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UI - Tesis Membership :: Kembali

Analisis risiko operasional migas di PT Pertamina EP periode 2010-2013 menggunakan metode extreme value theory = Analysis of oil and gas operational risk at PT Pertamina EP period 2010-2013 applying extreme value theory

Arya Irwan; Dewi Hanggraeni, supervisor; Rofikoh Rokhim, examiner; Sugeng Purwanto, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)

 Abstrak

[ABSTRAK
Tesis ini meneliti validitas pengukuran risiko operasional migas di PT Pertamina
EP dalam periode 2010-2013 menggunakan metode extreme value theory.
Analisis ini dilakukan karena pemodelan VaR umumnya hanya fokus pada badan
(body) distribusi statistik namun tidak memperhatikan daerah ekor (tail) yang
frekuensi risikonya rendah dan severitas tinggi. Nilai VaR dihitung menggunakan
data periode 2010 sampai dengan 2012 dan uji validitas terhadap data tahun
2013. Hasil uji validitas menunjukkan bahwa dengan confidential level 95% dan
99%, metode extreme value theory valid untuk mengukur potensi risiko
operasional PT Pertamina EP.
ABSTRAK
The goal of this thesis is to research the validity of the measurement of oil and
gas operational risk at PT Pertamina EP in the period 2010-2013 using the
method of extreme value theory. It is carried out to respond the fact that VaR
modeling is generally focus on the body of statistical distribution but do not cover
to the tail of statistical distribution area which is low frequency and high severity
risk. VaR is calculated using data from 2010 to 2012 and test the validity of the
data in 2013. Validity test results show that extreme value theory valid method to
measure the potential operational risk of PT Pertamina EP at confidential level of
95% and 99%.;The goal of this thesis is to research the validity of the measurement of oil and
gas operational risk at PT Pertamina EP in the period 2010-2013 using the
method of extreme value theory. It is carried out to respond the fact that VaR
modeling is generally focus on the body of statistical distribution but do not cover
to the tail of statistical distribution area which is low frequency and high severity
risk. VaR is calculated using data from 2010 to 2012 and test the validity of the
data in 2013. Validity test results show that extreme value theory valid method to
measure the potential operational risk of PT Pertamina EP at confidential level of
95% and 99%., The goal of this thesis is to research the validity of the measurement of oil and
gas operational risk at PT Pertamina EP in the period 2010-2013 using the
method of extreme value theory. It is carried out to respond the fact that VaR
modeling is generally focus on the body of statistical distribution but do not cover
to the tail of statistical distribution area which is low frequency and high severity
risk. VaR is calculated using data from 2010 to 2012 and test the validity of the
data in 2013. Validity test results show that extreme value theory valid method to
measure the potential operational risk of PT Pertamina EP at confidential level of
95% and 99%.]

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No. Panggil : T-Pdf
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Penerbitan : Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
Program Studi :
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xiii, 92 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
T-Pdf 15-18-886070846 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20390045
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