UEMAS | UTHM Expert

ISAUDIN BIN ISMAIL
isaudin@uthm.edu.my
View Curriculum Vitae

Scopus ID 58548299500
Researcher ID / PUBLONS AAY-8503-2021
Orcid ID 0000-0002-1966-1672
Lens ID 344099605
H-index (Scopus) 1
Citation (Scopus) 2

Note : H-index and Citation are based on current records accessed through the Scopus API.

List Of Active Publication

	Journal Article : CAPITAL REQUIREMENT FOR NON-LIFE INSURANCE INDUSTRY USING D-VINE COPULA: AN EMPIRICAL EVIDENCE FROM MALAYSIA 2024, 19929986, Penulis Utama - Corresponding Author, https://www.iaeng.org/IJAM/issues_v54/issue_8/IJAM_54_8_26.pdf
	Journal Article : A COMPREHENSIVE REVIEW ON THE DEVELOPMENT OF COPULAS IN FINANCIAL FIELD 2023, 10641246, Penulis Utama - Corresponding Author, https://content.iospress.com/articles/journal-of-intelligent-and-fuzzy-systems/ifs223481
	Journal Article : CURRENCY EXCHANGE PORTFOLIO RISK ESTIMATION USING COPULA-BASED VALUE AT RISK AND CONDITIONAL VALUE AT RISK 2023, 19929978, Penulis Utama - Corresponding Author, https://www.iaeng.org/IJAM/issues_v53/issue_3/IJAM_53_3_16.pdf
	Conference / Seminar : ANALYSIS OF INVESTMENT PERFORMANCE OF MALAYSIA'S STOCK MARKET DURING COVID-19 PANDEMIC 2023, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : ANALYSIS OF PERFORMANCE BETWEEN ISLAMIC AND CONVENTIONAL STOCK PORTFOLIOS IN MALAYSIA 2022, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : VOLATILITY ESTIMATION OF ISLAMIC AND CONVENTIONAL STOCK PRICES USING GARCH METHOD 2022, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : A STUDY ON VOLATILITY AND TAIL RISK OF SMALL-CAP COMPANIES IN COMPARISON TO BIG-CAP COMPANIES 2022, 27736385, Penulis Utama - Corresponding Author,
	General Publication : MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA - KOMPILASI UCAPAN SAHABAT-SAHABAT YANG DIRAIKAN 2022, -, Pengumpul Bahan, https://www.youtube.com/watch?v=gzC1w4pf9xA&t=6s
	General Publication : VIDEO KENANGAN MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA 2022, -, Pengumpul Bahan, https://www.youtube.com/watch?v=RS-fCQ9fcsc
	General Publication : VIDEO MONTAJ - MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA 2021, -, Penulis Bersama - Co-Author, https://www.youtube.com/watch?v=W74SeDC988s
	General Publication : SEJAMBAK KASIH, SEKALUNG BUDI, TERUKIR MEMORI, KEKAL ABADI 2020, -, Penulis Bersama - Co-Author, https://fast.uthm.edu.my/sejambak-kasih-sekalung-budi-terukir-memori-kekal-abadi/

List of Collaborators

		Ts. Gs. Dr. KAMARUL RAHIM BIN KAMARUDIN ( 4 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY kamarulr@uthm.edu.my
		Dr. NOR ATIQAH BINTI NORAZLIMI ( 4 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY atiqah@uthm.edu.my
		PROF. MADYA Ts. Dr. MUHAMMAD ABDUL LATIFF BIN ABU BAKAR ( 4 publications ) ASSOCIATE PROFESSOR FACULTY OF APPLIED SCIENCES AND TECHNOLOGY latiff@uthm.edu.my
		PROF. MADYA Ts. Dr. NORAZLIN BINTI ABDULLAH ( 4 publications ) ASSOCIATE PROFESSOR FACULTY OF APPLIED SCIENCES AND TECHNOLOGY norazlinh@uthm.edu.my
		Dr. NORAINI BINTI RUSLAN ( 3 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY rnoraini@uthm.edu.my
		Ts. Dr. FURZANI BINTI PA'EE ( 3 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY furzani@uthm.edu.my
		ENCIK MOHAMMAD ISMAEL BIN MIZAD ( 3 publications ) OPERATIONS ASSISTANT CENTRE FOR DIPLOMA STUDIES ismael@uthm.edu.my
		PUAN NORFARHANA BINTI AHMAD ( 3 publications ) OFFICE SECRETARY norfarhana@uthm.edu.my
		PUAN NURATHIRAH BINTI SOHAIMI ( 3 publications ) OFFICE ASSISTANT FACULTY OF APPLIED SCIENCES AND TECHNOLOGY nurathirah@uthm.edu.my
		Dr. NURUL NADIA BINTI ADNAN ( 3 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY nadia@uthm.edu.my
		ENCIK MOHD HAFIDZ BIN MOHD AMAN ( 1 publications ) CENTRE FOR LANGUAGE STUDIES hafidz@uthm.edu.my
		PROF. MADYA Ts. Dr. ROSMILA BINTI ABDUL KAHAR ( 1 publications ) ASSOCIATE PROFESSOR FACULTY OF APPLIED SCIENCES AND TECHNOLOGY rosmila@uthm.edu.my
		Dr. KEK SIE LONG ( 1 publications ) SENIOR LECTURER FACULTY OF APPLIED SCIENCES AND TECHNOLOGY slkek@uthm.edu.my
		PUAN SITI ZARAH BINTI IMAM TOHIT ( 1 publications ) sitizarah@uthm.edu.my
		ENCIK MOHAMAD KHIDIR BIN MOHD IBRAHIM ( 1 publications ) LAB. ASSISTANT khidir@uthm.edu.my
		PROF. MADYA Dr. KAVIKUMAR S/O JACOB ( 1 publications ) FACULTY OF APPLIED SCIENCES AND TECHNOLOGY kavi@uthm.edu.my
		PUAN NORHAFIZAM BINTI MOHAMED YUSOF ( 1 publications ) hafizam@uthm.edu.my
		PUAN NORZIEYANA BINTI MD ARSHAD ( 1 publications ) LAB. ASSISTANT norzieyana@uthm.edu.my
		ENCIK ZUKARNAIN BIN ABDUL RAHIM ( 1 publications ) nain@uthm.edu.my
		ENCIK MUHAMMAD GHAZALLI BIN IBRAHIM ( 1 publications ) ghazalli@uthm.edu.my

