PERAMALAN TINGKAT MORTALITAS, KEMATIAN DAN HIDUP DENGAN MENGGUNAKAN MODEL LEE-CARTER DAN GARCH

Authors

  • Irfani Azis Universitas Pamulang
  • Nina Valentika Universitas Pamulang
  • Nunung Kusdaniyama Universitas Pamulang
  • Dewi Purnama Sari Universitas Pamulang

DOI:

https://doi.org/10.32493/sm.v3i2.9722

Keywords:

Model Lee-Carter, GARCH, Mortalitas

Abstract

Penelitian Aji et.al (2019) meramalkan menggunakan linear regresi, sedangkan dalam penelitian ini, penduga parameter menggunakan penelitian Aji et.al (2019) tetapi peramalan tingkat mortalitas, kematian dan hidup yang digunakan adalah GARCH(1,1). Nilai dugaan  dengan menggunakan GARCH(1,1) untuk periode 2015-2020 adalah sebesar -16,57575290, periode 2020-2025 adalah sebesar -19,19948176, periode 2025-2030 adalah sebesar -21,91136540, periode 2030-2035 adalah sebesar -24,71140382, periode 2035-2040 adalah sebesar -27,59959701, dan periode 2040-2045 adalah sebesar -30,57594498.

Author Biography

Irfani Azis, Universitas Pamulang

Dosen Matematika FMIPA UNPAM

References

Aji et. al. (2019). Forecasting Indonesian mortality rates using by Lee-Carter model and Regression Linear model. AIP Conference Proceedings 2168, 020041: https://doi.org/10.1063/1.5132468.

Bowers et al. (1997). Actuarial Mathematics. USA: Society of Actuaries.

Futami. (1988). Matematika Asuransi Jiwa Bagian 1. Tokyo: Incorporated Foundation Oriental Life Insurance Development Center.

Lee, R. D., Dan Carter L. (1992). Modelling and Forecasting the Time Series Of U.S. Mortality. Journal of The American Statistical Association 87: 659-71.

Siegel & Swanson. (2004). The Methods and Materials of Demography. USA: Elsevier Inc.

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Published

2021-07-27

Issue

Vol. 3 No. 2 (2021)

Section

Articles

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