Anisotropy variations in the continental crust of Central – East Java region, Indonesia from local shear wave splitting

Muttaqy, Faiz; Nugraha, Andri Dian; Syuhada, Syuhada; Mori, James; Puspito, Nanang T.; Sasmi, Annisa Trisnia; Supendi, Pepen; Rohadi, Supriyanto

doi:10.1016/j.jseaes.2023.105632

Cited by 2 publications

(1 citation statement)

References 53 publications

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“…The effect of the geographical location of each province in Indonesia on the price of the RCBs is also something that can be discussed further. Geologically, the territory of Indonesia is above the earth's surface, where the world's plates meet underneath [38][39][40]. In particular, this is the territory of Indonesia which is located around the state border line in the south, such as the provinces of Aceh, North Sumatra, West Sumatra, South Sumatra, Banten, West Java, Central Java, East Java, Bali, West Nusa Tenggara, and East Nusa Tenggara .…”

Section: The Effect Of Geographical Location Of Provinces In Indonesi...mentioning

confidence: 99%

A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces

Sukono,

Napitupulu,

Riaman

et al. 2023

Mathematics

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The national scale of catastrophic losses risk linked to state catastrophe bonds (SCB) is enormous. It can reduce investors’ interest in buying them because the capital required and the loss probability are also significant. To overcome this, the SCB can be made on a smaller regional scale, known as a regional catastrophe bond (RCB). Through RCBs, the catastrophic loss risk investors bear becomes smaller, which can increase investors’ interest in buying them. Unfortunately, RCB issuance faced a fundamental obstacle, where its complex pricing model needed further study. Therefore, this study aims to model it. The model uniquely involves the inflation rate modeled using the Fisher equation and the nonbinary scheme of coupon and redemption value payments modeled by a compound Poisson process. In addition, the model is applied to Indonesia’s catastrophe data, resulting in all provinces’ RCB price estimation and the effects of several variables on RCB price. This research can guide the RCB pricing process of the country’s regions. The estimated RCB prices can be used by Indonesia’s government if RCBs are to be issued one day. Finally, the effects of the inflation rate, catastrophe intensity, and geographical location on RCB prices can guide investors in selecting bond portfolios.

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Section: The Effect Of Geographical Location Of Provinces In Indonesi...mentioning

confidence: 99%

A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces

Sukono,

Napitupulu,

Riaman

et al. 2023

Mathematics

View full text Add to dashboard Cite

show abstract

Lithospheric mantle dynamics in Central and East Java Region, Indonesia from local shear wave splitting measurements

Muttaqy,

Syuhada,

Nugraha

et al. 2023

Journal of Geodynamics

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Anisotropy variations in the continental crust of Central – East Java region, Indonesia from local shear wave splitting

Cited by 2 publications

References 53 publications

A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces

A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces

Lithospheric mantle dynamics in Central and East Java Region, Indonesia from local shear wave splitting measurements

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