Mila Novita
Mila Novita
Dosen Matematika, Universitas Indonesia
Verified email at sci.ui.ac.id
Title
Cited by
Cited by
Year
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
102005
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
22017
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
12018
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
12018
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
Using Jeffrey prior information to estimate the shape parameter k of Burr distribution
AR Hakim, M Novita, I Fithriani
Journal of Physics: Conference Series 1218 (1), 012042, 2019
2019
Mean Squared Error Metode Chain Ladder, Bornhuetter-Ferguson, dan Benktander dalam Prediksi Cadangan Klaim Asuransi Umum
M Novita, S Triana, SF Sari
Jurnal Riset dan Aplikasi Matematika (JRAM) 2 (2), 93-100, 2018
2018
PEMILIHAN PORTOFOLIO OPTIMAL MENGGUNAKAN PERSAMAAN HAMILTON-JACOBI-BELLMAN DENGAN BATASAN VALUE-AT-RISK
D Ayuningtyas, M Novita, I Fithriani
Seminar Nasional Matematika 2017 12 (Jurusan Matematika, FTIS - UNPAR), MS-8 …, 2017
2017
Pricing Unit-Linked Insurance with Guaranteed Benefit
M Iqbal, S Nurrohmah, M Novita
AIP Conference Proceedings 1862, 030139 (2017) 1862 (American Institute of …, 2017
2017
Students Guide Book: Linear Algebra
A Wibowo, D Widya, F Novkaniza, H Burhan, M Novita, N Hariadi, ...
2012
Study of Saccharomyces Cerevisiae Concentration Dependence on the Bioethanol Production Using Rotary Evaporator
EI Retnowati, H Zulaika, M Novita
DYNAMIC ANALYSIS OF STOCK PRICE INDEX AND EXCHANGE RATE USING VECTOR AUTOREGRESSION (VAR)
M Novita, ND Nachrowi
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