Dynamic Analysis of the Stock Price Index and the Exchange Rate Using Vector Autoregression (VAR): An Empirical Study of the Jakarta Stock Exchange 2001-2004 M Novita, DN Nachrowi Journal of Economics and Finance in Indonesia 53 (3), 263-278, 2005 | 9 | 2005 |

Extreme value theory (EVT) application on estimating the distribution of maxima F Ramadhani, S Nurrohmah, M Novita AIP Conference Proceedings 1862, 030156 (2017) 1862 (American Institute of …, 2017 | 2 | 2017 |

A Comparison of the Bayesian Method under Symmetric and Asymmetric Loss Functions to Estimate the Shape Parameter K of Burr Distribution I Fithriani, AR Hakim, M Novita Journal of Physics: Conference Series 1108 (1), 012053, 2018 | 1 | 2018 |

Optimal Portfolio Selection with Regime-Switching Hamilton-Jacobi-Bellman (HJB) Equation and Maximum Value-at-Risk (MVaR) Constraint F Setyani, M Novita, M Malik Journal of Physics: Conference Series 1108 (1), 012070, 2018 | 1 | 2018 |

Discrete Weibull-geometric distribution YO Mabel, M Novita, S Nurrohmah Journal of Physics: Conference Series 1725 (1), 012033, 2021 | | 2021 |

The measure strength of predictive in the poisson regression model with regression correlation coefficient case study of maternal mortality rate in Central Java Province in 2015 K Nisa, S Nurrohmah, M Novita Journal of Physics: Conference Series 1725 (1), 012090, 2021 | | 2021 |

Real time prediction of four main food commodities in Indonesia and the mapping based on autoregressive integrated moving average model RF Dianco, M Novita Journal of Physics: Conference Series 1725 (1), 012023, 2021 | | 2021 |

Performance evaluation of the Bühlmann credibility approach in predicting mortality rates DA Harjani, S Nurrohmah, M Novita Journal of Physics: Conference Series 1725 (1), 012095, 2021 | | 2021 |

The Benktander claim reserving method, combining chain ladder method and Bornhuetter-Ferguson method using optimal credibility S Triana, M Novita, SF Sari Journal of Physics: Conference Series 1725 (1), 012087, 2021 | | 2021 |

Gini Shortfall: A Gini mean difference-based risk measure AJ Eugene, M Novita, S Nurrohmah Journal of Physics: Conference Series 1725 (1), 012094, 2021 | | 2021 |

Properties of Burr distribution and its application to heavy-tailed survival time data AR Hakim, I Fithriani, M Novita Journal of Physics: Conference Series 1725 (1), 012016, 2021 | | 2021 |

Application of credible value at risk in predicting Indonesia’s stock market return R Pangestika, M Novita, S Nurrohmah Journal of Physics: Conference Series 1725 (1), 012028, 2021 | | 2021 |

Lindley–exponential slash distribution M Dwiki, S Nurrohmah, M Novita Journal of Physics: Conference Series 1725 (1), 012093, 2021 | | 2021 |

Simulation of mortality immunization for life insurance companies in Indonesia using duration and convexity approach A Wibisana, M Novita Journal of Physics: Conference Series 1725 (1), 012082, 2021 | | 2021 |

Multivariate Bühlmann-Straub credibility model for claim reserving VT Winarta, M Novita, S Nurrohmah Journal of Physics: Conference Series 1725 (1), 012026, 2021 | | 2021 |

Determination of net premium rates on Bonus-Malus system based on frequency and severity distribution AS Pratama, S Nurrohmah, M Novita Journal of Physics: Conference Series 1442 (1), 012034, 2020 | | 2020 |

Risk measurement for insurance sector with credible tail value-at-risk F Alwie, M Novita, SF Sari AIP Conference Proceedings 2184 (1), 050039, 2019 | | 2019 |

Risk measurement for investment using Tail Variance Premium and Tail Standard Deviation premium C Lukito, M Novita, SF Sari AIP Conference Proceedings 2184 (1), 050040, 2019 | | 2019 |

Effect of Maggot-Based Feed on Carbohydrate and Protein Content of Catfish Processed Products M Sulistyoningsih, R Rakhmawati, EI Retnowati, M Novita Journal of Physics: Conference Series 1179 (1), 012185, 2019 | | 2019 |

Optimal reinsurance contracts under the reinsurer’s risk constraint with VaR risk measures E Jingga, M Novita, S Nurrohmah Journal of Physics: Conference Series 1218 (1), 012023, 2019 | | 2019 |