Volume 5; Issue 1

The Journal of Risk Finance

Volume 5; Issue 1

1

Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena

FOCARDI, SERGIO M., FABOZZI, FRANK J.

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 861 KB

english, 2003

2

Impact of Risk Management on the Recent Market Volatility in the U.S. and Japan

TILMAN, LEO M., WONG, RAYMOND, YAMAGUCHI, MISAHIRO

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 405 KB

english, 2003

3

Pricing Vulnerable Options With Copulas

CHERUBINI, UMBERTO, LUCIANO, ELISA

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 490 KB

english, 2003

4

Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance

LINDSET, SNORRE

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 446 KB

english, 2003

5

A Quantile‐Fitting Approach to Value at Risk for Options

NAM, DOOWOO, GUP, BENTON E.

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 384 KB

english, 2003

6

Review of Trends in Insurance Securitization April 2002 to March 2003

LANE, MORTON N., BECKWITH, ROGER G.

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 568 KB

english, 2003