• 208 Citations
  • 7 h-Index
20062019
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Fingerprint Dive into the research topics where Noriszura Ismail is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Malaysia Physics & Astronomy
Regression Model Mathematics
regression analysis Physics & Astronomy
Poisson Regression Mathematics
retirement Physics & Astronomy
Count Data Mathematics
Poisson Model Mathematics
adequacy Physics & Astronomy

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Research Output 2006 2019

  • 208 Citations
  • 7 h-Index
  • 50 Article
  • 30 Conference contribution
  • 2 Conference article

Dependence modeling and portfolio risk estimation using GARCH-copula approach

Ab Razak, R. & Ismail, N., 1 Jan 2019, In : Sains Malaysiana. 48, 7, p. 1547-1555 9 p.

Research output: Contribution to journalArticle

Open Access
Portfolio risk
Modeling
Generalized autoregressive conditional heteroscedasticity
Copula
Financial variables

Markov chain model and stationary test: A case study on Malaysia Social Security (SOCSO)

Samsuddin, S. & Ismail, N., 1 Mar 2019, In : Sains Malaysiana. 48, 3, p. 697-701 5 p.

Research output: Contribution to journalArticle

Open Access
Social security
Markov chain model
Malaysia
Health
Health state

Projection of retirement adequacy with withdrawals and investment elements using simulation approach

Alaudin, R. I. & Ismail, N., 21 Aug 2019, 4th Innovation and Analytics Conference and Exhibition, IACE 2019. Ibrahim, H., Yaakob, A. M., Aziz, N. & Zulkepli, J. (eds.). American Institute of Physics Inc., 050004. (AIP Conference Proceedings; vol. 2138).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
retirement
adequacy
households
projection
simulation

Retirement Consumption Puzzle in Malaysia: Evidence from Bayesian Quantile Regression Model

Alaudin, R. I., Ismail, N. & Isa, Z., 1 Jan 2019, In : Journal of Probability and Statistics. 2019, 2723069.

Research output: Contribution to journalArticle

Quantile Regression
Malaysia
Regression Model
Percentile
Evidence

Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah

Kamaruddin, H. S. & Ismail, N., 27 Jun 2019, 2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium. Rasol, N. H. A., Ibrahim, K., Hasbullah, S. A., Jumali, M. H. H., Ibrahim, N., Hanafiah, M. M. & Latif, M. T. (eds.). American Institute of Physics Inc., 020007. (AIP Conference Proceedings; vol. 2111).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
Malaysia
mortality
projection
death
insurance