The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability

by Khreshna Syuhada
Published 2020-01-01

Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies.

by Khreshna Syuhada, Arief Hakim
Published 2020-01-01

Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account

by Khreshna Syuhada, Arief Hakim
Published 2021-10-01

Dependent conditional value-at-risk for aggregate risk models

by Bony Parulian Josaphat, Khreshna Syuhada
Published 2021-07-01

The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer

by Khreshna Syuhada, Arief Hakim, Suci Sari
Published 2021-07-01

Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach

by Khreshna Syuhada, Risti Nur’aini, Mahfudhotin
Published 2020-01-01

Prediction Limits for Poisson INAR(1) Process

by Khreshna Syuhada, Abdulhamid Alzaid, Salah Djemili
Published 2015-06-01

On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk

by Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada
Published 2021-01-01

Covid-19 risk data during lockdown-like policy in Indonesia

by Khreshna Syuhada, Aqilah Wibisono, Arief Hakim, Fida Addini
Published 2021-04-01

Statistical Risk Characteristics and Risk Scoring of Hospital-Acquired Malnutrition for Pediatric Patients

by Khreshna Syuhada, Dessie Wanda, Risti Nur’aini, Chairun Ardiantari, Ayu Susilo
Published 2020-01-01