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"Hasil penelitian menunjukan distribusi frekuensi kerugian operasional claim spare part membentuk distribusi Geometric sedangkan distribusi severitas kerugian operasional membentuk distribusi Lognormal. Hasil tersebut didapat dari hasil pengujian distribusi dengan metode Kolmogorov Smirnov yang memiliki D max terkecil. Dengan menggunakan metode Loss Distribution Approach Aggregation Model, metode analisis simulasi Monte Carlo, besarnya Operational Value at Risk bulanan dari risiko operasional akibat claim spare part dengan tingkat kepercayaan 95% yang diperoleh adalah sebesar Rp 690.507.800,-. Berdasarkan hasil back testing dengan kupiec test menyatakan bahwa pengukuran risiko operasional akibat claim spare part pada PT.X dengan menggunakan Aggregation Loss Distribution Model simulasi Monte Carlo adalah valid. Jadi, nilai Operational VaR bisa digunakan sebagai dasar untuk membuat pencadangan kerugian PT.X.

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The results show that the frequency distribution of operational losses spare part claim form Geometric distribution while operating loss severity distributions form a Lognormal distribution. Results are obtained from the test results with the distribution of Kolmogorov Smirnov method which has the smallest D max. By using the method of Loss Distribution Approach Aggregation Model, method of Monte Carlo simulation analysis, the magnitude of Operational Value at Risk monthly operational risks due to spare part claim with 95% confidence level obtained is Rp 690,507,800, -. Based on the results of back testing with the test kupiec stated that due to operational risk measurement claim spare part of PT X by using LDA aggregation Model with Monte Carlo simulation is valid. Thus, VaR Operational value can be used as a basis for making backups loss PT.X."

"This book focuses on the integration of air conditioning and heating as a form of demand response into modern power system operation and planning. It presents an in-depth study on air conditioner aggregation, and examines various models of air conditioner aggregation and corresponding control methods in detail. Moreover, the book offers a comprehensive and systematic treatment of incorporating flexible heating demand into integrated energy systems, making it particularly well suited for readers who are interested in learning about methods and solutions for demand response in smart grids. It offers a valuable resource for researchers, engineers, and graduate students in the fields of electrical and electronic engineering, control engineering, and computer engineering."

"Penelitian ini membahas pengukuran risiko operasional kerugian klaim asuransi kebakaran di Indonesia. Data untuk analisis diperoleh dari Badan Pengelola Pusat Data Asuransi Nasional (BPPDAN) periode 2009-2014. Hasil penelitian menunjukkan bahwa distribusi frekuensi kerugian klaim asuransi kebakaran mengikuti pola distribusi Poisson dengan perhitungan uji statistik Kolmogorov Smirnov pada tingkat keyakinan 95%, sedangkan distribusi severity menunjukkan pola distribusi Lognormal dengan uji statistik Kolmogorov Smirnov. Pengukuran Value at Risk (VaR) risiko operasional di dalam tesis ini dihitung menggunakan pendekatan metode Loss Distribution Approach ? Aggregation Model dan simulasi Monte Carlo. Hasil pengukuran pada tingkat keyakinan 95% adalah sebesar 2.448.278.550 dan pengujian validitas atau back testing menggunakan Kupiec test dengan jumlah dua kesalahan dan model dapat diterima.

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This applied research is intended to measure the Operational Value at Risk (VaR) for claim Property Insurance using data from statistical cession (BPPDAN) for the year 2009 - 2014. It was shown that the frequency distribution followed the Poisson distribution based on Kolmogorov Smirnov statistical test with 95% confidence level. While the severity distribution followed the Lognormal distribution based on Kolmogorov Smirnov statistical test. This Operational VaR is measured by the Loss Distribution Approach ? Aggregation (LDA Aggregation) Model and Monte Carlo simulation. Using 95% confidence level, the Value at Risk is Rp 2.448.278.550. The model is back tested using Kupiec test and the result shows there are two violations but the model is accepted."

"Gempa bumi dapat menimbulkan dampak yang cukup besar, baik dalam hal besarnya nilai kerugian maupun luasnya wilayah terdampak. Implikasi keuangan dari gempa bumi besar dapat memiliki efek jangka panjang. Oleh karena itu, perusahaan perlu memahami karakteristik dari kejadian gempa. Penelitian ini mengukur Operational Value at Risk (VaR) untuk klaim asuransi gempa bumi menggunakan data sesi statistik (MAIPARK) tahun 2014-2021. Perhitungan risiko operasional dengan model Loss Distribution Approach-Aggregation (Monte Carlo Simulation) bertujuan untuk memperkirakan perkiraan cadangan modal berdasarkan distribusi frekuensi dan distribusi keparahan data historis. Hasil penelitian menunjukkan bahwa distribusi frekuensi kerugian klaim asuransi gempa bumi mengikuti pola distribusi geometrik, sedangkan distribusi keparahan menunjukkan pola distribusi eksponensial. Dengan tingkat kepercayaan 95%, nilai VaR risiko operasional adalah Rp 2.792.721.528.565,80, dan uji validitas atau backtesting menggunakan uji Kupiec dengan satu kesalahan, dan model dapat diterima.......Earthquakes may cause a considerable impact, both in loss and the area. The financial implications of a major earthquake can have a long-lasting effect. Therefore, companies need to understand the essential characteristics of earthquake events. This research measures the Operational Value at Risk (VaR) for claim catastrophe Insurance using statistical session (MAIPARK) data for 2014-2021. Calculation of operational risk with loss distribution approach aggregation model (Monte Carlo Simulation) aims to estimate capital reserve estimates based on the frequency distribution and severity distribution of historical data. The results showed that the frequency distribution of earthquake insurance claim losses followed a geometric distribution pattern, while the severity distribution showed an exponential distribution pattern. With a 95% confidence level, the operational risk VaR value is IDR 2,792,721,528,565.80, and the validity test or backtesting uses the Kupiec test with one error, and the model is acceptable."