Mila Novita
Mila Novita
Dosen Matematika, Universitas Indonesia
Email yang diverifikasi di sci.ui.ac.id
Judul
Dikutip oleh
Dikutip oleh
Tahun
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
92005
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
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
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