Browsing السيرة الداتية by Author "Ismail, Noriszura"
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A comparative study on value at risk and conditional value at risk with an application to the Malaysian financial market
Mohamed, Mohamed; Ismail, Noriszura; Razali, Ahmad (African Journal of Business Management, 2012-03-14)Value at risk (VaR) and conditional value at risk (CVaR) are frequently used as risk measures in risk management. VaR estimates the maximum expected loss over a given time period at a given acceptance level, whereas CVaR ... -
Approximation of Aggregate Losses Using Simulation
Mohamed, Mohamed; Razali, Ahmad; Ismail, Noriszura (Journal of Mathematics and Statistics, 2010)Problem statement: The modeling of aggregate losses is one of the main objectives in actuarial theory and practice, especially in the process of making important business decisions regarding ... -
Own Damage, Third Party Property Damage Claims and Malaysian Motor Insurance: An Empirical Examination
Mohamed, Mohamed; Ismail, Hamizun; Razali, Ahmad; Ismail, Noriszura; Ganiyat, Adesina (Australian Journal of Basic and Applied Sciences, 2011)Risk is an indication of uncertainty about variability in the outcomes around some expected values. One can concludes that risk has its cost which depends on the level of uncertainty about the variability surrounding the ...