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 SAMSUDDIN^1* & 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

Diserahkan: 12 Mei 2017/Diterima: 14 Disember 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

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*Pengarang untuk surat-menyurat; email: shamshimah@tmsk.uitm.edu.my