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: Pemurnian dan Karakterisasi Enzim Keratinase dari Bacillus sp. BE-1
Abstrak: The keratinase studied in this research is an extracellular protease produced by Bacillus sp. BE-1. Feather meal substrates were prepared from native chicken feather, treated by sodium hydroxide at temperature of 1000C for 15 minutes to render crude keratinase extract. The crude keratinase was then purified by 2 steps of coloumn chromatography which are Hydrophobic Interaction Chromatography (HIC) and Gel Filtration Chromatography (GFC). Butyl Sepharose (HIC) increased keratinase activity to 67-fold. Further purification using Sephacryl S200-HR (GFC) increased keratinase activity up to the range of 116-515 fold. The highest specific activity of the keratinase was 35,9 U/mg with feather meal as substrate. This keratinase can be completely inhibited by ethylene diamine tetra acetic acid (EDTA). Additon of Mn2+ increased this keratinase activity significantly (about 51-fold) while Mg2+ increased the activity slightly (about 3-fold). Zymogram analysis resulted in that the purified keratinase consisted of two proteases with molecular weight 82 kDa and >97 kDa.
Keyword: