GENERALISASI COPULA FARLIE-GUMBEL-MORGENSTERN DAN PENERAPANNYA UNTUK MENENTUKAN HARGA NET SINGLE PREMI PADA ASURANSI PERTANIAN DI INDONESIA; ( THE GENERALIZATION OF FARLIE-GUMBEL-MORGENSTERN COPULAS AND ITS APPLICATION FOR PRICING OF NET SINGLE PREMIUM ON CROP INSURANCE IN INDONESIA )

APRIYANTO, Adhitya Ronnie Effendie

2014 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

Farlie-Gumbel-Morgenstern (FGM) parametric copula is modified to nonparametric copula. The parameter of FGM copula is changed to a continue differentiable function which is not a null function. Forms of Spearman’s rho and Kendall’s tau are given to know the different between FGM copula and the generalized FGM copula. The value of Spearman’s rho from generalized FGM copula is on interval [?3 4 , 1]. Simulation of pricing of net single premi in crop insurance is given to see the application of this generalized FGM copula.

Kata Kunci : FGM Copulas, Spearman’s rho, Kendall’s tau, Crop Insurance, Net Single Premium