Estimasi Parameter Copula Menggunakan Generalized Method of Moments pada Penentuan Premi Asuransi Sawit Terintegrasi Insentif Karbon

Putri, Elis Nur Layly Yuliana (2026) Estimasi Parameter Copula Menggunakan Generalized Method of Moments pada Penentuan Premi Asuransi Sawit Terintegrasi Insentif Karbon. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pertanian merupakan sektor yang rentan terhadap kondisi iklim ekstrem, seperti curah hujan tinggi dan kekeringan. Sebagai salah satu komoditas perkebunan dalam subsektor pertanian, kelapa sawit memiliki kontribusi penting terhadap perekonomian Indonesia dan rentan terhadap risiko iklim yang berpotensi menimbulkan kerugian ekonomi. Oleh karena itu, diperlukan suatu mekanisme perlindungan ekonomi melalui asuransi pertanian. Penelitian ini bertujuan untuk menganalisis risiko penurunan produksi kelapa sawit akibat curah hujan tinggi dan kekeringan menggunakan pendekatan copula serta merancang penentuan premi asuransi pertanian berbasis risiko dengan mengintegrasikan insentif karbon sebagai pengurang premi asuransi. Data yang digunakan berupa data curah hujan dan produksi kelapa sawit periode Januari 2019 hingga Desember 2024. Ketergantungan antara kedua variabel dimodelkan menggunakan copula dengan parameter yang diestimasi menggunakan Generalized Method of Moments (GMM), sedangkan pemilihan model terbaik dilakukan menggunakan statistik Cramér-von Mises (CvM). Model copula terpilih digunakan untuk menghitung probabilitas risiko penurunan produksi yang menjadi dasar perhitungan expected loss, expected payoff, dan premi asuransi. Hasil penelitian menunjukkan bahwa distribusi Weibull merupakan distribusi marginal terbaik untuk data curah hujan dan produksi kelapa sawit. Nilai Kendall's Tau sebesar 0,5202913 mengindikasikan adanya ketergantungan positif antara kedua variabel, dengan Clayton Copula terpilih sebagai model terbaik berdasarkan nilai CvM. Risiko penurunan produksi pada kondisi kekeringan lebih tinggi dibandingkan kondisi curah hujan tinggi. Selain itu, dengan mengintegrasikan insentif karbon melalui subsidi premi dapat menurunkan premi yang harus dibayarkan peserta asuransi dan mendukung pengurangan emisi karbon untuk pertanian yang berkelanjutan.
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Agriculture is a sector that is highly vulnerable to extreme climate conditions, such as excessive rainfall and drought. As one of the major plantation commodities in Indonesia, oil palm plays an important role in the national economy but is also exposed to climate-related risks that may lead to economic losses. Therefore, an economic protection mechanism through agricultural insurance is needed. This study aims to analyze the risk of oil palm production loss caused by excessive rainfall and drought using a copula approach and to develop a risk-based agricultural insurance premium model by integrating carbon incentives as a premium reduction mechanism. The data used in this study consist of rainfall and oil palm production data from January 2019 to December 2024. The dependence structure between the two variables was modeled using copulas, with parameters estimated through the Generalized Method of Moments (GMM), while the best copula model was selected based on the Cramér-von Mises (CvM) statistic. The selected copula model was then used to calculate the probability of production loss, which served as the basis for estimating the expected loss, expected payoff, and insurance premium. The results show that the Weibull distribution is the most suitable marginal distribution for both rainfall and oil palm production data. A Kendall's Tau value of 0.5202913 indicates a positive dependence between the two variables, with the Clayton Copula selected as the best model according to the CvM criterion. The risk of production loss under drought conditions is found to be higher than that under excessive rainfall conditions. Furthermore, integrating carbon incentives through premium subsidies reduces the insurance premium paid by policyholders while supporting carbon emission reduction efforts toward sustainable agriculture.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Copula, Generalized Method of Moments, Risiko Produksi, Curah Hujan, Kelapa Sawit, Premi Asuransi, Insentif Karbon, Copula, Generalized Method of Moments, Production Risk, Rainfall, Oil Palm, Insurance Premium, Carbon Incentives
Subjects:	Q Science > QA Mathematics > QA273.6 Weibull distribution. Logistic distribution. Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA401 Mathematical models.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Elis Nur Layly Yuliana Putri
Date Deposited:	30 Jul 2026 04:57
Last Modified:	30 Jul 2026 04:57
URI:	http://repository.its.ac.id/id/eprint/139895

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