Pendekatan Copula dalam Perhitungan Premi Asuransi Kelapa Sawit Berdasarkan Produksi dan Curah Hujan dengan Metode Maximum Likelihood Estimation (MLE)

Zahra, Avidhinta Zulfania (2026) Pendekatan Copula dalam Perhitungan Premi Asuransi Kelapa Sawit Berdasarkan Produksi dan Curah Hujan dengan Metode Maximum Likelihood Estimation (MLE). Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Perubahan iklim dan cuaca ekstrem seperti kekeringan berpotensi menurunkan produktivitas kelapa sawit secara drastis sehingga meningkatkan risiko kerugian. Untuk memitigasi risiko finansial tersebut, asuransi pertanian menjadi instrumen perlindungan yang penting. Seiring berkembangnya kebijakan keberlanjutan, insentif dari perdagangan karbon dapat diintegrasikan sebagai instrumen pengurang beban biaya asuransi bagi kelompok petani. Penelitian ini bertujuan untuk memodelkan dan menghitung premi asuransi kelapa sawit berbasis risiko iklim di Provinsi Riau menggunakan pendekatan Copula, serta mengintegrasikannya dengan skema insentif karbon. Data yang digunakan mencakup data produksi kelapa sawit dan curah hujan. Pemodelan dependensi dilakukan dengan menguji enam kandidat fungsi Copula, di mana estimasi parameternya diselesaikan melalui metode Maximum Likelihood Estimation (MLE). Berdasarkan uji kecocokan model, Copula Clayton terpilih sebagai model dependensi terbaik dengan nilai statistik Cram´er-von Mises (CvM) terkecil sebesar 0,057941 dengan parameter optimum 2,169. Karakteristik lower tail dependence pada model menunjukkan tingginya kerentanan produksi terhadap kekeringan ekstrem dengan probabilitas risiko mencapai 94,15%, berbanding jauh dengan kondisi curah hujan tinggi (1,31%). Melalui perhitungan, diperoleh premi murni tingkat provinsi sebesar Rp36.451.111.547,00 untuk skenario kondisi umum dan kekeringan, serta Rp85.663.390,00 untuk curah hujan tinggi. Selanjutnya, integrasi insentif karbon senilai Rp41.160.000,00 yang dialokasikan sebagai subsidi premi terbukti efektif meringankan beban biaya asuransi. Skema ini berhasil menekan harga premi akhir menjadi Rp36.409.951.547,00 untuk kondisi kekeringan, dan memberikan potongan harga hingga menyisakan premi sebesar Rp44.503.390,00 untuk skenario curah hujan tinggi.
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Climate change and extreme weather, such as droughts, have the potential to drastically reduce palm oil productivity, thereby increasing the risk of losses. To mitigate these financial risks, agricultural insurance serves as an essential protection instrument. As sustainability policies evolve, carbon trading incentives can be integrated as an instrument to reduce the insurance cost burden for farmers. This study aims to model and calculate climate risk-based palm oil insurance premiums in Riau Province using the Copula approach and integrate them with a carbon incentive scheme. The data used include palm oil production and rainfall data. Dependence modeling was conducted by testing six candidate Copula functions, with parameter estimation solved using the Maximum Likelihood Estimation (MLE) method. Based on the goodness-of-fit test, the Clayton Copula was selected as the best dependence model with the smallest Cram´er-von Mises (CvM) statistic value of 0.057941 and an optimum parameter of 2.169. The lower tail dependence characteristic in the model indicates a high vulnerability of production to extreme drought, with the risk probability reaching 94.15%, in stark contrast to high rainfall conditions (1.31%). Through calculations, a provincial-level pure premium of Rp36,451,111,547.00 was obtained for general and drought scenarios, and Rp85,663,390.00 for high rainfall. Furthermore, the integration of a carbon incentive worth Rp41,160,000.00, allocated as a premium subsidy, proved effective in alleviating the insurance cost burden. This scheme successfully reduced the final premium to Rp36,409,951,547.00 for drought conditions and provided a significant discount, leaving a premium of Rp44,503,390.00 for the high rainfall scenario.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Premi Asuransi Kelapa Sawit, Pendekatan Copula, Maximum Likelihood Estimation (MLE), Insentif Karbon, Oil Palm Insurance Premium, Copula Model, Maximum Likelihood Estimation (MLE), Carbon Incentives
Subjects:	Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry)
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Avidhinta Zulfania Zahra
Date Deposited:	01 Aug 2026 06:53
Last Modified:	01 Aug 2026 06:53
URI:	http://repository.its.ac.id/id/eprint/141631

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