Volume 6; Issue 1

Risks

Volume 6; Issue 1
1

Company Value with Ruin Constraint in a Discrete Model

Hipp, Christian
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 279 KB
english, 2018
2

A Simple Traffic Light Approach to Backtesting Expected Shortfall

Costanzino, Nick, Curran, Michael
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 313 KB
english, 2018
3

Acknowledgement to Reviewers of Risks in 2017

Journal:
Risks
Year:
2018
File:
PDF, 186 KB
2018
4

Optimal Investment under Cost Uncertainty

Detemple, Jerome, Kitapbayev, Yerkin
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 583 KB
english, 2018
5

On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends

Wat, Kam, Yuen, Kam, Li, Wai, Wu, Xueyuan
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 493 KB
english, 2018
8

Longevity Risk Management and the Development of a Value-Based Longevity Index

Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 2.00 MB
english, 2018
9

A Note on Parameter Estimation in the Composite Weibull–Pareto Distribution

Calderín-Ojeda, Enrique
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 393 KB
english, 2018
10

Stable Value Funds Performance

Babbel, David, Herce, Miguel
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 6.16 MB
english, 2018
11

Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans

D’Amato, Valeria, Di Lorenzo, Emilia, Sibillo, Marilena
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 1.54 MB
english, 2018
12

A Risk-Based Approach for Asset Allocation with A Defaultable Share

Shen, Yang, Siu, Tak
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 625 KB
english, 2018
13

Preliminary Investigations for Better Monitoring: Learning in Repeated Insurance Audits

Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 1.31 MB
english, 2018
14

Special Issue “Ageing Population Risks”

Shevchenko, Pavel
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 250 KB
english, 2018
15

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

Hitaj, Asmerilda, Mateus, Cesario, Peri, Ilaria
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 731 KB
english, 2018
16

A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 489 KB
english, 2018
17

The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model

Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 711 KB
english, 2018
18

Multivariate Birnbaum-Saunders Distributions: Modelling and Applications

Aykroyd, Robert, Leiva, Víctor, Marchant, Carolina
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 1.88 MB
english, 2018
19

Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums

Garrido, José, Okhrati, Ramin
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 417 KB
english, 2018
20

Price and Profit Optimization for Financial Services

Bolancé, Catalina, Guillen, Montserrat, Nielsen, Jens, Thuring, Fredrik
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 837 KB
english, 2018
21

Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance

Cohen, Albert
Journal:
Risks
Year:
2018
Language:
english
File:
PDF, 245 KB
english, 2018
23

Consistent Valuation Across Curves Using Pricing Kernels

Macrina, Andrea, Mahomed, Obeid
Journal:
Risks
Year:
2018
File:
PDF, 527 KB
2018