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Sains Malaysiana 48(3)(2019):
697–701 http://dx.doi.org/10.17576/jsm-2019-4803-24
Markov Chain Model and Stationary Test: A
Case Study on Malaysia Social Security (SOCSO) (Model Rantaian
Markov dan Ujian
Kepegunan: Suatu Kajian Kes terhadap
Keselamatan Sosial
Malaysia (PERKESO)) SHAMSHIMAH SAMSUDDIN1*
& NORISZURA ISMAIL2 1Pusat Pengajian Sains Aktuari, Fakulti Sains dan Teknologi,
Universiti Teknologi
MARA, 40450 Shah Alam, Selangor Darul
Ehsan, Malaysia 2Pusat Pengajian Matematik, Fakulti Sains dan
Teknologi, Universiti
Kebangsaan Malaysia, 43600 UKM Bangi,
Selangor Darul Ehsan, Malaysia Received:
12 May 2017/Accepted: 14 December 2018 ABSTRACT Recently, the Markov chain model,
which is a model that depends on the probability of transition,
has been widely used in areas related to health problems. This
article aims to build the yearly transition model for the health
state of workers who contribute under the Employment Injury Scheme
(EIS) SOCSO in
Malaysia using the Markov chain model. In addition, the stationary
test is carried out to confirm whether the model can be used for
the projection of transition probabilities of the contributors’
health levels. Keyworkds: Markov
chain; stationary; transition probabilities ABSTRAK Sejak kebelakangan ini, model rantaian Markov, iaitu suatu model yang bergantung kepada kebarangkalian peralihan, telah banyak digunakan dalam bidang berkaitan
masalah kesihatan.
Kertas ini bertujuan
untuk membina
model peralihan tahunan bagi tahap kesihatan
pekerja yang mencarum
di bawah Skim Bencana Pekerjaan (SBP) PERKESO di
Malaysia menggunakan model rantaian
Markov. Selain itu,
ujian kepegunan dijalankan untuk mengesahkan sama ada model yang diperoleh boleh digunakan untuk pengunjuran kebarangkalian peralihan bagi tahap kesihatan
pencarum. Kata kunci: Kebarangkalian
peralihan; kepegunan;
rantaian Markov REFERENCES
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3rd edition. San Diego: Academic Press. *Corresponding author; email: shamshimah@tmsk.uitm.edu.my
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