Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. - Khreshna Syuhada; Venansius Tjahjono; Arief Hakim (Appl. Soft Comput., 2023)

Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. - Khreshna Syuhada; Venansius Tjahjono; Arief Hakim (Appl. Math. Comput., 2024)