2014 1st International Conference in Actuarial … Conference on Actuarial Science and Statistics (ICASS) 2014 2014 1st International Conference in Actuarial Science and Statistics

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


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


“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


“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


Day 2: Wednesday, 22nd

October

Time Event Venue

08.00 – 08.40

Keynote 3 : Prof. Dr. Bermawi P. Iskandar


“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


“The Comparison Study of Total Oil Palm Freshfruits Bunches

Estimation”

Chair: Dr. Adhitya Ronnie Effendie Room 2. Gompertz


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


“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)


Tuesday, 21st October 2014

Parallel Session I

Time Event

13.50 - 14.10 Parallel Session I.1





Tuesday, 21st October 2014

Parallel Session II

15.50 - 16.10 Parallel Session II.1





Wednesday, 22nd

October 2014

Parallel Session III

Time Event

13.15 – 13.35 Parallel Session III.1






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


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


15.10 - 15.30 [P-15] The Comparison Study among Several Data

Transformations in Autoregressive Modeling


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


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



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



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


16.30 - 16.50 [P-34] The goodness of Generalized STAR in spatial dependency

observations modeling


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



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


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


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


Chair : N. Fitriyati

15.50 - 16.10 [P-38] Analysis of Variance in Film Delivery

K. Ajeng Canyarasmi, 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

https://easychair.org/utils/wild.cgi?ws=4253426813047983786


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


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


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



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


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


Irma Nurrahmawati, Universitas Padjadjaran, Indonesia


Chair : Dony Permana

13.15 - 13.35

[P-20] Improving Service Contract Management with Availability

and Reduction Cost


Indonesia


Bermawi P. Iskandar, Institut Teknologi Bandung, Indonesia


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


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


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




Documents

2014 1st International Conference in Actuarial … Conference on Actuarial Science and Statistics (ICASS) 2014 2014 1st International Conference in Actuarial Science and Statistics