Agus Rusgiyono
Universitas Diponegoro

Published : 64 Documents
Articles

PENGUKURAN RISIKO PADA RETENSI OPTIMAL UNTUK REASURANSI STOP LOSS DENGAN VALUE AT RISK Sunarwatiningsih, Agustina; Wilandari, Yuciana; Rusgiyono, Agus
MEDIA STATISTIKA Vol 4, No 1 (2011): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

Reinsurance is an effective risk management tool for an insurer to minimize the risk of loss. Optimization criteria is based in a minimum VaR of the total risk of in insurer, to derive the optimal retention in stop loss reinsurance. The resulting optimal solution of optimization criterion has several important characteristics, such as: the optimal retention has a very simple analytic form; the optimal retention depends only on the assumed loss distribution and the reinsurer’s loading factor; if optimal solution exist, then VaR based optimization criteria yield the same optimal retentions; there exist a exceeds risk tolerance level which the insurer optimally should not reinsure her risks. The approach allows us  to obtain different results of the optimization problem depends on the measurement of risk used. Furthermore, with optimal retention of risk measurement and minimum of VaR to the total risk, the companies be able to minimize or reduce the loss ratio of claims own retention ceding company. One way to show the existence of an optimal retention used survival function distribution exponensial.   Key words: Stop Loss Reinsurance, Optimal Retention, Value at Risk (VaR)
ANALISIS KUALITAS PELAYANAN DAN PENGENDALIAN KUALITAS JASA BERDASARKAN PERSEPSI PENGUNJUNG Sudarno, Sudarno; Rusgiyono, Agus; Hoyi, Abdul; Listifadah, Listifadah
MEDIA STATISTIKA Vol 4, No 1 (2011): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

One of the factors which determine customer safisfaction is costumer perceive about service quality that focus to five service quality dimension that are tangible, reliability, responsiveness, assurance, and empathy. This research study service serve quality at UPT Perpustakaan Universitas Diponegoro Semarang with object to know customer perceive with respect to some variables in service quality dimension and satisfaction level. Importance-Performance Analysis used to map relation between importance with performance of respective variables to be and see gap between performance with importance of them variables. Customer Satisfaction Index (CSI) used to analyze all satisfaction respondent level. The T2 Hotelling control chart to know servicing process stability with respect to costumer perceive. Research result shows that the gap is all negative value. It means library performance that represented by 21 variables include 5 service quality dimension still under expected costumer. The value CSI is 62,903% that meaning at enough satisfaction criterion. There are five points at above upper control limit in the T2 Hotelling control chart. Therefore it can be said that process haven’t been controlled by statistical.   Keywords: Service Quality, Importance-Performance Analysis, Customer Satisfaction Index, Hotelling T2 Control Chart.
ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI BANYAKNYA KLAIM ASURANSI KENDARAAAN BERMOTOR MENGGUNAKAN MODEL REGRESI ZERO-INFLATED POISSON (Studi Kasus di PT. Asuransi Sinar Mas Cabang Semarang Tahun 2010) Taufan, Muhammad; Suparti, Suparti; Rusgiyono, Agus
MEDIA STATISTIKA Vol 5, No 1 (2012): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

Poisson regression is one of model that is often used to model the relationship between response variables in the form of discrete data with a set of predictor variables in the form of continuous, discrete, category, or mixture data. In Poisson regression assumes that the mean of the response variable equal to the variance (equidispersion). But in reality, sometimes found a condition called overdispersion, that the variance value is greater than the mean. One of the cause of overdispersion is excess zero in the response variable. One of model that can be used to overcome this overdispersion problem is Zero-Inflated Poisson (ZIP) regression  model. This model is applied on a case study of motor vehicle insurance in the branch of PT. Asuransi Sinar Mas in Semarang in 2010 to determine the effect of age of car and types of coverage to number of claims filed by the policyholder to the branch of PT. Asuransi Sinar Mas in Semarang. In this case, the occurrence of zeros due to many policyholders did not file a claim to the branch of PT. Asuransi Sinar Mas in Semarang. From the analytical result obtained the conclution that the age of car and types of coverage affect number of claims filed by the policyholder to the branch of PT. Asuransi Sinar Mas in Semarang in 2010.   Keywords: Poisson Regression, Overdispersion, Zero-Inflated Poisson (ZIP) Regression
PENERAPAN GRAFIK PENGENDALIAN DEMERIT TERHADAP DATA KUALITATATIF Rusgiyono, Agus
MEDIA STATISTIKA Vol 2, No 1 (2009): Media Statistika
Publisher : MEDIA STATISTIKA

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Abstract

A product is represented as inappropriate considered into minor category up to critical, which than given by weight at characteristic of the inappropriate as a according to its importance level. Ploting all amount of inappropriate at one controller graph regardless of type will mislead. To solve it used by graph controller of demerit. Analysis step represent one of the operational step in program operation of quality with a purpose to understand stability and capability of proces wich underway. Expectation of phase analyse can identify the root problem that caused incidence of variation of quality so that can be continued to repair phase. To understand the stability and capability of process which underway can be depicted with controller graph and analysis its. At this article will be studied demerit graph controller and analysis of capability at data qualitative. Keyword : Stability, Capability and Weighted Graph Controller  
ANALISIS KORESPONDENSI UNTUK PEMETAAN PERSEPSI Rusgiyono, Agus
MEDIA STATISTIKA Vol 3, No 2 (2010): Media Statistika
Publisher : MEDIA STATISTIKA

