International Journal of Quantitative Research and Modeling最新文献_第2页

Comparison of the Zillmer Method with the Adjusted Ohio Method in Calculation of Premium Reserve Value in Dwi-Purpose Life Insurance 在计算 Dwi-Purpose 人寿保险的保费储备价值时，比较齐尔默法和调整后的俄亥俄法

International Journal of Quantitative Research and Modeling Pub Date : 2024-04-23 DOI: 10.46336/ijqrm.v5i1.592

Aldino Reisnanda, B. Subartini, Riaman Riaman

{"title":"Comparison of the Zillmer Method with the Adjusted Ohio Method in Calculation of Premium Reserve Value in Dwi-Purpose Life Insurance","authors":"Aldino Reisnanda, B. Subartini, Riaman Riaman","doi":"10.46336/ijqrm.v5i1.592","DOIUrl":"https://doi.org/10.46336/ijqrm.v5i1.592","url":null,"abstract":"Life insurance is one of protections in society by providing economic protection for insurance users who experience an adverse event. The insured who is an insurance user has an obligation to pay the premium at the time that is determined by the insurance company and the policyholder. Insurance companies need funds to fulfill claims from policyholders, so premiums that have been paid are stored in the form of premium reserves. Premium reserves need to be managed by the company properly so that the company does not experience losses. The purpose of this research is to provide information to determine the appropriate value of premium reserves in dual-life insurance. In this study, the calculation of premium reserves is done using the Zillmer Method and the adjusted Ohio Method, with the Prospective Method as the basis for the calculation. Based on the research results of premium reserve calculations in this study, both the Zillmer method and the Ohio method show premium reserve values that are directly proportional to the policyholder’s age. The premium reserve calculations also indicate that the Zillmer method and the Ohio method yield the same results when the insurance coverage period ends. However, there is a significant difference in the premium reserve calculations at the beginning of the insurance coverage period.","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":"34 11","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140670953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

The Comparison of Investment Portfolio Optimization Result of Mean-Variance Model Using Lagrange Multiplier and Genetic Algorithm 用拉格朗日乘法器和遗传算法比较均值-方差模型的投资组合优化结果

International Journal of Quantitative Research and Modeling Pub Date : 2024-04-23 DOI: 10.46336/ijqrm.v5i1.611

Raynita Syahla, Dwi Susanti, H. Napitupulu

{"title":"The Comparison of Investment Portfolio Optimization Result of Mean-Variance Model Using Lagrange Multiplier and Genetic Algorithm","authors":"Raynita Syahla, Dwi Susanti, H. Napitupulu","doi":"10.46336/ijqrm.v5i1.611","DOIUrl":"https://doi.org/10.46336/ijqrm.v5i1.611","url":null,"abstract":"Investment portfolio optimization is carried out to find the optimal combination of each stock with the aim of maximizing returns while minimizing risk by diversification. However, the problem is how much proportion of funds should be invested in order to obtain the minimum risk. One approach that has proven effective in building an optimal investment portfolio is the Mean-Variance model. The purpose of this study is to compare the results of the Mean-Variance model investment portfolio optimization using Lagrange Multiplier method and Genetic Algorithm. The data used are stocks that are members of the LQ45 index for the period February 2020-July 2021. Based on the research results, there are five stocks that form the optimal portfolio, namely ADRO, AKRA, BBCA, CPIN, and EXCL stocks. The optimal portfolio generated by the Lagrange Multiplier method has a risk of 0.000606 and a return of 0.000726. Meanwhile, using the Genetic Algorithm resulted in a risk of 0.000455 and a return of 0.000471. Thus, the Genetic Algorithm method is more suitable for investors who prioritize lower risk. Meanwhile, the Lagrange Multiplier method produces a relatively higher risk, making it less suitable for investors who expect a small risk. ","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":"15 6","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140671304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Risk Measurement of Investment Portfolio Using Var and Cvar from The Top 10 Traded Stocks on the IDX 利用 IDX 十大交易股票的 Var 和 Cvar 测量投资组合的风险

International Journal of Quantitative Research and Modeling Pub Date : 2024-04-23 DOI: 10.46336/ijqrm.v5i1.600

