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Agna Olivia
Institution:
President University
Observed institution:
President University
ORCID:
0009-0002-0561-6042
Observed ORCID:
0009-0002-0561-6042
OpenAlex ID:
A5114284310
Estimation of Value at Risk for General Insurance Company Stocks Using the Garch Model
2025
·
Edwin Setiawan Nugraha
, Agna Olivia
, et al.
·
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN
·
2
Forecasting PT Bank Central Asia Tbk Stock Price Using ARIMA Model
2023
·
Agna Olivia
, Edwin Setiawan Nugraha
·
Journal of Actuarial, Finance, and Risk Management.
·
2
PDF
Application of the Random Forest Algorithm for Estimating Conditional Value at Risk (cvar) on the Stock Portfolio of Insurance Companies in Indonesia
2026
·
Purwanto Purwanto
, Agna Olivia
·
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN
PDF
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Works count:
3
Citation count:
4
H-index:
2
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