Skip to contents Hakim, Arief [Author]; Syuhada, Khreshna [Author] Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/11/2/35/pdf?version=1675913026 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 2 vom: Feb., Artikel-ID 35, Seite 1-45 Syuhada, Khreshna [Author]; Hakim, Arief [Author]; Sari, Suci [Author] The combined stop-loss and quota-share reinsurance : conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/9/7/125/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 7 vom: Juli, Artikel-ID 125, Seite 1-21 Syuhada, Khreshna [Author]; Hakim, Arief [Author]; Sari, Suci [Author] The combined stop-loss and quota-share reinsurance: Conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Syuhada, Khreshna [Author]; Neswan, Oki [Author]; Parulian, Josaphat, Bony [Author] Estimating copula-based extension of tail value-at-risk and its application in insurance claim Articles View online Schließen > Access https://www.mdpi.com/2227-9091/10/6/113/pdf?version=1653904512 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Risks ; 10(2022), 6 vom: Juni, Artikel-ID 113, Seite 1-26 Sari, Suci Fratma [Author]; Hakim, Arief [Author]; Magdalena, Ikha [Author]; Syuhada, Khreshna [Author] Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/16/2/95/pdf?version=1675658734 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of risk and financial management ; 16(2023), 2 vom: Feb., Artikel-ID 95, Seite 1-20 Sari, Suci Fratma [Author]; Hakim, Arief [Author]; Magdalena, Ikha [Author]; Syuhada, Khreshna [Author] Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2023 Khreshna Syuhada Aggregate Risk Model and Risk Measure-Based Risk Allocation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: InPrime Syuhada, Khreshna The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hindawi Limited, 2020 Published in: Journal of Probability and Statistics Khreshna Syuhada Bounds of Adj-TVaR Prediction for Aggregate Risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: InPrime Syuhada, Khreshna A Note on Prediction with Misspecified Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. The Institute for Research and Community Services (LPPM) ITB, 2012 Published in: ITB Journal of Sciences Hakim, Arief; Syuhada, Khreshna Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Risks Syuhada, Khreshna; Hakim, Arief Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: Heliyon Syuhada, Khreshna; Hakim, Arief Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Public Library of Science (PLoS), 2020 Published in: PLOS ONE Syuhada, Khreshna; Saputra, Rizky On prediction interval for independent observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hikari, Ltd., 2015 Published in: Applied Mathematical Sciences Kabaila, Paul; Syuhada, Khreshna The asymptotic efficiency of improved prediction intervals Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Statistics & Probability Letters Kabaila, Paul; Syuhada, Khreshna Improved Prediction Limits For AR(p) and ARCH(p) Processes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2008 Published in: Journal of Time Series Analysis Kabaila, Paul; Syuhada, Khreshna The Relative Efficiency of Prediction Intervals Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: Communications in Statistics - Theory and Methods Josaphat, Bony Parulian; Syuhada, Khreshna Dependent conditional value-at-risk for aggregate risk models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: Heliyon Josaphat, Bony Parulian; Neswan, Oki; Syuhada, Khreshna The copula-based conditional tail moments for new Pareto-type distribution Conference Proceedings View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. AIP Publishing, 2022 Published in: 2021 ASIA-PACIFIC CONFERENCE ON APPLIED MATHEMATICS AND STATISTICS Syuhada, Khreshna; Tjahjono, Venansius; Hakim, Arief Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Risks
Hakim, Arief [Author]; Syuhada, Khreshna [Author] Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/11/2/35/pdf?version=1675913026 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 2 vom: Feb., Artikel-ID 35, Seite 1-45
> Access Full access (via DOI) https://www.mdpi.com/2227-9091/11/2/35/pdf?version=1675913026 Show more show less
Syuhada, Khreshna [Author]; Hakim, Arief [Author]; Sari, Suci [Author] The combined stop-loss and quota-share reinsurance : conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/9/7/125/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 7 vom: Juli, Artikel-ID 125, Seite 1-21
Syuhada, Khreshna [Author]; Hakim, Arief [Author]; Sari, Suci [Author] The combined stop-loss and quota-share reinsurance: Conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Syuhada, Khreshna [Author]; Neswan, Oki [Author]; Parulian, Josaphat, Bony [Author] Estimating copula-based extension of tail value-at-risk and its application in insurance claim Articles View online Schließen > Access https://www.mdpi.com/2227-9091/10/6/113/pdf?version=1653904512 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Risks ; 10(2022), 6 vom: Juni, Artikel-ID 113, Seite 1-26
> Access https://www.mdpi.com/2227-9091/10/6/113/pdf?version=1653904512 Full access (via DOI) Show more show less
Sari, Suci Fratma [Author]; Hakim, Arief [Author]; Magdalena, Ikha [Author]; Syuhada, Khreshna [Author] Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/16/2/95/pdf?version=1675658734 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of risk and financial management ; 16(2023), 2 vom: Feb., Artikel-ID 95, Seite 1-20
> Access Full access (via DOI) https://www.mdpi.com/1911-8074/16/2/95/pdf?version=1675658734 Show more show less
Sari, Suci Fratma [Author]; Hakim, Arief [Author]; Magdalena, Ikha [Author]; Syuhada, Khreshna [Author] Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2023
Khreshna Syuhada Aggregate Risk Model and Risk Measure-Based Risk Allocation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: InPrime
Syuhada, Khreshna The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hindawi Limited, 2020 Published in: Journal of Probability and Statistics
Khreshna Syuhada Bounds of Adj-TVaR Prediction for Aggregate Risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: InPrime
Syuhada, Khreshna A Note on Prediction with Misspecified Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. The Institute for Research and Community Services (LPPM) ITB, 2012 Published in: ITB Journal of Sciences
Hakim, Arief; Syuhada, Khreshna Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Risks
Syuhada, Khreshna; Hakim, Arief Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: Heliyon
Syuhada, Khreshna; Hakim, Arief Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Public Library of Science (PLoS), 2020 Published in: PLOS ONE
Syuhada, Khreshna; Saputra, Rizky On prediction interval for independent observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hikari, Ltd., 2015 Published in: Applied Mathematical Sciences
Kabaila, Paul; Syuhada, Khreshna The asymptotic efficiency of improved prediction intervals Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Statistics & Probability Letters
Kabaila, Paul; Syuhada, Khreshna Improved Prediction Limits For AR(p) and ARCH(p) Processes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2008 Published in: Journal of Time Series Analysis
Kabaila, Paul; Syuhada, Khreshna The Relative Efficiency of Prediction Intervals Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: Communications in Statistics - Theory and Methods
Josaphat, Bony Parulian; Syuhada, Khreshna Dependent conditional value-at-risk for aggregate risk models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: Heliyon
Josaphat, Bony Parulian; Neswan, Oki; Syuhada, Khreshna The copula-based conditional tail moments for new Pareto-type distribution Conference Proceedings View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. AIP Publishing, 2022 Published in: 2021 ASIA-PACIFIC CONFERENCE ON APPLIED MATHEMATICS AND STATISTICS
Syuhada, Khreshna; Tjahjono, Venansius; Hakim, Arief Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Risks
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