Penentuan Nilai Kontrak Asuransi Usaha Tani Tanaman Kopi Arabika Berbasis Indeks Harga Internasional

Abstract

Kopi merupakan salah satu komoditas unggulan ekspor Indonesia. Usaha tani tanaman kopi arabika di Kecamatan Kintamani memiliki risiko kerugian yang tinggi. Tujuan penelitian ini yaitu mengetahui keterkaitan harga internasional kopi arabika dengan harga kopi arabika di tingkat produsen (petani) dan menentukan besaran premi serta nilai pertanggungan. Data yang dipergunakan yaitu harga internasional kopi arabika, harga kopi arabika tingkat produsen (petani), kurs mata uang IDR-US$, suku bunga Bank Indonesia, inflasi tahunan, dan data biaya produksi (input) usaha tani kopi arabika per tahun/Ha. Hasil analisis data menunjukkan bahwa harga internasional kopi arabika berkorelasi sangat kuat terhadap harga kopi arabika di tingkat produsen (r=0,87) pada bulan Nopember. Perubahan harga internasional kopi arabika (x) berpengaruh positif terhadap perubahan harga kopi arabika di tingkat produsen (y) yang dinyatakan dengan persamaan regresi linier sederhana 1,031x – 2282,150 (R² = 0,7503). Hasil uji normalitas menggunakan metode Kolmogorov-Smirnov (K-S) menunjukkan log data harga internasional kopi arabika yang dijadikan basis indeks harga internasional berdistribusi normal (K-S=0,864), kemudian dilanjutkan dengan penentuan besaran premi dan besaran pertanggungan asuransi. Berdasarkan metode Black-Scholes terdapat enam pilihan nilai premi yang ditawarkan mulai dari persentil ke 5, 10, 15, 20, 25, 30 yaitu Rp. 226.781, Rp. 263.034, Rp. 293.666, Rp. 321.458, Rp. 347.470, Rp. 372.238 untuk nilai pertanggungan sebesar Rp. 19.539.567 tiap satu masa kontrak.

Coffee is one of Indonesia's main export commodities. Arabica coffee farm business has a high risk of loss and the government is obliged to give protection to farmers in the form of subsidy of premium. The purpose of this research to know the procedure of pricing the value of the contract of arabica coffee farm business insurance based on international price index and the amount of premium and the sum of coverage. The data used are the international price of arabica coffee, the price of arabica coffee at the producer level (farmer), the exchange rate of US$ -IDR, the Bank Indonesia rate, the annual inflation, and the production cost of arabica coffee per year. The result of data analysis showed that the international price of arabica coffee is highly correlated to arabica coffee price at the producer level (r = 0,87). The international price change of arabica coffee (y) has a positive effect on the change of arabica coffee price at producer level (x) which is expressed by simple linear regression equation y = 1,031x - 2282,150 (R² = 0,7503). The result of normality test using Kolmogorov-Smirnov (K-S) method, shows that arabica coffee price data which is used as the base of international price index are normal distributed (K-S = 0,997), therefore Black-Scholes method can be used to pricing premium and insurance coverage. Based on the Black-Scholes method there are six choices of premium value offered for the sum insured of Rp. 19.539.567 per one contract period.