Evaluasi perbandingan value at risk harga saham dengan menggunakan metode variance covariance dan historical simulation terhadap ketentuan faktor risiko saham dalam penentuan batas tingkat solvabilitas minimum perusahaan asuransi (studi kasus pada PT Asuransi Jiwa XYZ) = Comparison evaluation of value at risk using variance covariance methodology and historical simulation methodology toward the simulation of share risk factor in determining minimum solvability rate limit in insurance company (a case study in PT. XYZ Life Insurance)

Financial risk management : a practitioner's guide to managing market and credit risk / Steven Allen

The AMA handbook of financial risk management

Risk management and financial institutions

Proses variance gamma dan penerapannya dalam perhitungan value-at-risk = Variance gamma process and its application for calculating value at risk