Volume 8; Issue 3

Main
Risks
Volume 8; Issue 3

Risks

Volume 8; Issue 3

1

Neural Networks and Betting Strategies for Tennis

Candila, Vincenzo, Palazzo, Lucio

Journal:

Year:

2020

File:

PDF, 1.03 MB

2020

2

The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model

Cerboni Baiardi, Lorenzo, Costabile, Massimo, De Giovanni, Domenico, Lamantia, Fabio, Leccadito, Arturo, MassabÃ³, Ivar, Menzietti, Massimiliano, Pirra, Marco, Russo, Emilio, Staino, Alessandro

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Year:

2020

File:

PDF, 597 KB

2020

3

Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk

Wang, Jingnan, Korn, Ralf

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Year:

2020

File:

PDF, 830 KB

2020

4

Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?

Shang, Han Lin, Haberman, Steven

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Year:

2020

File:

PDF, 376 KB

2020

5

Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities

Volkenand, Steffen, Filler, GÃ¼nther, Odening, Martin

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Year:

2020

File:

PDF, 1.97 MB

2020

6

How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure

Patra, Saswat, Bhattacharyya, Malay

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Year:

2020

File:

PDF, 1.73 MB

2020

7

Estimating the Volatility of Non-Life Premium Risk Under Solvency II: Discussion of Danish Fire Insurance Data

Cerchiara, Rocco Roberto, Acri, Francesco

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Year:

2020

File:

PDF, 1.40 MB

2020

8

A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics

Agosto, Arianna, Giudici, Paolo

Journal:

Year:

2020

File:

PDF, 474 KB

2020

9

A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme

Shi, Yanlin, Tang, Sixian, Li, Jackie

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Year:

2020

File:

PDF, 594 KB

2020

10

Effect of Variance Swap in Hedging Volatility Risk

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Year:

2020

File:

PDF, 623 KB

2020

11

Neural Network Pricing of American Put Options

Gaspar, Raquel M., Lopes, Sara D., Sequeira, Bernardo

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Year:

2020

File:

PDF, 1.76 MB

2020

12

Fiscal Responsibility Legal FrameworkâNew Paradigm for Fiscal Discipline in the EU

Tofan, Mihaela, Onofrei, Mihaela, Vatamanu, Anca-Florentina

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Year:

2020

File:

PDF, 669 KB

2020

13

Tail Risk Transmission: A Study of the Iran Food Industry

Mojtahedi, Fatemeh, Mojaverian, Seyed Mojtaba, Ahelegbey, Daniel F., Giudici, Paolo

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Year:

2020

File:

PDF, 613 KB

2020

14

The Impact of Model Uncertainty on Index-Based Longevity Hedging and Measurement of Longevity Basis Risk

Balasooriya, Uditha, Li, Johnny Siu-Hang, Li, Jackie

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Year:

2020

File:

PDF, 2.82 MB

2020

15

Joshiâs Split Tree for Option Pricing

Leduc, Guillaume, Nurkanovic Hot, Merima

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Year:

2020

File:

PDF, 557 KB

2020

16

Deep Local Volatility

Chataigner, Marc, CrÃ©pey, StÃ©phane, Dixon, Matthew

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Year:

2020

File:

PDF, 3.64 MB

2020

17

Nagging Predictors

Richman, Ronald, WÃ¼thrich, Mario V.

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2020

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PDF, 1.60 MB

2020

18

Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach

Ali, Rizwan, Mangla, Inayat Ullah, Rehman, Ramiz Ur, Xue, Wuzhao, Naseem, Muhammad Akram, Ahmad, Muhammad Ishfaq

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Year:

2020

File:

PDF, 694 KB

2020

19

How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia

Tabibian, S. Amir, Zhang, Zhaoyong, Jafarian, Mohsen

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Year:

2020

File:

PDF, 327 KB

2020

20

Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data

Vo, Long Hai, Vo, Duc Hong

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Year:

2020

File:

PDF, 1.12 MB

2020

21

A Note on Simulation Pricing of Ï-Options

Palmowski, Zbigniew, Serafin, Tomasz

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Year:

2020

File:

PDF, 841 KB

2020

22

Variance and Interest Rate Risk in Unit-Linked Insurance Policies

BaÃ±os, David, Lagunas-Merino, Marc, Ortiz-Latorre, Salvador

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Year:

2020

File:

PDF, 865 KB

2020

23

Comparison of Home Advantage in European Football Leagues

Marek, Patrice, VÃ¡vra, FrantiÅ¡ek

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Year:

2020

File:

PDF, 386 KB

2020

24

Hedging on Betting Markets

AxÃ©n, Gustav, Cortis, Dominic

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2020

File:

PDF, 364 KB

2020

25

Multivariate General Compound Point Processes in Limit Order Books

Guo, Qi, Remillard, Bruno, Swishchuk, Anatoliy

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Year:

2020

File:

PDF, 693 KB

2020

26

A Longitudinal Analysis of the Impact of Distance Driven on the Probability of Car Accidents

Boucher, Jean-Philippe, Turcotte, Roxane

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Year:

2020

File:

PDF, 1.87 MB

2020

27

Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis

Arbia, Giuseppe, Bramante, Riccardo, Facchinetti, Silvia

Journal:

Year:

2020

File:

PDF, 2.02 MB

2020

28

EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking

Tzougas, George

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Year:

2020

File:

PDF, 673 KB

2020

29

Criminal Investigation and Criminal Intelligence: Example of Adaptation in the Prevention and Repression of Cybercrime

Jerome, Barlatier

Journal:

Year:

2020

File:

PDF, 876 KB

2020

30

Bank Risk Determinants in Latin America

MartÃnez-Malvar, MariÃ±a, Baselga-Pascual, Laura

Journal:

Year:

2020

File:

PDF, 538 KB

2020

31

Address Identification Using Telematics: An Algorithm to Identify Dwell Locations

Grumiau, Christopher, Mostoufi, Mina, Pavlioglou, Solon, Verdonck, Tim

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Year:

2020

File:

PDF, 827 KB

2020

32

Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL

Engelmann, Bernd, Pham, Ha

Journal:

Year:

2020

File:

PDF, 436 KB

2020

33

Optimal Dividend Payment in De Finetti Models: Survey and New Results and Strategies

Hipp, Christian

Journal:

Year:

2020

File:

PDF, 492 KB

2020