{"id":1808,"date":"2018-09-26T10:05:38","date_gmt":"2018-09-26T03:05:38","guid":{"rendered":"https:\/\/www.its.ac.id\/aktuaria\/?page_id=1808"},"modified":"2026-08-12T09:27:46","modified_gmt":"2026-08-12T02:27:46","slug":"research-area","status":"publish","type":"page","link":"https:\/\/www.its.ac.id\/aktuaria\/en\/research-and-collaboration\/research-area\/","title":{"rendered":"Research Area"},"content":{"rendered":"

[vc_row 0=””][vc_column 0=”” width=”1\/4″][vc_empty_space][dot_custom_title font_style=”AvenirNextLTPro-DemiCn” title=”Research and Collaboration”][\/dot_custom_title][join_help_box type=”help” title=”Bantuan” btntitle=”Hubungi Kami” href=”url:http%3A%2F%2Finfo.its.ac.id||target:%20_blank|”][\/vc_column][vc_column width=”3\/4″][vc_empty_space][dot_custom_title font_style=”AvenirNextLTPro-DemiCn” title=”Laboratory for Risk Management and Actuarial Data Analytics”][\/dot_custom_title][vc_column_text]<\/p>\n

<\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Field of Expertise<\/strong><\/td>\nLecturer\u2019s Name<\/strong><\/td>\n<\/tr>\n
Risk Modeling and Management<\/td>\nDr. Drs. Soehardjoepri, S.Si., M.Si<\/td>\n<\/tr>\n
Pratnya Paramitha Oktaviana, S.Si., M.Si<\/td>\n<\/tr>\n
Imam Safawi Ahmad. S.Si., M.Si<\/td>\n<\/tr>\n
Prilyandari Dina Saputri, S.Si., M.Si<\/td>\n<\/tr>\n
Actuarial Computing and Data Analytics<\/td>\nR. Mohamad Atok, S.Si, M.Si, Ph.D<\/td>\n<\/tr>\n
Ulil Azmi, S.Si., M.Si<\/td>\n<\/tr>\n
Rahmania Azwarini, S.Stat., M.Stat<\/td>\n<\/tr>\n
Dimaz Wisnu Adipradana, S.Si., M.Si.<\/td>\n<\/tr>\n
Insurance and Financial Modeling<\/td>\nGaluh Oktavia Siswono, S.Si., M.Si., M.Act.Sc.<\/td>\n<\/tr>\n
Wawan Hafid Saifudin, S.Si., M.Si., M.Act.Sc.<\/td>\n<\/tr>\n
Moch. Taufik Hakiki, S.Si., M.Si.,<\/td>\n<\/tr>\n
Aimmatul Ummah Alfajriyah, S.Mat., M.Mat.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Research Roadmap<\/h3>\n

[\/vc_column_text][vc_column_text]ROADMAP PENELITIAN & ABMAS DEPARTEMEN AKTUARIA.docx<\/a>[\/vc_column_text][vc_column_text]<\/p>\n\n\n\n\n\n\n\n
Topics<\/strong><\/td>\n2020-2022<\/strong><\/td>\n2023-2025<\/strong><\/td>\n<\/tr>\n
Financial Modeling<\/strong><\/p>\n

 <\/td>\n

\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Portfolio Optimization<\/p>\n

\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Risk Measures in Portfolio Optimization (VaR, TVaR)<\/p>\n

\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Forecasting and analysis (ARIMA-GARCH)<\/td>\n

\n
    \n
  • Stochastic analysis<\/li>\n
  • GBM<\/li>\n
  • Portfolio optimization<\/li>\n
  • Investment and management strategy<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
Computing<\/strong><\/td>\n\n
    \n
  • Copula<\/li>\n
  • Risk modelling and mitigation strategy<\/li>\n
  • Kernel SVM<\/li>\n<\/ul>\n<\/td>\n
\n
    \n
  • Risk Management<\/li>\n<\/ul>\n

    \u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Big Data simulation<\/p>\n

    \u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Machine learning<\/p>\n

    \u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Extreme value analysis<\/td>\n<\/tr>\n

Insurance<\/strong><\/td>\n\n
    \n
  • Forecasting and analysis of Life Table<\/li>\n
  • Pricing and Valuation<\/li>\n
  • Risk mitigation and management<\/li>\n
  • Risk Modelling<\/li>\n<\/ul>\n<\/td>\n
\n
    \n
  • Pricing and Valuation<\/li>\n
  • QRM in Life and General Insurance<\/li>\n
  • Ruin Theory<\/li>\n
  • Loss modelling and analysis<\/li>\n
  • Extreme value analysis<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
Sharia<\/strong><\/td>\n\n