• Source: Scopus
  • Calculated based on no. of publications stored in Pure and citations from Scopus
20122020

Research output per year

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  • 2019

    Risk measurement for insurance sector with credible tail value-at-risk

    Alwie, F., Novita, M. & Sari, S. F., 4 Dec 2019, Proceedings of the International Conference on Mathematical Sciences and Technology 2018, MathTech 2018: Innovative Technologies for Mathematics and Mathematics for Technological Innovation. Yatim, Y. M., Ahmad, S., Ismail, M. T., Ali, M. K. M., Rahman, R. A., Sulaiman, H., Ramli, N., Ahmad, N. A. & Abdullah, F. A. (eds.). American Institute of Physics Inc., 050039. (AIP Conference Proceedings; vol. 2184).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Open Access
  • Risk measurement for investment using Tail Variance Premium and Tail Standard Deviation premium

    Lukito, C., Novita, M. & Sari, S. F., 4 Dec 2019, Proceedings of the International Conference on Mathematical Sciences and Technology 2018, MathTech 2018: Innovative Technologies for Mathematics and Mathematics for Technological Innovation. Yatim, Y. M., Ahmad, S., Ismail, M. T., Ali, M. K. M., Rahman, R. A., Sulaiman, H., Ramli, N., Ahmad, N. A. & Abdullah, F. A. (eds.). American Institute of Physics Inc., 050040. (AIP Conference Proceedings; vol. 2184).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Open Access
  • 2017

    Extreme value theory (EVT) application on estimating the distribution of maxima

    Ramadhani, F. A., Nurrohmah, S. & Novita, M., 10 Jul 2017, International Symposium on Current Progress in Mathematics and Sciences 2016, ISCPMS 2016: Proceedings of the 2nd International Symposium on Current Progress in Mathematics and Sciences 2016. Sugeng, K. A., Triyono, D. & Mart, T. (eds.). American Institute of Physics Inc., 030156. (AIP Conference Proceedings; vol. 1862).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Open Access
    1 Citation (Scopus)
  • Pricing unit-linked insurance with guaranteed benefit

    Iqbal, M., Novkaniza, F. & Novita, M., 10 Jul 2017, International Symposium on Current Progress in Mathematics and Sciences 2016, ISCPMS 2016: Proceedings of the 2nd International Symposium on Current Progress in Mathematics and Sciences 2016. Sugeng, K. A., Triyono, D. & Mart, T. (eds.). American Institute of Physics Inc., 030139. (AIP Conference Proceedings; vol. 1862).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review