Price prediction of Asian option contracts in stocks using the Monte Carlo and volatility models von Rusyda, Hasna Afifah, Noviyanti, Lienda, Indrayatna, Fajar, Aditya, Ryandra Keenan

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Predicting future inflation in Indonesia using Dynamic Model Averaging (DMA) von Sari, Shania Puspita, Ginanjar, Irlandia, Noviyanti, Lienda

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An empirical Bayesian and Buhlmann approach with non-homogenous Poisson process von Lienda, Noviyanti

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Optimal Retention for a Quota-Share Reinsurance von Noviyanti, Lienda, Soleh, Achmad Zanbar, Chadidjah, Anna, Rusyda, Hasna Afifah

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Retention for Stoploss reinsurance to minimize VaR in compound Poisson-Lognormal distribution von Soleh Achmad Zanbar, Lienda, Noviyanti, Nurrahmawati Irma

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Cadangan Prospektif Produk Asuransi Jiwa Endowment dengan Metode Gross Premium Valuation von Eurico, David, Kezia, Sandra, Noviyanti, Lienda, Soleh, Achmad Zanbar

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Predicting future inflation in Indonesia using Dynamic Model Averaging (DMA) von Shania Puspita Sari, Irlandia Ginanjar, Lienda Noviyanti

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PREMI ASURANSI PENDIDIKAN DENGAN MEMPERHITUNGKAN PENGARUH WAIVER OF PREMIUM DAN RETURN OF CASH VALUE von Suherman, Sandi Nurhibatulloh, ZANBAR SOLEH, ACHMAD, NOVIYANTI, LIENDA, INDRAYATNA, FAJAR

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Optimal reinsurance based on compound Poisson distribution von Chadidjah, Anna, Noviyanti, Lienda, Zanbar Soleh, Achmad

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Optimal reinsurance using the expected shortfall von Noviyanti, Lienda, Zanbar Soleh, Achmad, Chadidjah, Anna

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Estimation of value at risk in currency exchange rate portfolio using asymmetric GJR-GARCH Copula von Nurrahmat, Mohamad Husein, Noviyanti, Lienda, Bachrudin, Achmad

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Black-Litterman model on non-normal stock return (Case study four banks at LQ-45 stock index) von Mahrivandi, Rizki, Noviyanti, Lienda, Setyanto, Gatot Riwi

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Modelling the prevalence of stunting toddlers using spatial autoregressive with instrument variable and S-estimator

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Pricing the property claim service (PCS) catastrophe insurance options using gamma distribution von Noviyanti, Lienda, Soleh, Achmad Zanbar, Setyanto, Gatot R.

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The European style arithmetic Asian option pricing with stochastic interest rate based on Black Scholes model von Winarti, Yuyun Guna, Noviyanti, Lienda, Setyanto, Gatot R.

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Estimation Claims Reserving Based on Archimedean Copula von Noviyanti, Lienda, Hasna Afifah, R, Zanbar Soleh, A., Chadidjah, Anna

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Portfolio return using Black-litterman single view model with ARMA-GARCH and Treynor Black model von Arisena, Adri, Noviyanti, Lienda, Achmad Zanbar, S

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Application of selection and estimation regular vine copula on go public company share von Hasna Afifah, R, Noviyanti, Lienda, Bachrudin, Achmad

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Estimate capital for operational risk using peak over threshold method

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