N. Suhaimi, Volodymyr Rusyn

{"title":"Risk Measurement of Investment Portfolio Using Var and Cvar from The Top 10 Traded Stocks on the IDX","authors":"N. Suhaimi, Volodymyr Rusyn","doi":"10.46336/ijqrm.v5i1.600","DOIUrl":"https://doi.org/10.46336/ijqrm.v5i1.600","url":null,"abstract":"Portfolio investment reflects a commitment to the allocation of funds or resources which is considered a strategic step in managing assets to achieve future profits. This research begins with a careful analysis of a portfolio consisting of the ten best stocks on the Indonesia Stock Exchange (IDX). Through in-depth processing and analysis of stock data, the dynamics of performance, risk and volatility involved in each investment commitment are revealed. The Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methods at the 90%, 95%, and 99% confidence levels take centre stage, highlighting the potential for increased losses as confidence levels increase. In-depth analysis illustrates that CVaR, considering the extreme risks in the distribution, provides a more holistic picture than VaR. With a VaR (99%) value of IDR 84,973,959,424 and CVaR (99%) of IDR 471,795,822,064, this research provides a concrete picture of potential risks at the highest level of confidence. These results confirm that CVaR has a crucial role in identifying and measuring the potential for more significant losses, especially in the face of unexpected market uncertainty. As a guide for investment decision makers, this research forms an important basis for carefully considering the level of risk and potential return at various levels of confidence. This allows the development of smarter and more informed investment strategies.","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":"63 24","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140666933","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Application of Mathematical Model in Bioeconomic Analysis of Skipjack Fish in Pelabuhanratu, Sukabumi Regency, Jawa Barat 数学模型在巴拉州苏卡布米县佩拉布汉拉图鲣鱼生物经济分析中的应用

International Journal of Quantitative Research and Modeling Pub Date : 2024-04-23 DOI: 10.46336/ijqrm.v5i1.598

Fathimah Syifa Nurkasyifah, A. Supriatna, H. Napitupulu

{"title":"Application of Mathematical Model in Bioeconomic Analysis of Skipjack Fish in Pelabuhanratu, Sukabumi Regency, Jawa Barat","authors":"Fathimah Syifa Nurkasyifah, A. Supriatna, H. Napitupulu","doi":"10.46336/ijqrm.v5i1.598","DOIUrl":"https://doi.org/10.46336/ijqrm.v5i1.598","url":null,"abstract":"Presently, sustainability has emerged as a crucial and compelling concern across diverse sectors, evolving into a long-term agenda championed by the United Nations through the implementation of the Sustainable Development Goals (SDGs). Within the SDGs, particularly under point 14 addressing life below water, emphasis is placed on ensuring sustainability in aquatic ecosystems, encompassing the fisheries sector. The concept of Maximum Sustainable Yield (MSY) holds significance in the bioeconomic analysis of fisheries, influencing decision-making processes aimed at preserving sustainability. Regrettably, several studies have identified inaccuracies in the determination of MSY, leading to instances of overfishing in various regions. Conversely, it is imperative to give due attention to Maximum Economic Yield (MEY) to ensure that economic considerations remain integral to decision-making processes. Consequently, a more comprehensive and detailed bioeconomic analysis, incorporating mathematical models, becomes essential. Among these models, the logistic growth rate model and the Gompertz growth rate model stand out as significant contributors. ","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":"136 7","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140668479","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Implementation of the First In First Out (FIFO) Algorithm in the Sandal and Shoe Product Inventory (Stock) Application 在凉鞋和皮鞋产品库存（存货）应用中实施先进先出（FIFO）算法

International Journal of Quantitative Research and Modeling Pub Date : 2024-04-23 DOI: 10.46336/ijqrm.v5i1.552

H. Sadiah, Delta Hadi Purnama, Muhamad Saad Nurul Ishlah

引用次数: 0

A Study on the Efficacy of Different Botanicals Against Potato Tuber Moth (Phthorimaea Operculella) in Stored Potatoes 不同植物药对贮藏马铃薯中马铃薯块茎蛾（Phthorimaea Operculella）的药效研究

International Journal of Quantitative Research and Modeling Pub Date : 2023-12-29 DOI: 10.46336/ijqrm.v4i4.531

