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: 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: Hybrid solar cells of ZnO nanoparticles/chlorophyll was modified metal ions (Zn2+ and Cu2+ )
Abstrak: Zinc Oxide (ZnO) is a n-type semiconductor with a wide the energy band (Band Gap) is 3.37 eV at room temperature and 3.34 eV at low temperature with a large exiton binding energy is 60 meV. ZnO has been synthesized by hydrothermal method, resulting in a decrease in particle size over the duration of the hydrothermal changes. Crystallographic structure of ZnO were characterized using XRD, has shown the characteristic pattern of a hexagonal wurtzite structure, the crystallite size increases to changes in particle size. Changes in particle size has also led to a change in the absorption peak of ZnO as has been demonstrated posted under test using the optical properties of UV-Vis spectrophotometer. Changes of this uptake has also led to changes in the energy band gap, which increases its band gap energy of the particle size. In electronic applications, especially in solar cells. Chlorophyll is considered less effective, because of their very nature are easily degraded as a result of several reactions which are acid, lighting and temperature. The results of the stability test using a halogen lamp 34 W/m2 for 5 hours, that the substitution of chlorophyll with metal ions Zn2+ and Cu2+ has been shown to form more stable than natural chlorophyll. The characterization of the optical properties, the combination of ZnO / chlorophyll in the form of hybrid films has led to a shift in the absorption region of ZnO becomes more widely from the UV to Visible. ZnO/chlorophyll has absorption range of 350-515 nm, ZnO / Zn-feofitin 332-401 nm and 332-632 nm for Cu-feofitin. The combination of ZnO/chlorophyll and CuSCN as a solid electrolite in hybrid solar cell, a modified chlorophyll with metal ions Zn2+ and Cu2+ has been shown to form a more stable I-V curve. It is characterized by its fill factor value greater than natural chlorophyll. Nevertheless, solar cells with natural chlorophyll has been able to produce higher efficiency values of chlorophyll were substituted.
Keyword: Hydrothermal, ZnO/Chlorophyll modified, Hybrid Solar Cell