List Of Active Publication

	Journal Article : CAPITAL REQUIREMENT FOR NON-LIFE INSURANCE INDUSTRY USING D-VINE COPULA: AN EMPIRICAL EVIDENCE FROM MALAYSIA 2024, 19929986, Penulis Utama - Corresponding Author, https://www.iaeng.org/IJAM/issues_v54/issue_8/IJAM_54_8_26.pdf
	Journal Article : A COMPREHENSIVE REVIEW ON THE DEVELOPMENT OF COPULAS IN FINANCIAL FIELD 2023, 10641246, Penulis Utama - Corresponding Author, https://content.iospress.com/articles/journal-of-intelligent-and-fuzzy-systems/ifs223481
	Journal Article : CURRENCY EXCHANGE PORTFOLIO RISK ESTIMATION USING COPULA-BASED VALUE AT RISK AND CONDITIONAL VALUE AT RISK 2023, 19929978, Penulis Utama - Corresponding Author, https://www.iaeng.org/IJAM/issues_v53/issue_3/IJAM_53_3_16.pdf
	Conference / Seminar : ANALYSIS OF INVESTMENT PERFORMANCE OF MALAYSIA'S STOCK MARKET DURING COVID-19 PANDEMIC 2023, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : ANALYSIS OF PERFORMANCE BETWEEN ISLAMIC AND CONVENTIONAL STOCK PORTFOLIOS IN MALAYSIA 2022, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : VOLATILITY ESTIMATION OF ISLAMIC AND CONVENTIONAL STOCK PRICES USING GARCH METHOD 2022, 27736385, Penulis Utama - Corresponding Author,
	Conference / Seminar : A STUDY ON VOLATILITY AND TAIL RISK OF SMALL-CAP COMPANIES IN COMPARISON TO BIG-CAP COMPANIES 2022, 27736385, Penulis Utama - Corresponding Author,
	General Publication : MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA - KOMPILASI UCAPAN SAHABAT-SAHABAT YANG DIRAIKAN 2022, -, Pengumpul Bahan, https://www.youtube.com/watch?v=gzC1w4pf9xA&t=6s
	General Publication : VIDEO KENANGAN MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA 2022, -, Pengumpul Bahan, https://www.youtube.com/watch?v=RS-fCQ9fcsc
	General Publication : VIDEO MONTAJ - MAJLIS PENGHARGAAN STAF FAST 2021 ANJURAN KEISSWA 2021, -, Penulis Bersama - Co-Author, https://www.youtube.com/watch?v=W74SeDC988s
	General Publication : SEJAMBAK KASIH, SEKALUNG BUDI, TERUKIR MEMORI, KEKAL ABADI 2020, -, Penulis Bersama - Co-Author, https://fast.uthm.edu.my/sejambak-kasih-sekalung-budi-terukir-memori-kekal-abadi/

Areas of Research Interest

		Multivariate dependence modeling - copula
		Pension & insurance risk
		Investment/ Fund management
		Actuarial modeling (loss risk model)
		Quantitative risk analysis

List of Grant Awarded

01-NOV-20 ~ 31-OCT-22 K298 : Utilization of Copula approach to enhance risk model.

risk, copula., Kebangsaan, RM 74200

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ISAUDIN BIN ISMAIL isaudin@uthm.edu.my View Curriculum Vitae

ISAUDIN BIN ISMAIL
isaudin@uthm.edu.my
View Curriculum Vitae