View
236
Download
5
Category
Preview:
Citation preview
International Conference on Actuarial Science and Statistics (ICASS) 2014
2014 1st International Conference in Actuarial Science and Statistics
PROGRAM at GLANCE 21st – 23rd October 2014
Venue : Ballroom 3, 2nd Floor, Trans Luxury Hotel Bandung,
Indonesia
Day 1: Tuesday, 21st October
Time Event Venue
07.45 – 08.30 Registration Foyer Ballroom 3
08.30 – 09.00 Opening Ceremony Ballroom 3
09.00 – 09.15 Photos Session (all participants) Ballroom 3
09.15 – 09.55
Keynote 1 : Dr. Nicolas Privault,
Nanyang Technological University, Singapore
“Sensitivity analysis and density estimation for finite-time ruin
probabilities”
Chair: Prof. Madya Dr. Engku Muhammad
Nazri B. Engku Abu Bakar Ballroom 3
10.00 – 10.40
Keynote 2 : Dr. S. S. Nishantha Perera
University of Colombo, Sri Lanka
“Data Mining in (Bio) Statistics, Mathematical Finance and
Actuarial Science”
Chair:Dr. Udjianna S. Pasaribu Ballroom 3
10.45 – 11.15 Refreshment / Coffee break Foyer Ballroom 3
11.20 – 11.50
Invited Speaker 1 : Prof. Madya Dr. Engku Muhammad
Nazri B. Engku Abu Bakar
Universiti Utara Malaysia, Malaysia
“Tackling quantitative data and attributes in analytic
hierarchy process towards better decision making ”
Chair:Dr. Sapto W. Indratno Room 1. Gauss
International Conference on Actuarial Science and Statistics (ICASS) 2014
Time Event Venue
Invited Speaker 2 : Dr. Adi Pancoro
Institut Teknologi Bandung, Indonesia
“Genomic Data Mining: Application of Genomic Selection in
Plant Breeding”
Chair: Dr. Nicolas Privault Room 2.
Gompertz
11.50 – 13.10 Lunch / Prayer time The Restaurant
(3nd
floor)
13.15 – 13.45
Invited Speaker 3 : Dumaria R. Tampubolon, Ph.D
Institut Teknologi Bandung, Indonesia
“An Analysis on Earthquake Hazard Using a Probability
Model, Case Study: Megathrust Mid 2 Sumatera – Indonesia”
Chair: Dr. Sapto W. Indratno Room 1. Gauss
Invited Speaker 4 : Dr. Acep Purqon
Institut Teknologi Bandung, Indonesia
“The Existence of Group Correlation on Indonesia Stock
Market using Random Matrix Theory”
Chair:Dr. Novriana Sumarti Room 2. Gompertz
13.50 – 15.30 Parallel Session I (3 rooms x 5 talks)
Room 1. Gauss
Room 2. Gompertz
Room 3. Black-
Scholes
15.30 – 15.50 Refreshment / Coffee break / Prayer time Foyer Ballroom
15.50 – 17.30 Parallel Session II (3 rooms x 5 talks)
Room 1. Gauss
Room 2. Gompertz
Room 3. Black-
Scholes
International Conference on Actuarial Science and Statistics (ICASS) 2014
Day 2: Wednesday, 22nd
October
Time Event Venue
08.00 – 08.40
Keynote 3 : Prof. Dr. Bermawi P. Iskandar
Institut Teknologi Bandung, Indonesia
“Two Dimensional Warranty: Review and Future Research”
Chair: Dr. S. S. Nishanta Perera Ballroom 3
08.45 – 09.25
Keynote 4 : Prof. Soo Yong Kim
KAIST, Korea
“Analysis of Time Series Data: Biological and Economic
Series”
Chair: Dumaria R. Tampubolon, Ph.D Ballroom 3
09.30 – 10.10
Keynote 5 : Prof. Dr. Maman A. Djauhari
Universiti Putra Malaysia, Malaysia
“Dynamics of Correlation Structure in Stock Market:
Detecting the shift in power-law of degree distribution”
Chair: Dr. Sapto W. Indratno Ballroom 3
10.10 – 10.30 Refreshment / Coffee break Foyer Ballroom 3
10.30 – 11.00
Invited Speaker 5 : Rianto A. Djojosugito, FSAI
Society of Actuaries of Indonesia
“Society of Actuaries of Indonesia - Current Condition and
Challenges”
Chair: Dumaria R. Tampubolon, Ph.D Room 1. Gauss
Invited Speaker 6 : Dr. Udjianna S. Pasaribu
Institut Teknologi Bandung, Indonesia
“The Comparison Study of Total Oil Palm Freshfruits Bunches
Estimation”
Chair: Dr. Adhitya Ronnie Effendie Room 2. Gompertz
