Analisis Risiko Kerugian Akibat Bencana Alam di Indonesia Menggunakan Value at Risk dengan Pendekatan Extreme Value Theory

Yanuar, Maria Ulfa (2023) Analisis Risiko Kerugian Akibat Bencana Alam di Indonesia Menggunakan Value at Risk dengan Pendekatan Extreme Value Theory. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Indonesia terletak pada daerah pertemuan 3 lempeng tektonik besar dan memiliki perubahan cuaca, suhu, dan arah angin yang cukup ekstrem sehingga rentan dilanda bencana alam. Bencana alam yang terjadi hampir selalu mengakibatkan kerugian finansial yang besar. Risiko kerugian akibat bencana alam tidak hanya berdampak pada individu tetapi juga berdampak pada pemerintah sekaligus menjadi ancaman bagi perusahaan asuransi jika tidak memiliki sumber daya yang cukup untuk melakukan pembayaran klaim. Ditambah lagi dengan kompleksitas dan ketidakpastian bencana alam yang akan terjadi, maka perlu dilakukan analisis risiko kerugian akibat bencana alam di Indonesia. Matriks risiko adalah salah satu alat untuk menentukan level risiko dengan mempertimbangkan kriteria kemungkinan terjadinya risiko terhadap kriteria konsekuensi risiko. Kemungkinan terjadinya bencana alam dapat diestimasi menggunakan distribusi Poisson, sedangkan konsekuensi kerugian akibat bencana alam dapat diestimasi menggunakan Value at Risk (VaR) dengan pendekatan Extreme Value Theory (EVT). Hasil analisis menunjukkan bahwa rata-rata jumlah kejadian bencana alam di Indonesia sebanyak 3 kali per tahun dengan nilai VaR kerugian sebesar 2.935.697 ribu USD, sehingga risiko bencana alam tergolong ke dalam level severe dengan tingkat risiko unacceptable. Hal tersebut menunjukkan bahwa Indonesia memiliki risiko yang tinggi terhadap terjadinya bencana alam dengan konsekuensi atau kerugian yang sangat besar.
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Indonesia is located in the meeting point of the three large tectonic plates and has relatively extreme weather, temperature, and wind direction changes that the country is often hit by natural disasters. The natural disasters that are occurred almost always cause substantial financial losses. Risks of loss caused by natural disasters do not always affect the individuals but also the government and become a threat for insurance companies if they do not possess adequate resources to conduct payment of claims. In addition to the complexity and unpredictability of the natural disasters to come, it is necessary to carry out a risk of loss analysis due to natural disasters in Indonesia. Risk matrix is one of the tools used to determine the risk level by considering the risk likelihood criteria and risk consequence criteria. The likelihood of the natural disasters can be estimated using Poisson distribution, while the loss consequence caused by the natural disasters can be estimated using Value at Risk (VaR) with Extreme Value Theory (EVT) approach. The analysis results indicate that the average number of the natural disasters occurred in Indonesia is around 3 times per year with the VaR loss value is in the amount of 2.935.697 thousands USD, therefore the natural disaster risk is categorized into the severe level with unacceptable risk level. This shows that Indonesia has a high risk of the occurence of natural disasters with substantial amount of consequence or loss.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Extreme Value Theory, Natural Disasters, Risk Matrix, Bencana Alam, Extreme Value Theory, Matriks Risiko, Value at Risk
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
Divisions:	Faculty of Vocational > 49501-Business Statistics
Depositing User:	Maria Ulfa Yanuar
Date Deposited:	09 Jun 2023 06:57
Last Modified:	09 Jun 2023 06:57
URI:	http://repository.its.ac.id/id/eprint/98071

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