Perhitungan asuransi indeks iklim aktuaris berdasarkan hasil produksi kentang di Kanada = Calculation of actuarial climate index premiums based on potato production results in Canada

Sawachelin, Sawachelin (2025) Perhitungan asuransi indeks iklim aktuaris berdasarkan hasil produksi kentang di Kanada = Calculation of actuarial climate index premiums based on potato production results in Canada. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini mengkaji relevansi Actuarial Climate Index (ACI) terhadap hasil produksi kentang di Kanada untuk mendukung pengembangan asuransi indeks berbasis cuaca. Dengan menggunakan data produksi tahunan kentang dan anomali ACI dari tahun 1961 hingga 2021, penelitian ini mengidentifikasi jenis ACI yang paling sesuai, serta mengevaluasi korelasinya dengan tiga variabel hasil produksi (jumlah produksi, average expected, dan hasil per hektar). Hasil penelitian menunjukkan bahwa ACI Smoothed Fall memiliki korelasi yang kuat dengan variabel hasil produksi, menjadikannya indikator yang paling relevan untuk menentukan premi asuransi. Metode regresi logistik digunakan untuk menganalisis hubungan antara nilai ACI dan hasil produksi, sementara risiko dasar dievaluasi melalui pengujian statistik. Studi ini juga mengembangkan skema payoff dan perhitungan premi berbasis ACI, yang mampu meminimalkan risiko dasar dan meningkatkan akurasi prediksi. Kesimpulan dari penelitian ini adalah bahwa ACI dapat digunakan sebagai alat yang efektif dalam mendukung pengembangan model asuransi indeks iklim untuk sektor pertanian di Kanada. / This study examines the relevance of the Actuarial Climate Index (ACI) to potato production in Canada to support the development of weather-based index insurance. Using annual potato production data and ACI anomalies from 1961 to 2021, the study identifies the most suitable ACI type and evaluates its correlation with three production variables (total production, average expected, and yield per hectare). The results indicate that ACI Smoothed Fall strongly correlates with the production variables, making it the most relevant indicator for determining insurance premiums. Logistic regression methods were employed to analyze the relationship between ACI values and production results, while basis risk was assessed through statistical testing. This study also developed a payoff scheme and premium calculation based on ACI, effectively minimizing basis risk and improving predictive accuracy. The findings conclude that ACI can be used as an effective tool to support the development of climate index insurance models for the agricultural sector in Canada.
Item Type: Thesis (Bachelor)
Creators:
Creators
NIM
Email
ORCID
Sawachelin, Sawachelin
NIM01112200024
sawachelin.sc@gmail.com
UNSPECIFIED
Contributors:
Contribution
Contributors
NIDN/NIDK
Email
Thesis advisor
Cahyadi, Lina
NIDN0328077701
lina.cahyadi@uph.edu
Thesis advisor
Margaretha, Helena
NIDN0312057504
helena.margaretha@uph.edu
Uncontrolled Keywords: actuarial climate index; asuransi indeks iklim; produksi kentang; regresi logistik; risiko dasar; Kanada
Subjects: Q Science > QA Mathematics
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics
Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics
Depositing User: Sawachelin Sawachelin
Date Deposited: 04 Aug 2025 08:17
Last Modified: 04 Aug 2025 08:17
URI: http://repository.uph.edu/id/eprint/70254

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