Estimasi nilai value at risk portofolio menggunakan metode t-copula

Pengukuran risiko pasar pada portofolio saham yang dikelola oleh PT XYZ (Persero) = Measuring market risk in portfolio of stock managed by PT KYZ (Persero) / Eko Andriyanto Prakasa

Pengukuran risiko pasar portofolio saham PT XYZ dengan value at risk dan expected shortfall model volatilitas GARCH = Market risk measurement of PT XYZ's stocks portofolio with value at risk and expected shortfall on GARCH volatility model

Pengukuran Operational Value at Risk dengan metode Loss Distribution Approach-Actuarial Model pada klaim kecelakaan PT Jasa Raharja (Persero) = operational value at risk measurement on accident claim in Jasa Raharja company by loss distribution approach - actuarial model

Penggunaan copula dalam mengestimasi value at risk dari indeks papan utama dan indeks papan pengembangan dengan metode simulasi monte carlo = Copula usage for estimating value at risk of IDX main board index and IDX development board index by monte carlo simulation