihitung. Jika parameter skala dari sebaran binomial negatif adalah bilangan bulat positif, maka sebaran gabungan binomial negatif-eksponensial ekuivalen dengan sebaran gabungan binomial-eksponensial dengan parameter yang disesuaikan. Akibatnya, sebaran gabungan binomial negatif-eksponensial dapat dihitung melalui sebaran gabungan binomial-eksponensial yang hanya melibatkan deret berhingga yang mudah dihitung. Pada tugas akhir ini, diberikan contoh implementasi untuk data yang dibangkitkan melalui software Mathematica 11.3. Kemudian dihitung Value at Risk (VaR) dan Expected Shortfal (ES) menggunakan metode konvolusi dan metode Monte Carlo., The total loss that must be covered by the insurance company is called total risk. The total risk distribution can be calculated using compound distribution of the distribution of the number of claims (claim frequency) with the distribution of the amount of claims (claim severity). The distributions of the number of claims used are negative binomial distribution and binomial distribution. The distribution of the amount of claims used is exponential distribution. The analytical calculation of compound distribution of negative binomial-exponential using the convolution method is involving an infinite series that is difficult to calculate. If the scale parameter of the negative binomial distribution is a positive integer, then the compound distribution of negative binomial-exponential is shown to be equivalent to the compound distribution of binomial-exponential with adjusted parameters. As a result, the compound distribution of negative binomial-exponential can be calculated through the compound distribution of binomial-exponential in which involving only a finite series that is easy to calculate. In this final project, an implementation example for data generated through Mathematica 11.3 software is given. Then, Value at Risk (VaR) and Expected Shortfall (ES) are calculated using the convolution method and the Monte Carlo method.
Keyword: risiko total, sebaran binomial negatif-eksponensial, metode konvolusi, penghitungan tak hingga, sebaran binomial-eksponensial, penghitungan berhingga, total risk, negative binomial-exponential distribution, convolution method, infinite total risk, binomial-exponential distribution, finite total risk

Judul: Biology and ecology of the buffalo fly, haematobia exigua de meijere (diptera:muscidae)
Abstrak: The life history of the buffalo fly was observed at room temperature of 27°-29.5°C and at a relative humidity of 48-68 percent. The eggs hatched after 17-22 hours, with an average of 18 hours. First instar larvae measured 1.25 + 0.16 mm long and 0.27 + 0.037 mm wide. reach the second larval stage. It took 6-12 hours to the second instar larvae measured 2.676 +0.187 mm long and 0.353 +0.028 mm wide. The second instar took about 12-24 hours to reach the third larval stage. The third instar measured 6.833 + 0.189 mm long and 0.919 + 0.051 mm wide. It took about 2-3 days for the third instar to become pupae. Duration of the pupal stage was about 5-7 days before the adults emerged. Under laboratory condition, the buffalo fly completed its life cycle in 9.5 to 10.5 days, whereas under field condition it took 9-14 days with an average of 10.5 days. The growth ratio which was based on the measurements of the cephalo-pharyngeal skeleton of each instar was 1.797. The preoviposition period was 8-12 days and mating usually occurred on the 6th or 7th day. The longevity of the male was 29 days, whereas it was 32 days in the female. The range of egg production under laboratory condition was between 20-139 per female fly. The belly and hind legs of the carabao were the most preferred habitat either during cloudy and cool dry or shiny and warm day. When the weather was clear and the carabao was in the shade, the flies tended to be more distributed particularly on the shoulder, dewlap, back and horns. The carabaos had relatively fewer Musca sp. and Stomoxys calcitrans than cattle; never the less carabaos had a higher infestation of buffalo fly than cattle. Oviposition occured either during the day or night but the buffalo flies were more active during the night than in the day time. The effect of various lengths of exposure time of manure in relation to the oviposition was profound. observed, the maximum number of the buffalo flies was occurred when the dung was exposed for 30 minutes. With increasing time of exposure the number and variety of insects also increase. It was evident that Sepsidae and psychodidae were the most dominant insects emerging from the dung. The number of buffalo flies also increased with increasing
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