2017
DOI: 10.24198/jmi.v12i1.10248
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Analisis Penggunaan Metode Kernel Density Estimation pada Loss Distribution Approach untuk Risiko Operasional

Abstract: Loss Distribution Approach (LDA) merupakan metode yang populer untuk mengestimasi kebutuhan modal bagi risiko operasional pada bidang perbankan. Dalam LDA, bank harus mengestimasi loss severity distribution (lsd) dan loss frequency distribution (lfd) berdasarkan data internal bank. Permasalahan dari LDA saat ini adalah estimasi lsd-nya masih berbasis pada model distribusi tertentu, padahal banyak kasus dimana data tidak dapat diestimasi dengan sangat baik oleh model distribusi tertentu yang sudah ada. Oleh kar… Show more

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Cited by 5 publications
(5 citation statements)
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“…Spatial analysis of COVID-19 distribution aims to elucidate the level of the coronavirus transmission throughout the South Sulawesi region so that it can be used as a reference in making immediate decisions, such as whether or not a place institute a regional quarantine. The KDA approach was used because it has the advantage of transforming a collection of scattered points into a density index, in this case, that of COVID-19 susceptibility (Seaman and Powell, 1996;Setiawan et al, 2016).…”
Section: Discussionmentioning
confidence: 99%
“…Spatial analysis of COVID-19 distribution aims to elucidate the level of the coronavirus transmission throughout the South Sulawesi region so that it can be used as a reference in making immediate decisions, such as whether or not a place institute a regional quarantine. The KDA approach was used because it has the advantage of transforming a collection of scattered points into a density index, in this case, that of COVID-19 susceptibility (Seaman and Powell, 1996;Setiawan et al, 2016).…”
Section: Discussionmentioning
confidence: 99%
“…Semakin dekat titik (x, y) dengan pusat titik api (x0, y0), semakin tinggi intensitas kebakaran. Penting untuk dicatat bahwa rumus ini hanya merupakan representasi matematis dari distribusi penyebaran titik api yang umum digunakan (Setiawan et al, 2016). Dalam praktiknya, terdapat banyak faktor-faktor lain yang mempengaruhi penyebaran nyata titik api, seperti arah dan kecepatan angin, kondisi cuaca, jenis vegetasi, dan sebagainya.…”
Section: Metodeunclassified
“…Settlements density using analysis Kernel Density is a statistical approach to estimate the probability distribution function (Setiawan et al, 2017). The form of data distribution is not used as a problem that needs to be considered (Handayani & Rudiarto, 2011).…”
Section: B Settlements Densitymentioning
confidence: 99%