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Aug 13, 2019
Category: General
Posted by: sro

Alokasi Asisten MK Departemen Statistika

Semester Ganjil Tahun Ajaran 2019/2020


Berikut ini terlampir beberapa hal yang penting diperhatikan para asisten MK Departemen Statistika yang meliputi Daftar Alokasi & Kontak Asisten, Jadwal Perkuliahan MKPengarahan Pelaksanaan ResponsiDaftar Kontak Dosen+Kode Prodi di IPB, dan Panduan Responsi

May 17, 2019
Category: Academic
Posted by: anissa
Pengumuman pembimbing skripsi mahasiswa S1 Statistika IPB angkatan 53.
May 17, 2019
Category: Academic
Posted by: anissa

Pengumuman alokasi PL mahasiswa S1 Statistika IPB TA 2019/2020.


Workshop on Statistical Methods in Actuarial Science with R

December 13th - 14th, 2016

Graduate Room Class-IPB Baranangsiang, Bogor

Register on: bit.ly/13122016

Payment information

To join this workshop, the candidate participants have to pay the workshop fee by transfer via bank:

Bank Mandiri
Acc name: Dept. Statistika FMIPA IPB
Acc number: 133 – 00 – 1143069 – 1
with fee criterias IDR 1.750.000/person NETT for general participants or IDR 1.250.000/person NETT for student participants.
The proof of transfer payment have to be sent by email to both pikasilvianti@gmail.com and r.rahma.anisa@gmail.com


About Instructor

Dr. Budhi Arta Surya
School of Mathematics and Statistics
Victoria University of Wellington
Gate 7 Kelburn Parade
Wellington 6140, New Zealand
Phone: +64 4 463 5669
Mobile: +64 21 1568 674

Budhi gained his PhD in Applied Mathematics from Utrecht University, the Netherlands. Soon after that, he joined Bank of America Corp. as a Quantitative Financial Analyst based in Singapore. His research has been mainly on Applied Probability and Stochastic Modeling motivated by problems in actuarial science, credit risk and financial economics. He was a visiting scholar to Columbia University in NYC, LSE, Bath, Goethe University in Frankfurt, Osaka, NTU and NCTU in Taiwan, CUHK, Monash and ANU at which he was invited to give a talk and do his research. He secured some research grants from DAAD, Victoria University PBRF Research Grants and recently from CSIRO Australia for a joint PhD research grants with B-School Monash University and CSIRO. Budhi joined Victoria University of Wellington in February 2015.

Workshop Description

This workshop is designed to provide a brief introduction to statistical methods in actuarial science. Emphasis is given to counting processes, in the presence of censoring, and the corresponding martingale process arising in the derivation of non-parametric Nelson-Aalen estimator of force mortality. We provide some parametric models of the latter and their maximum likelihood estimations. The inclusion of covariates in the estimation is given in terms of Cox’s partial likelihood and the use of likelihood ratio test to asses statistical hypothesis on the significance of covariates. Some examples in R are discussed throughout the workshop.

Workshop Contents

This workshop is made to be self-contained as possible. However, some basics knowledge of stochastic process and probability theory are required in order to have better understanding of the lecture. The lecture covers the following topics:

  • Notion of lifetime, censoring and force of mortality
  • Counting processes and their corresponding martingale
  • Nelson-Aalen estimator of force of mortality
  • Parametric models of force of mortality
  • Cox proportional model and partial likelihood
  • Statistical testing and its goodness-of-fit tests

Contact Persons

Pika Silvianti - 08568081287 - pikasilvianti@gmail.com

Rahma Anisa - 08567655288 - r.rahma.anisa@gmail.com

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