Bibek Lamsal, Saraddha Khasu Magar, K. Bhusal, Srijana Bharati

{"title":"A Study on the Efficacy of Different Botanicals Against Potato Tuber Moth (Phthorimaea Operculella) in Stored Potatoes","authors":"Bibek Lamsal, Saraddha Khasu Magar, K. Bhusal, Srijana Bharati","doi":"10.46336/ijqrm.v4i4.531","DOIUrl":"https://doi.org/10.46336/ijqrm.v4i4.531","url":null,"abstract":"The Potato Tuber Moth (Phthorimaea operculella) is a destructive pest that poses a significant threat to stored potato crops, leading to substantial economic losses worldwide. The use of chemical insecticides to control this pest has drawbacks such as environmental pollution and potential harm to human health. As a result, it is critical to investigate alternate control strategies, such as botanical extracts. This study aimed to evaluate the efficacy of different botanicals, Azadirachta indica (Neem), Acorus calamus (sweet flag), Sapindus mukorossi (Soapnut) and their combination against the Potato Tuber Moth in stored potatoes. The research followed a randomized sampling technique, with seven treatments {T1: sweet flag (100%), T2: Neem (100%), T3: neem (50%)+ soapnut(50%), T4: soapnut powder (100%), T5: sweet flag (50%)+ Neem (50%), T6: sweet flag (50%)+ soapnut(50%), T7: control }. The treatments were applied to potatoes and data were observed, recorded, and tabulated. Our results showed that there was not a huge difference in the final result of mortality in all the treatments, all showing similar results. But when observed by counting the time factor, Acorus calamus outsmarted other bio-pesticides by killing 100% of insects in much less time. Further, all the treatments significantly affect the weight loss of potato tuber. Potato tuber treated with T1 showed the least weight loss of 1.88% of total weight followed by T6 and T4 with 2.56% and 2.58% of weight loss respectively. There was also some weight loss in the untreated potatoes due to evaporation and other physical factors. To sum up the overall result of our study, the experiment concluded that Acorus calamus (T1) had given the best result and thus it stood to be the best bio-pesticide among all.","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":" 41","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139143425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

BPJS Health Service Quality Audit Using Cobit 5.0 on Domain Deliver, Service and Support at Ciluluk Health Center BPJS 利用 Cobit 5.0 对西卢鲁克医疗中心的领域交付、服务和支持进行医疗服务质量审计

International Journal of Quantitative Research and Modeling Pub Date : 2023-12-29 DOI: 10.46336/ijqrm.v4i4.541

Encep Supriatna, Sonya Fitriani, Bimbim Yosef Suhendar

{"title":"BPJS Health Service Quality Audit Using Cobit 5.0 on Domain Deliver, Service and Support at Ciluluk Health Center","authors":"Encep Supriatna, Sonya Fitriani, Bimbim Yosef Suhendar","doi":"10.46336/ijqrm.v4i4.541","DOIUrl":"https://doi.org/10.46336/ijqrm.v4i4.541","url":null,"abstract":"Ciluluk Community Health Center is a community health service center in Cikancung District, Bandung Regency. In its operations, it cooperates with the Social Security Administration Agency (BPJS). In 2021 there was a decrease in the number of BPJS participants by 14.2% which had an impact on the capitation of the Ciluluk Health Center which had decreased by 9.73%. This research was conducted to audit the quality of BPJS Health services at the Ciluluk Public Health Center, Cikancung District, Bandung Regency using the COBIT 5.0 domain Deliver, Service and support method. Work Operational Process is at level 1 with a value of 87%, Action Service Process, is at level 2 with a value of 90%, Problem Handling Process, is at level 5 with a value of 100%, Process of Providing Directions, is at level 5, with a value of 99 %, Information System Service Process, is at level 3, with a value of 79.33%, Controlling Process, is at level 3 with a value of 96.25%. Thus COBIT 5.0 domain Deliver, Service and support can help evaluate the quality of service at the Ciluluk Health Center. acronyms.","PeriodicalId":14309,"journal":{"name":"International Journal of Quantitative Research and Modeling","volume":"30 50","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139147570","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Dynamic Relationship Among Crude Oil Price, Stock Price, and Exchange Rates In Indonesia 印度尼西亚原油价格、股票价格和汇率之间的动态关系

International Journal of Quantitative Research and Modeling Pub Date : 2023-12-29 DOI: 10.46336/ijqrm.v4i4.376

Alfikranta Atanta, S. Syahnur, T. Dawood

引用次数: 0

Determination of Insurance Premiums to Mitigate the Risk of Company Losses Due to Supplier Failure Using Black-Scholes-Merton Model 利用布莱克-斯科尔斯-默顿模型确定保险费，以降低因供应商失败而造成公司损失的风险

International Journal of Quantitative Research and Modeling Pub Date : 2023-12-29 DOI: 10.46336/ijqrm.v4i4.447

Jessica Novia Sitepu, B. Subartini, Sukono Sukono

引用次数: 0

The Influence of Information Technology Based Audit Procedures and Audit Experience on Audit Quality 基于信息技术的审计程序和审计经验对审计质量的影响

International Journal of Quantitative Research and Modeling Pub Date : 2023-12-29 DOI: 10.46336/ijqrm.v4i4.546

Neni Maryani, Rendi Kusuma Natita, Ali Rahman Reza Zaputra

引用次数: 0