Portfolio Optimization and Risk Estimation of LQ45 Mining Stock Using The ARIMA-GARCH-EVT-COPULA Hybrid Model as Alternative Pension Fund Investment. Indonesian Actuarial Journal, [S. l.], v. 2, n. 1, p. 096–111, 2026. DOI: 10.65689/iajvol2no1pp096-111. Disponível em: https://iaj.aktuaris.or.id/index.php/iaj/article/view/iajvol2no1pp096-111. Acesso em: 31 jul. 2026.