PERBANDINGAN METODE BAYESIAN CREDIBILITY THEORY DAN BüHLMANN-STRAUB MODEL DALAM PENENTUAN PREMI ASURANSI KREDIT USAHA RAKYAT

LIZA RACHELYA SAGALA, . (2026) PERBANDINGAN METODE BAYESIAN CREDIBILITY THEORY DAN BüHLMANN-STRAUB MODEL DALAM PENENTUAN PREMI ASURANSI KREDIT USAHA RAKYAT. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Kredit Usaha Rakyat (KUR) berperan penting dalam mendukung pembiayaan Usaha Mikro, Kecil, dan Menengah (UMKM) di Indonesia, namun keberlanjutannya sangat bergantung pada pengelolaan risiko kredit melalui asuransi kredit. Penetapan premi dengan tarif tunggal (flat rate) berpotensi tidak mencerminkan perbedaan risiko antar sektor usaha. Penelitian ini bertujuan membandingkan metode Bayesian Credibility Theory dan Bühlmann-Straub Model dalam penentuan premi asuransi kredit KUR berbasis risiko sektoral. Data yang digunakan adalah data sekunder KUR tahun 2023 yang dikelompokkan ke dalam sektor pertanian, perdagangan, dan industri kecil. Kedua metode digunakan untuk mengestimasi probabilitas gagal bayar (Probability of Default/PD) dan premi asuransi kredit. Perbandingan kinerja dilakukan menggunakan Mean Squared Error (MSE), bias, dan Credibility Weighted Mean Squared Error (CWMSE). Hasil penelitian menunjukkan bahwa kedua metode menghasilkan estimasi premi yang konsisten, namun metode Bayesian Credibility Theory memberikan akurasi dan stabilitas estimasi yang sedikit lebih baik. Penelitian ini diharapkan dapat menjadi dasar penetapan premi berbasis risiko dalam asuransi kredit KUR. *********** The People’s Business Credit (KUR) program plays an important role in supporting financing for Micro, Small, and Medium Enterprises (MSMEs) in Indonesia; however, its sustainability depends on effective credit risk management through credit insurance. The use of a flat premium rate may fail to reflect differences in risk across economic sectors. This study aims to compare the Bayesian Credibility Theory and the B¨uhlmann–Straub model in determining sector-based credit insurance premiums for KUR. The study uses secondary KUR data from 2023, classified into the agricultural, trade, and small industrial sectors. Both methods are applied to estimate the Probability of Default (PD) and credit insurance premiums. The comparison is conducted using Mean Squared Error (MSE), bias, and Credibility Weighted Mean Squared Error (CWMSE). The results indicate that both methods produce consistent premium estimates; however, the Bayesian Credibility Theory shows slightly better accuracy and estimation stability. This study is expected to support the implementation of risk-based pricing in KUR credit insurance.

Item Type:	Thesis (Sarjana)
Additional Information:	1.) Drs. Sudarwanto, M.Si., DEA. 2.) Ibnu Hadi, M.Si.
Subjects:	Sains > Matematika
Divisions:	FMIPA > S1 Matematika
Depositing User:	Liza Rachelya Sagala .
Date Deposited:	09 Feb 2026 07:19
Last Modified:	09 Feb 2026 07:19
URI:	http://repository.unj.ac.id/id/eprint/65158

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