Pembentukan Tabel Mortalitas

(Pendahuluan & Model Survival)

Drs. Danardono, MPH, Ph.D

Pembentukan Tabel Mortalitas
Silabus:
Data survival, Model Survival, Tabel Mortalitas, Estimasi untuk data
survival lengkap, Estimasi untuk data survival tidak lengkap, Model
data survival parametrik, Model data survival non (semi-parametrik),
Pembentukan Tabel Mortalita. Topik Lanjut
Referensi:
1. Danardono (2013), Pembentukan Tabel Mortalita, Diktat Kuliah,
Program Studi S2 Matematika, FMIPA UGM
2. London, D. (1997), Survival Models and Their Estimation (third
edition), Actex Publication.
3. Klugman, S.A., Panjer, H.H., dan Wilmot, G.E. (2004), Loss Models:
from Data to Decisions (second edition), Ch. 1 (section 1.1), Ch 9-
11, Ch 12 (kecuali 12.5.4, 12.5.5, 12.5.6), Ch. 13
Ujian PAI (Associate Exams)
Ujian PAI (Associate Exams)
Penyetaraan PAI- UGM
 Prinsip Aktuaria
P. 571 Principle 3.1:
“Actuarial risks can be stochastically modeled
based on assumptions regarding the
probabilities that will apply to the actuarial
risk variables in the future, including
assumptions regarding the future of
environment”
Siklus Model dan Inferensi
Modeling Process

(Klugman, Panjer, Willmot; 2004)

 Risiko Aktuaria (Actuarial Risks)
• Occurrence
– the chances of a claim event
• Timing
– the time at which the event occurs
• Severity
– The cost of settling the claim
 Contoh Tabel
• Tabel Mortalitas Indonesia (1993, 1999, 2011)
• Tabel Mortalitas TASPEN 2012
• Kumpulan Tabel Mortalitas dalam software
Table Manager (Blufftop Software
Development)
• Tabel (spesifik) di masing-masing
perusahaan/institusi