PERHITUNGAN HARGA PREMI ASURANSI PERTANIAN YANG BERBASIS INDEKS CURAH HUJAN MENGGUNAKAN METODE BLACK SCHOLES

  • IDA AYU GDE KHASMANA PUTRI Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
  • KOMANG DHARMAWAN Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
  • NI KETUT TARI TASTRAWATI Faculty of Mathematics and Natural Sciences, Udayana University
##plugins.pubIds.doi.readerDisplayName## https://doi.org/10.24843/MTK.2017.v06.i02.p161

Abstrak

Agricultural insurance is insurance in the agricultural sector which is relatively new introduced in Indonesia. Agricultural insurance is based on a rainfall index.  It is a risk management tool that is relatively new in Indonesia. This study was purposed to determine the steps required in determining the value of the rainfall index on agricultural insurance and calculating the contract value of agricultural insurance which had to be paid on the agricultural insurance that is on rainfall index-based by using Black-Scholes method. The result of this research are if the amount of rainfall was 130,4 mm so the amount of premium payment equals Rp. 60.694, as well as if the amount of high rainfall was 179,9  mm so the amount of premium payment equals Rp.902.760.

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Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

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Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

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Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Diterbitkan
2017-05-31
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PUTRI, IDA AYU GDE KHASMANA; DHARMAWAN, KOMANG; TASTRAWATI, NI KETUT TARI. PERHITUNGAN HARGA PREMI ASURANSI PERTANIAN YANG BERBASIS INDEKS CURAH HUJAN MENGGUNAKAN METODE BLACK SCHOLES. E-Jurnal Matematika, [S.l.], v. 6, n. 2, p. 161-167, may 2017. ISSN 2303-1751. Tersedia pada: <http://103.29.196.112/index.php/mtk/article/view/30828>. Tanggal Akses: 05 mar. 2026 doi: https://doi.org/10.24843/MTK.2017.v06.i02.p161.
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Terbitan
Vol 6 No 2 (2017)
Bagian
Articles

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This work is licensed under a Creative Commons Attribution 4.0 International License.

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