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Abstract

Correspondence analysis used to investigate the relationship between two or more qualitative variables. This technique could shrink the dimensions of variables and describe the profile vector of rows and columns of a matrix vector data from the contingency table. Target correspondence analysis is to show the relationship variables rows and columns as well as visualization variables in R2-dimensional space, using the Chi square of the distance definition in sub-Euclidean space. Keywords: Profile of Row and Column Vectors, Chi Square Distance, Euclidean Subset
PERSEPSI DUNIA KERJA TERHADAP LULUSAN FRESH GRADUATE S1 MENGGUNAKAN MULTIDIMENSIONAL UNFOLDING (Studi Kasus: Dunia Usaha di Kabupaten Batang) Adhyaksa, M. Atma; Rusgiyono, Agus
MEDIA STATISTIKA Vol 3, No 1 (2010): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

Corporate perception of college graduates S1 fresh graduate is a viewpoint held by the world of work regarding the criteria considered in selecting candidates for most job applicants from graduates S1 fresh graduate based on his resume. Perceptions are reviewed based on the configuration of unfolding multidimensional mapping between business entities with the most preferred criteria in the selection process beginning college graduates S1 fresh graduate. Multidimensional unfolding was one of the techniques used in analyzing the proximity between objects is visualized in graphical form in which individuals and stimuli presented in one graph.  The result is a grade point average, ability and suitability of computer applications course with the working position is most noticed by companies in selecting a job application letter from the college graduates S1 fresh graduate.   Keywords: Corporate Perception, Fresh Graduate, Multidimensional Unfolding
PROSES INFERENSI PADA MODEL LOGIT Rusgiyono, Agus
MEDIA STATISTIKA Vol 1, No 2 (2008): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

Let represent the response on a nominal random variable of Bernoulli distribution, with    ,  where is a parameter with unknown value. Problems of estimating used smallest square methods in  linier regression model  can overcome with used maximum likelihood method in  logistic regression.. Suppose  is maksimum likelihood estimstors of . In case can be obtained  from first condition, ln(Ln(p)) to be maximum  at point then be obtained and that is unbiased estimator because To be test hipothesis that , with a large sample size used fact that    Keywords : Estimator, unbiased estimator, test statistic
PENELUSURAN KARAKTERISTIK PERILAKU KONSUMEN DENGAN METODE AUTOMATIC INTERACTION DETECTION (AID) Rusgiyono, Agus
MEDIA STATISTIKA Vol 1, No 1 (2008): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

AID methods used to see relation between respons variable with a number of variable of predictor and also see related pattern between predictors. In AID procedures data disjointed in two group determined by variable of predictor most explaining of difference  values of respons variables, and this recuring process so that yielded to with refer to splits in data. Every split yield new data sub which its variable values is mutually and exclusive  exhaustive. Its end results  with refer toing crotch is so-called tree of AID   Keywords : split, tree of AID
PEMODELAN GENERAL REGRESSION NEURAL NETWORK UNTUK PREDIKSI TINGKAT PENCEMARAN UDARA KOTA SEMARANG Warsito, Budi; Rusgiyono, Agus; Amirillah, M. Afif
MEDIA STATISTIKA Vol 1, No 1 (2008): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

This paper is discuss about General Regression Neural Network (GRNN) modelling to predict time series data, i.e. the air pollution rate in Semarang City comprises the floating dust, carbon monoxide (CO) and nitrogen monoxide (NO). The GRNN model have four processing layer that are input layer, pattern layer, summation layer and output layer. The input variable is determined by the ARIMA model. The result of GRNN modelling shows that the network have a good performance both at predict in sample and predict out of sample, that can be seen from the mean square error.   Keywords: GRNN, predict, air pollution  
ANALISIS SEKTOR UNGGULAN MENGGUNAKAN DATA PDRB (Studi Kasus BPS Kabupaten Kendal Tahun 2006-2010) Wahyuningtyas, Rosita; Rusgiyono, Agus; Wilandari, Yuciana
Jurnal Gaussian Vol 2, No 3 (2013): Wisuda Periode Agustus 2013
Publisher : Jurusan Statistika UNDIP

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Abstract

Gross Domestic Regional Product (GDRP) is total numbers of added values who’s producting by effort unit in that domestic area’s. GDRP can be classified in two form, that is GRDP at Current Market Prices and GRDP at Constant Prices. GRDP at Current Market Prices is calculating with two approaches, those are approach production and approach income. GRDP at Constant Prices can be calculated using two methods, revaluation and deflation. By using GDRP data, then it can be known which sector is  prominent sector in that region. Some methods who using GDRP data as decisive prominent sector is method of Typology Klassen, LQ, MRP, Overlay and Shift Share. These methods classifying the economic sectors into four groups, they are prominent sector, growing sector, potential sector and under developed sector, based on large of contribution and rate of growth. By taking the study area Kendal Regency and reference area is province Central of Java, then by used that methods can be known which sector be prominent sector in Kendal Regency. Based on the result from analysis methods, they are same result about prominent sector: agriculture sector and mining and quarrying sector