Pengukuran resiko banking fraud dengan pemodelan extreme value theory dan loss distribution approach: Studi kasus bank "X"

Analisis perhitungan operational value at risk klaim kecelakaan kerja BPJS ketenagakerjaan dengan loss distribution approach-aggregation method dan extreme value theory- generalized pareto distribution = Analysis of operational value at risk for work accident claim at BPJS ketenagakerjaan using loss distribution approach-aggregation method and extreme value theory-generalized pareto distribution

Analisis penentuan Risk Based Capital (RBC) dengan pendekatan loss distribulion approach dan extreme value theory ( studi kasus PT. Reasuransi Intemasional Indonesia divisi Syariah ) = Risk Based Capital (RBC) analysis with loss distribution approach and extreme value theory. study on PT Reasuransi Intemational Indonesia, sharia division

Evalasi validitas dengan model darusi dan extreme value theory

Analisis penggunaan gaussian mixture model sebagai estimasi distribusi severitas pada loss distribution approach untuk risiko operasional = Analysis of using gaussian mixture model to estimated loss severity distribution of loss distribution approach for operational risk