Search Results - person:"Hakim, Arief"

Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium

Sari, Suci Fratma; Hakim, Arief; Magdalena, Ikha; … - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-20

This paper investigates an optimal reinsurance policy using a risk model with dependent claim and insurance premium by assuming that the insurance premium is random. Their dependence structure is modeled using Sarmanov's bivariate exponential distribution and the Farlie-Gumbel-Morgenstern (FGM)...

Persistent link: https://www.econbiz.de/10014332842

Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium

Sari, Suci Fratma; Hakim, Arief; Magdalena, Ikha; … - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-20

This paper investigates an optimal reinsurance policy using a risk model with dependent claim and insurance premium by assuming that the insurance premium is random. Their dependence structure is modeled using Sarmanov’s bivariate exponential distribution and the Farlie–Gumbel–Morgenstern...

Persistent link: https://www.econbiz.de/10014305958

Dependent metaverse risk forecasts with heteroskedastic models and ensemble learning

Syuhada, Kreshna; Tjahjono, Venansius; Hakim, Arief - In: Risks : open access journal 11 (2023) 2, pp. 1-25

Metaverses have been evolving following the popularity of blockchain technology. They build their own cryptocurrencies for transactions inside their platforms. These new cryptocurrencies are, however, still highly speculative, volatile, and risky, motivating us to manage their risk. In this...

Persistent link: https://www.econbiz.de/10014234332

Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach

Hakim, Arief; Syuhada, Khreshna - In: Risks : open access journal 11 (2023) 2, pp. 1-45

Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other...

Persistent link: https://www.econbiz.de/10014234393

Farmer field schools for improving economic sustainability performance of Indonesian vegetable production

Mariyono, Joko; Dewi, Hanik Anggraeni; Daroini, Putu Bagus - In: The international journal of productivity and … 71 (2022) 4, pp. 1188-1211

Persistent link: https://www.econbiz.de/10013365794

Risk quantification and validation for green energy markets : new insight from a credibility theory approach

Syuhada, Khreshna; Hakim, Arief - In: Finance research letters 62 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10014530904

Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives

Syuhada, Khreshna; Hakim, Arief; Suprijanto, Djoko - In: Energy economics 129 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014558988

The combined stop-loss and quota-share reinsurance: Conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer

Syuhada, Khreshna; Hakim, Arief; Sari, Suci - In: Risks 9 (2021) 7, pp. 1-21

In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In this paper, we aim to explore a combination of these...

Persistent link: https://www.econbiz.de/10013200791

The combined stop-loss and quota-share reinsurance : conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer

Syuhada, Khreshna; Hakim, Arief; Sari, Suci - In: Risks : open access journal 9 (2021) 7, pp. 1-21

Persistent link: https://www.econbiz.de/10012598952

Farmer field schools for improving economic sustainability performance of Indonesian vegetable production

Mariyono, Joko; Dewi, Hanik Anggraeni; Daroini, Putu Bagus - In: International Journal of Productivity and Performance … 71 (2020) 4, pp. 1188-1211

Purpose: A research and development project disseminated ecological technologies to approximately 3,250 vegetable farmers through farmer field schools (FFS) in four districts of Bali and East Java provinces of Indonesia. This article aims to assess the economic sustainability of vegetable...

Persistent link: https://www.econbiz.de/10012412092