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 Ballroom 3 Nazri B. Engku Abu Bakar
10.00 – 10.40
10.45 – 11.15
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
Refreshment / Coffee break
Foyer Ballroom 3
Invited Speaker 1 : Prof. Madya Dr. Engku Muhammad
Nazri B. Engku Abu Bakar 11.20 – 11.50
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
11.50 – 13.10
Event
Venue
Invited Speaker 2 : Dr. Adi Pancoro Institut Teknologi Bandung, Indonesia “Genomic Data Mining: Application of Genomic Selection in Plant Breeding” Room 2. Chair: Dr. Nicolas Privault Gompertz The Restaurant Lunch / Prayer time (3nd floor) 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
13.15 – 13.45
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. BlackScholes
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. BlackScholes
International Conference on Actuarial Science and Statistics (ICASS) 2014
Day 2: Wednesday, 22nd October Time
08.00 – 08.40
Event
Keynote 3 : Prof. Dr. Bermawi P. Iskandar Institut Teknologi Bandung, Indonesia “Two Dimensional Warranty: Review and Future Research” Chair: Dr. S. S. Nishanta Perera
08.45 – 09.25
10.10 – 10.30
Ballroom 3
Keynote 4 : Prof. Soo Yong Kim KAIST, Korea “Analysis of Time Series Data: Biological and Economic Series” Chair: Dumaria R. Tampubolon, Ph.D
09.30 – 10.10
Venue
Ballroom 3
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
Refreshment / Coffee break
Foyer Ballroom 3
Invited Speaker 5 : Rianto A. Djojosugito, FSAI Society of Actuaries of Indonesia “Society of Actuaries of Indonesia - Current Condition and Challenges” 10.30 – 11.00
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
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” 11.05 – 11.35
Chair: Dr. Gunardi
Room 1. Gauss
Invited Speaker 8 : Prof. Dr. Sutawanir Darwis Institut Teknologi Bandung, Indonesia “Mortality Table Construction” Chair:Dr. Hennie Husniah
11.45 – 12.15
Room 2. Gompertz
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 The Restaurant (3rd floor) Room 1. Gauss Room 2. Gompertz Room 3. BlackScholes
12.15 – 13.15
Lunch / Prayer time
13.15 – 14.55
Parallel Session III (3 rooms x 5 talks)
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
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)
Ballroom 3
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] PostEmployment 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 NonHomogenous 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