International Conference on Actuarial Science and Statistics (ICASS) 2014
Time Event Venue
11.05 – 11.35
Invited Speaker 7 : Ir. Sumarjono, M.Sc
Otoritas Jasa Keuangan, Indonesia
“Role of the Actuary related to the Indonesia Financial Services
Authority (IFSA)'s Supervision”
Chair: Dr. Gunardi Room 1. Gauss
Invited Speaker 8 : Prof. Dr. Sutawanir Darwis
Institut Teknologi Bandung, Indonesia
“Mortality Table Construction”
Chair:Dr. Hennie Husniah Room 2. Gompertz
11.45 – 12.15
Invited Speaker 9 : Dr. Said Mirza Pahlevi
BPS-Statistics Indonesia
“Big Data in National Statistical Offices: Research and
Exploration”
Chair:Dr. Udjianna S. Pasaribu Ballroom 3
12.15 – 13.15 Lunch / Prayer time The Restaurant
(3rd
floor)
13.15 – 14.55 Parallel Session III (3 rooms x 5 talks)
Room 1. Gauss
Room 2. Gompertz
Room 3. Black-
Scholes
15.05 – 15.25 Refreshment / Coffee break / Prayer time
15.30 – 17.30
Meeting among lecturers, researchers
and practitioners in actuarial subjects
Chair: Dr. Sapto W. Indratno
Ballroom 3
17.30 – 18.15 Prayer time
18.15 – 19.30 Cultural Night & Closing Ballroom 3
19.30 – 21.00 Conference Dinner The Restaurant
(3rd
floor)
Day 3: Thursday, 23rd
October 08.00 – 13.00 Excursion & Social program & Lunch (optional)
International Conference on Actuarial Science and Statistics (ICASS) 2014
Tuesday, 21st October 2014
Parallel Session I
Time Event
13.50 - 14.10 Parallel Session I.1
14.10 - 14.30 Parallel Session I.2
14.30 - 14.50 Parallel Session I.3
14.50 - 15.10 Parallel Session I.4
15.10 - 15.30 Parallel Session I.5
Tuesday, 21st October 2014
Parallel Session II
15.50 - 16.10 Parallel Session II.1
16.10 - 16.30 Parallel Session II.2
16.30 - 16.50 Parallel Session II.3
16.50 - 17.10 Parallel Session II.4
17.10 - 17.13 Parallel Session II.5
Wednesday, 22nd
October 2014
Parallel Session III
Time Event
13.15 – 13.35 Parallel Session III.1
13.35 – 13.55 Parallel Session III.2
13.55 – 14.15 Parallel Session III.3
14.15 – 14.35 Parallel Session III.4
14.35 – 14.55 Parallel Session III.5
International Conference on Actuarial Science and Statistics (ICASS) 2014
Parallel Session
Contributed Talks
Venue : Room 1. Gauss,
Room 2. Gompertz,
Room 3. Black-Scholes
Parallel Session I : 13.50 - 15.30
Room 1. Gauss
Chair : Susi Setiyowati
13.50 - 14.10 [P-31] Non-Stationary Time Series Modeling on Caterpillars Pest
of Oil Palm for Early Warning System
Susi Setiyowati, Institut Teknologi Bandung, Indonesia
Rida Ferdiansyah Nugraha, Institut Teknologi Bandung, Indonesia
Utriweni Mukhaiyar, Institut Teknologi Bandung, Indonesia
14.10 - 14.30 [P-28] The Generalized STAR(1,1) Modeling with Time Correlated
Errors to Red-chili Weekly Prices of Some Traditional Markets in
Bandung, West Java
Nisa Fadlilah, Institut Teknologi Bandung, Indonesia
Utriweni Mukhaiyar, Institut Teknologi Bandung, Indonesia
Fauzia Fahmi, Institut Teknologi Bandung, Indonesia
14.30 - 14.50 [P-22] Simulation of Angle on Geometry Anisotropy
Semivariogram Modeling in the Case of Oil in Jatibarang
Reservoir
Kurnia Novita Sari, Institut Teknologi Bandung, Indonesia
Oki Neswan, Institut Teknologi Bandung, Indonesia
Udjianna Pasaribu, Institut Teknologi Bandung, Indonesia
14.50 - 15.10 [P-17] Diagnostics Model for Estimating Mean Sea Level Change
using Hybrid Model of Exponential Smoothing and Neural
Network
Dadan Kusnandar, Tanjungpura University, Indonesia
Muhlasah Novitasari Mara, Tanjungpura University, Indonesia
Naomi Debataraja, Tanjungpura University, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
