Volume 5; Issue 2

Risks

Volume 5; Issue 2
1

Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates

Gao, Yuan, Shang, Han
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 497 KB
english, 2017
2

Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities

Umar, Zaghum, Suleman, Tahir
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 376 KB
english, 2017
3

Applying spectral biclustering to mortality data

Piscopo, Gabriella, Resta, Marina
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 3.58 MB
english, 2017
4

Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model

Cohen, Albert, Costanzino, Nick
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 350 KB
english, 2017
5

Risk Management under Omega Measure

Metel, Michael, A. Pirvu, Traian, Wong, Julian
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 351 KB
english, 2017
6

Asymptotic Estimates for the One-Year Ruin Probability under Risky Investments

Liu, Jing, Zhang, Huan
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 844 KB
english, 2017
7

Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II

Levantesi, Susanna, Menzietti, Massimiliano
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 2.19 MB
english, 2017
8

Effects of Gainsharing Provisions on the Selection of a Discount Rate for a Defined Benefit Pension Plan

Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 1.40 MB
english, 2017
9

Actuarial Applications and Estimation of Extended CreditRisk+

Hirz, Jonas, Schmock, Uwe, Shevchenko, Pavel
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 654 KB
english, 2017
10

Actuarial Geometry

Mildenhall, Stephen
Journal:
Risks
Year:
2017
Language:
english
File:
PDF, 2.56 MB
english, 2017