Volume 7; Issue 2

Risks

Volume 7; Issue 2
1

Measuring and Allocating Systemic Risk

Brunnermeier, Markus K., Cheridito, Patrick
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 389 KB
english, 2019
2

Defining Geographical Rating Territories in Auto Insurance Regulation by Spatially Constrained Clustering

Xie, Shengkun
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 1.94 MB
english, 2019
4

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model

Aguilar, Jean-Philippe, Korbel, Jan
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 806 KB
english, 2019
5

Imbalance Market Real Options and the Valuation of Storage in Future Energy Systems

Moriarty, John, Palczewski, Jan
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 523 KB
english, 2019
6

Pricing of Longevity Derivatives and Cost of Capital

Zeddouk, Fadoua, Devolder, Pierre
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 5.80 MB
english, 2019
7

Bank Competition in India: Some New Evidence Using Risk-Adjusted Lerner Index Approach

Arrawatia,, Misra,, Dawar,, Maitra,
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 1.02 MB
english, 2019
8

Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models

Brachetta, Matteo, Ceci, Claudia
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 1.28 MB
english, 2019
10

The Optimum Leverage Level of the Banking Sector

Dewasurendra, Sagara, Judice, Pedro, Zhu, Qiji
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 3.32 MB
english, 2019
11

Spatial Risk Measures and Rate of Spatial Diversification

Koch, Erwan
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 512 KB
english, 2019
12

Statistical Inference for the Beta Coefficient

Bodnar, Taras, Gupta, Arjun K., Vitlinskyi, Valdemar, Zabolotskyy, Taras
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 6.22 MB
english, 2019
13

Recent Regulation in Credit Risk Management: A Statistical Framework

Ewanchuk, Logan, Frei, Christoph
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 557 KB
english, 2019
14

Experience Prospective Life-Tables for the Algerian Retirees

Flici, Farid, Planchet, Frédéric
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 3.76 MB
english, 2019
15

Analysis of Stochastic Reserving Models By Means of NAIC Claims Data

Martinek, László
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 558 KB
english, 2019
17

The Investigation of a Forward-Rate Mortality Framework

Alai, Daniel H., Ignatieva, Katja, Sherris, Michael
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 1.71 MB
english, 2019
18

Default Ambiguity

Fadina, Tolulope, Schmidt, Thorsten
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 414 KB
english, 2019
19

Generalized Multiplicative Risk Apportionment

Wang, Hongxia
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 319 KB
english, 2019
20

Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model

Anagnostou, Ioannis, Kandhai, Drona
Journal:
Risks
Year:
2019
Language:
english
File:
PDF, 824 KB
english, 2019
21

Analysis of Stochastic Reserving Models By Means of NAIC Claims Data

Martinek, László
Journal:
Risks
Year:
2019
File:
PDF, 558 KB
2019