15.10 - 15.30 [P-15] The Comparison Study among Several Data
Transformations in Autoregressive Modeling
Susi Setiyowati, Institut Teknologi Bandung, Indonesia
Ramdhani Tri Waluyo, Institut Teknologi Bandung, Indonesia
Room 2. Gompertz
Chair : Irlandia Ginanjar
13.50 - 14.10 [P-40] Maintenance Service Contract Model for Heavy Equipment
in Mining Industry Using Principal Agent Theory
Eka K.A. Pakpahan, Harapan Bangsa Institute of Technology,
Indonesia
Bermawi P. Iskandar, Institut Teknologi Bandung, Indonesia
14.10 - 14.30 [P-33] Estimation of Customer Lifetime Value on the Health
Insurance with Assumption Uniform Distribution of Interest Rates
Adilan Widyawan M, Institut Teknologi Bandung, Indonesia
Udjianna Pasaribu, Institut Teknologi Bandung, Indonesia
Henintyas M, Manulife Indonesia
14.30 - 14.50 [P-07] Estimation of Outstanding Claims Liability using a Chain
Ladder Method: A Study of Safety Loadings of Paid Claims Data
Hermawan Budyanto
Dumaria Tampubolon, Institut Teknologi Bandung, Indonesia
14.50 - 15.10 [P-16] Exploring Operational Risk: Statistical Properties and Risk
Measure
Sukono Sukono, Institut Teknologi Bandung, Indonesia
Khreshna Syuhada, Institut Teknologi Bandung, Indonesia
15.10 - 15.30 [P-04] Identify the ability to purchase a home in the five major
cities of Java for the Indonesian middle class using simplification
of classical correspondence analysis
Irlandia Ginanjar, Padjadjaran University, Indonesia
Sapto W. Indratno, Institut Teknologi Bandung, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
Room 3. Black-Scholes
Chair : Ayu Shabrina
13.50 - 14.10 [P-37] An Improved Mathematical Model of Profit-Loss Sharing
Scheme of Investment on Small Enterprises
N. Sumarti, Institut Teknologi Bandung, Indonesia
Fitriani, Institut Teknologi Bandung, Indonesia
S.W. Indratno, Institut Teknologi Bandung, Indonesia
14.10 - 14.30 [P-08] Modeling of Rice Production Using System Dynamics
Approach
Bobby Kurniawan, University of Sultan Ageng Tirtayasa, Banten,
Indonesia
Kulsum, University of Sultan Ageng Tirtayasa, Banten, Indonesia
Lely Herlina, University of Sultan Ageng Tirtayasa, Banten,
Indonesia
Hennie Husniah, University of Langlangbuana, Bandung,
Indonesia
Asep K. Supriatna, University of Padjadjaran, Bandung, Indonesia
14.30 - 14.50 [P-10] Smile Curve Comparation between Options Pricing Model
Black-Scholes, Hull-white and Heston
Selna Kholida, University of Indonesia, Indonesia
Nabil Badjri, University of Indonesia, Indonesia
Alamsyah Koto Hanza, University of Indonesia, Indonesia
14.50 - 15.10 [P-09] Predicting Extreme Return of Stock Index Prices with
Conditional Probability
Ayu Shabrina, Institut Teknologi Bandung, Indonesia
Sapto Wahyu Indratno, Institut Teknologi Bandung, Indonesia
15.10 - 15.30 [P-12] Bivariate Control Chart with Copula
Tika Lestari, Institut Teknologi Bandung, Indonesia
Khreshna Syuhada, Institut Teknologi Bandung, Indonesia
Utriweni Mukhaiyar, Institut Teknologi Bandung, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
Parallel Session II : 15.50 - 17.30
Room 1. Gauss
Chair : Henry Junus Wattimanela
15.50 - 16.10 [P-39] Distribution Of Genome Shared Identical By Descent For A
Pair Of Full Sibs By Means Of A Continuous Time Markov Chain
Hongki Julie, Institut Teknologi Bandung, Indonesia
Udjianna S. Pasaribu, Institut Teknologi Bandung, Indonesia
16.10 - 16.30 [P-36] Markov Chain for Estimating Human Mitochondrial DNA
Mutation Pattern
Sandy Vantika, Institut Teknologi Bandung, Indonesia
Udjianna S. Pasaribu, Institut Teknologi Bandung, Indonesia
