dr. siti norafidah binti mohd ramli

pensyarah universiti

jabatan sains matematik

No. Telefon Rasmi :  89215795

No. rasmi:
UKM : 03 8921 5555



   Biografi/ Biography :

  • Siti Norafidah Mohd Ramli is a senior lecturer at the Actuarial Program of Universiti Kebangsaan Malaysia. In 2015, she received a Ph.D. in Applied Finance and Actuarial Studies from Macquarie University, Australia, and obtained MSc in Risk and Stochastic and BSc in Actuarial Science from the London School of Economics & Political Science, the UK in the year 2005 and 2004. She is a CFA candidate for Level 3 and served a national asset management firm as a quant analyst. She mainly researches the applications of jump-diffusion models and copula on financial instruments and risk portfolios.

  • fredolin tangang @ tajudin mahmud;wan zawiah binti wan zin @ wan ibrahim;liew ju neng;siti norafidah binti mohd ramli;noratiqah binti mohd ariff;ester binti salimun.  (2021).  development of high-resolution future weather and climate extremes maps and database of relevant indices for peninsular malaysia based on multi-regional climate model simulations.  -

     

    siti norafidah mohd ramli; sharifah farah syed yusoff alhabshi; nur atikah mohamed rozali.  (2021).  risk analysis of the copula dependent aggregate discounted claims with weibull inter-arrival time.  - sains malaysiana.  2109-2121. 

     

    siti norafidah binti mohd ramli;ishak bin hashim.  (2021).  development of catastrophe insurance model using electromagnetic fields approach.  -

     

    sharifah farah syed yusoff alhabshi, zamira hasanah zamzuri, siti norafidah mohd ramli.  (2021).  monte carlo simulation of the moments of a copula-dependent risk process with weibull interwaiting time.  - risks.  1-21. 

     

    siti norafidah mohd ramli.  (2021).  stochastic processes for finance & actuarial science, week 2, 3, 4, 5, 6,7.  - 1-142. 

     

    jamil jaber, noriszura ismail, siti norafidah mohd ramli, baker albadareen, nawaf hamadneh.  (2021).  estimating loss given default based on beta regression.  - computers,materials & continua.  3329-3344. 

     

    siti norafidah mohd ramli; sharifah farah syed yusoff alhabshi; nur atikah mohamed rozali.  (2021).  risk analysis of the copula dependent aggregate discounted claims with weibull inter-arrival time.  - sains malaysiana.  2109-2121. 

     

    siti norafidah mohd ramli; jiwook jang.  (2020).  defaultable bond pricing under the jump diffusion model with copula dependence structure.  - sains malaysiana.  941-952. 

     

    jiwook jang; siti norafidah mohd ramli.  (2018).  hierarchical markov model in life insurance and social benefit schemes.  - risks. 

     

    siti norafidah mohd ramli; jiwook jang.  (2015).  a multivariate jump diffusion for counterparty risk in cds rates.  - journal of the korean society for industrial and applied mathematics.  23-45. 

     

    jiwook jang; siti norafidah mohd ramli.  (2015).  jump diffusion transition intensities in life insurance and disability annuity.  - insurance: mathematics and economics.  1-11. 

     

    jamil jaber, noriszura ismail, siti norafidah mohd ramli, baker albadareen, nawaf hamadneh.  (2021).  estimating loss given default based on beta regression.  - computers,materials & continua.  3329-3344. 

     

    siti norafidah mohd ramli; sharifah farah syed yusoff alhabshi; nur atikah mohamed rozali.  (2021).  risk analysis of the copula dependent aggregate discounted claims with weibull inter-arrival time.  - sains malaysiana.  2109-2121. 

     

    sharifah farah syed yusoff alhabshi, zamira hasanah zamzuri, siti norafidah mohd ramli.  (2021).  monte carlo simulation of the moments of a copula-dependent risk process with weibull interwaiting time.  - risks.  1-21. 

     

    jamil j. jaber, noriszura ismail, siti norafidah mohd ramli, baker albadareen.  (2020).  estimating loss given default based on time of default.  - italian journal of pure and applied mathematics.  1017-1032. 

     

    siti norafidah mohd ramli; jiwook jang.  (2020).  defaultable bond pricing under the jump diffusion model with copula dependence structure.  - sains malaysiana.  941-952. 

     

    wan rosmanira ismail, zainol mustafa, nora muda, norkisme zainal abidin, zaidi isa, abdul malek zakaria, nur riza mohd suradi, nur jumaadzan zaleha mamat, roslinda mohd nazar, zalina mohd ali.  (2011).  students inclination towards english language as medium of instruction in the teaching of science and mathematics.  - kongres pengajaran dan pembelajaran ukm, 2010; tanjung keling, melaka. 

     

    noriza majid, saiful hafizah jaaman, maslina darus, roslinda mohd nazar, siti norafidah mohd ramli, nur riza mohd suradi, azmin sham rambely, rokiah@rozita ahmad, ummul khair salma din, ... et at..  (2011).  the readiness of mathematics and science lecturers to teach in english from students` perspective.  - kongres pengajaran dan pembelajaran ukm 2010; tanjung keling, melaka (procedia social and behavioral sciences). 

     

    zaidi isa, abdul malek zakaria, mohd ikhwan azlan, mohd salmi md. noorani, noriza majid, hamizun ismail, saiful afizah jaaman, maslina darus, roslinda mohd nazar, ...et al..  (2011).  students` perceptions of the implementation of teaching and learning of science and mathematics in english.  - kongres pengajaran dan pembelajaran ukm, 2010; tanjung keling, melaka. 

     

    fredolin tangang @ tajudin mahmud;wan zawiah binti wan zin @ wan ibrahim;liew ju neng;siti norafidah binti mohd ramli;noratiqah binti mohd ariff;ester binti salimun.  (2021).  development of high-resolution future weather and climate extremes maps and database of relevant indices for peninsular malaysia based on multi-regional climate model simulations.  -

     

    siti norafidah mohd ramli.  (2021).  stochastic processes for finance & actuarial science, week 2, 3, 4, 5, 6,7.  - 1-142. 

     

    siti norafidah binti mohd ramli;ishak bin hashim.  (2021).  development of catastrophe insurance model using electromagnetic fields approach.  -

     

    siti norafidah mohd ramli.  (2020).  skim caruman risiko perniagaan untuk pks.  - dewan ekonomi.  29--. 

     

    siti norafidah binti mohd ramli.  (2019).  jump diffusion model with copula dependence structure in corporate bond pricing.  -