16.30 - 16.50 [P-34] The goodness of Generalized STAR in spatial dependency
observations modeling
Utriweni Mukhaiyar, Institut Teknologi Bandung, Indonesia
16.50 - 17.10 [P-11] Preliminary Analysis on Dengue Disease Mapping in
Bandung, Indonesia, based on Standardized Morbidity Ratio
Farah Kristiani, Parahyangan Catholic University, Indonesia
Nor Azah Samat, Sultan Idris Education University, Malaysia
Sazelli Bin Ab Ghani, Sultan Idris Education University, Malaysia
17.10 - 17.30 [P-24] Analyzing the Dependence of Clustered Earthquakes in
Molluca Zone Based on the Magnitude and the Depths
Henry Junus Wattimanela, Universitas Pattimura, Indonesia
Udjianna Pasaribu, Institut Teknologi Bandung, Indonesia
Sapto Wahyu Indratno, Institut Teknologi Bandung, Indonesia
Room 2. Gompertz
Chair : Vera Maya Santi
15.50 - 16.10 [P-23] Inverse Problem for Markov Chain Model (MCM) of
Customer Lifetime Value (CLV) Using Flower Pollination
Algorithm
Fathimah Al-Ma’shumah, Institut Teknologi Bandung, Indonesia
Dony Permana, Institut Teknologi Bandung, Indonesia
Kuntjoro Adji Sidarto, Institut Teknologi Bandung, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
16.10 - 16.30 [P-18] Hybrid Correspondence Analysis and Correlation to
Analyze the Market Position from Data with Two Qualitative and
p-2 Quantitative Variables
Irlandia Ginanjar, Universitas Padjadjaran, Indonesia
16.30 - 16.50 [P-06] Copula for Two-Dimensional Failure Modeling on Product
Warranty with Replacement Strategy
Leopoldus Ricky Sasongko, Satya Wacana Christian University,
Indonesia
Sapto Wahyu Indratno, Institut Teknologi Bandung, Indonesia
16.50 - 17.10 [P-01] Designing algorithms and bootstrap programs in R
Vera Maya Santi, Universitas Negeri Jakarta, Indonesia
17.10 - 17.30 [P-45] The quality control of oil palm production using univariate
and multivariate control chart
Santa Yunita Gultom, Institut Teknologi Bandung, Indonesia
Larisha Syofyan, Institut Teknologi Bandung, Indonesia
Room 3. Black-Scholes
Chair : N. Fitriyati
15.50 - 16.10 [P-38] Analysis of Variance in Film Delivery
K. Ajeng Canyarasmi, Institut Teknologi Bandung, Indonesia
Udjianna S. Pasaribu, Institut Teknologi Bandung, Indonesia
16.10 - 16.30 [P-35] Dependence of Three Variables on the Social Vulnerability
from Data of 497 Districts in Indonesia
Muhammad Fadli Faiz, Institut Teknologi Bandung, Indonesia
Nur Faizatus Sa'Idah, Institut Teknologi Bandung, Indonesia
16.30 - 16.50 [P-27] Statistics Analysis of Distribution of Bradysia ocellaris
insect on Oyster Mushroom Cultivication
Kurnia Novitasari, Institut Teknologi Bandung, Indonesia
Ririn Amelia, Institut Teknologi Bandung, Indonesia
16.50 - 17.10 [P-13] Opinion Mining Feature-Level Using Naive Bayes and
Feature Extraction Based on Dependencies Analysis
Regi Sanda, Telkom University, Indonesia
Abdurahman Baizal, Telkom University, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
Fhira Nhita, Telkom University, Indonesia
17.10 - 17.30 [P-44] Development of ensemble kalman filter (EnKF) For some
reserve oir diffusivity models
N. Fitriyati, UIN Syarif Hidayatullah Jakarta, Indonesia
S. Darwis, Institut Teknologi Bandung, Indonesia
A.Y. Gunawan, Institut Teknologi Bandung, Indonesia
A.K. Permadi, Institut Teknologi Bandung, Indonesia
Parallel Session III : 13.15 - 14.55
Room 1. Gauss
Chair : Asti Meiza
13.15 - 13.35 [P-41] Parameter estimation of swallowtail catastrophe model with
polynomial regression
Asti Meiza, UIN Sunan Gunung Djati Bandung, Indonesia
Sutawanir Darwis, Institut Teknologi Bandung, Indonesia
Agus Yodi Gunawan, Institut Teknologi Bandung, Indonesia
Efi Fitriana, UIN Sunan Gunung Djati Bandung, Indonesia
13.35 - 13.55 [P-05] Copula Model for Computing the Expectation of Total
Benefit of a Life Insurance Contract
Yuli Sri Afrianti, Institut Teknologi Bandung, Indonesia
Sapto W. Indratno, Institut Teknologi Bandung, Indonesia
13.55 - 14.15 [P-02] Adoption of Multivariate Copula in Prognostication of
Economic Growth by Means of Interest Rate
Dewi Tanasia Saputra, Pelita Harapan University, Indonesia
Sapto Wahyu Indratno, Institut Teknologi Bandung, Indonesia
14.15 - 14.35 [P-32] Determination of the Control Chart Limits Multivariate
Dispersion VV with the Boostraps Method
Suwanda Idris, Universitas Islam Bandung, Indonesia
M. Ilham Salam, Universitas Islam Bandung, Indonesia
14.35 - 14.55 [P-29] Minimum Vector Variance for Robust Classification of
Remote Sensing Data
Dyah Erni Herwindiati, Tarumanagara University, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
Room 2. Gompertz
Chair : Achmad Zanbar Soleh
13.15 - 13.35 [P-19] - Post-
Employment Benefit using Market-Consistent Approach
Adhitya Ronnie Effendie, Universitas Gadjah Mada, Indonesia
13.35 - 13.55 [P-14] Prediction of Palm Oil Production Using The Weighted
Average of Fuzzy Concept
Rida Ferdiansyah Nugraha, Institut Teknologi Bandung,
Indonesia
Susi Setiyowati, Institut Teknologi Bandung, Indonesia
Utriweni Mukhaiyar, Institut Teknologi Bandung, Indonesia
Aprilia Yuliawati, PT. Astra Agro Lestari, Tbk., Indonesia
13.55 - 14.15 [P-25] An Empirical Buhlmann and Bayes Approach with Non-
Homogenous Poisson Process
Lienda Noviyanti, Universitas Padjadjaran, Indonesia
14.15 - 14.35 [P-26] Estimate Capital for Operational Risk Using Peak Over
Threshold Method
Azizah Anugrahwati Saputri, University of Padjadjaran,
Indonesia
Lienda Noviyanti, Universitas Padjadjaran, Indonesia
Achmad Zanbar Soleh, Universitas Padjadjaran, Indonesia
14.35 - 14.55 [P-42] Retention for Stoploss Reinsurance to Minimize VaR in
Compound Poisson-Lognormal Distribution
Achmad Zanbar Soleh, Universitas Padjadjaran, Indonesia
Lienda Noviyanti, Universitas Padjadjaran, Indonesia
Irma Nurrahmawati, Universitas Padjadjaran, Indonesia
Room 3. Black-Scholes
Chair : Dony Permana
13.15 - 13.35
[P-20] Improving Service Contract Management with Availability
and Reduction Cost
Hennie Husniah, University of Langlangbuana, Bandung,
Indonesia
Udjianna S. Pasaribu, Institut Teknologi Bandung, Indonesia
Bermawi P. Iskandar, Institut Teknologi Bandung, Indonesia
International Conference on Actuarial Science and Statistics (ICASS) 2014
13.35 - 13.55 [P-43] Valuation of Catastrophic Earthquake Bonds with
Generalized Extreme Value Distribution and Cox-Ingersoll-Ross
(CIR) Interest Rate Model
Gunardi, Universitas Gadjah Mada, Indonesia
Ezra Putranda Setiawan, Universitas Gadjah Mada, Indonesia
13.55 - 14.15 Parameter estimation in harvested population models
[P-21] Asep Supriatna, University of Padjadjaran, Bandung,
Indonesia
Hennie Husniah, University of Langlangbuana, Bandung,
Indonesia
14.15 - 14.35 [P-30] Dinamic Interest Rate in determination Customer Lifetime
Value Model using Markov Chain
Dony Permana, Padang State University
Udjianna S Pasaribu, Institut Teknologi Bandung, Indonesia
Sapto Wahyu Indratno, Institut Teknologi Bandung, Indonesia
Suprayogi, Institut Teknologi Bandung, Indonesia
14.35 - 14.55 [P-03] Prognostic and Survival Analysis of Presbyopia: The
Healthy Twin Study
Lira Adiyani, Seoul National University, South Korea
Sung Joohon, Seoul National University, South Korea
Recommended