Volume 8; Issue 4

Main
Risks
Volume 8; Issue 4

Risks

Volume 8; Issue 4

1

Quantile Credibility Models with Common Effects

Wang, Wei, Wen, Limin, Yang, Zhixin, Yuan, Quan

Journal:

Year:

2020

File:

PDF, 348 KB

2020

2

Corporate Governance and Cost of Capital: Evidence from Emerging Market

Khan, Muhammad Yar, Javeed, Anam, Cuong, Ly Kim, Pham, Ha

Journal:

Year:

2020

File:

PDF, 768 KB

2020

3

The Importance of Economic Variables on London Real Estate Market: A Random Forest Approach

Levantesi, Susanna, Piscopo, Gabriella

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Year:

2020

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PDF, 1.96 MB

2020

4

A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models

Cuchiero, Christa, Khosrawi, Wahid, Teichmann, Josef

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Year:

2020

File:

PDF, 2.84 MB

2020

5

Pricing with Variance Gamma Information

Hughston, Lane P., SÃ¡nchez-Betancourt, Leandro

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Year:

2020

File:

PDF, 630 KB

2020

6

New Families of Bivariate Copulas via Unit Lomax Distortion

Aldhufairi, Fadal Abdullah-A, Samanthi, Ranadeera G.M., Sepanski, Jungsywan H.

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Year:

2020

File:

PDF, 575 KB

2020

7

Comparing Two Different Option Pricing Methods

Bondi, Alessandro, RadojiÄiÄ, Dragana, RheinlÃ¤nder, Thorsten

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Year:

2020

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PDF, 563 KB

2020

8

The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy

Pascariu, Marius, Basellini, Ugofilippo, Aburto, JosÃ©, Canudas-Romo, Vladimir

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Year:

2020

File:

PDF, 1.44 MB

2020

9

Determining Economic Security of a Business Based on Valuation of Intangible Assets according to the International Valuation Standards (IVS)

Rodionov, Dmitrii, Perepechko, Olesya, Nadezhina, Olga

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Year:

2020

File:

PDF, 344 KB

2020

10

Application of a Vine Copula for Multi-Line Insurance Reserving

Jeong, Himchan, Dey, Dipak

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Year:

2020

File:

PDF, 961 KB

2020

11

Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk

Bossaerts, Peter, Huang, Shijie, Yadav, Nitin

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Year:

2020

File:

PDF, 661 KB

2020

12

Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints

Desmettre, Sascha, LaudagÃ©, Christian, Sass, JÃ¶rn

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Year:

2020

File:

PDF, 5.19 MB

2020

13

Grouped Normal Variance Mixtures

Hintz, Erik, Hofert, Marius, Lemieux, Christiane

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Year:

2020

File:

PDF, 1.70 MB

2020

14

Retirement Ages by Socio-Economic Class

Arnold, SÃ©verine, Jijiie, Anca

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Year:

2020

File:

PDF, 1.27 MB

2020

15

Determinants and Predictors of SMEsâ Financial Failure: A Logistic Regression Approach

Zizi, Youssef, Oudgou, Mohamed, El Moudden, Abdeslam

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Year:

2020

File:

PDF, 1.14 MB

2020

16

First Quarter Chronicle of COVID-19: An Attempt to Measure Governmentsâ Responses

Åahin, Åule, Boado-Penas, MarÃa del Carmen, Constantinescu, Corina, Eisenberg, Julia, Henshaw, Kira, Hu, Maoqi, Wang, Jing, Zhu, Wei

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Year:

2020

File:

PDF, 2.92 MB

2020

17

Least-Squares Monte Carlo for Proxy Modeling in Life Insurance: Neural Networks

Krah, Anne-Sophie, NikoliÄ, Zoran, Korn, Ralf

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Year:

2020

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PDF, 729 KB

2020

18

Modeling County-Level Spatio-Temporal Mortality Rates Using Dynamic Linear Models

Gibbs, Zoe, Groendyke, Chris, Hartman, Brian, Richardson, Robert

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Year:

2020

File:

PDF, 997 KB

2020

19

Managing Meteorological Risk through Expected Shortfall

Stefani, Silvana, Kutrolli, Gleda, Moretto, Enrico, Kulakov, Sergei

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Year:

2020

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PDF, 2.14 MB

2020

20

Observable Cyber Risk on Cournot Oligopoly Data Storage Markets

Franke, Ulrik, Hoxell, Amanda

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Year:

2020

File:

PDF, 394 KB

2020

21

Nonparametric MalliavinâMonte Carlo Computation of Hedging Greeks

Mancino, Maria Elvira, Sanfelici, Simona

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Year:

2020

File:

PDF, 1.20 MB

2020

22

A Bayesian Internal Model for Reserve Risk: An Extension of the Correlated Chain Ladder

Ercole, Carnevale Giulio, Paolo, Clemente Gian

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Year:

2020

File:

PDF, 436 KB

2020

23

Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework

Zeddouk, Fadoua, Devolder, Pierre

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Year:

2020

File:

PDF, 420 KB

2020

24

Fiscal, Investment and Export Multipliers and the COVID-19 Pandemic Slowdowns Uncertainty Factor in the First Half of 2020

Derkacz, Arkadiusz J.

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Year:

2020

File:

PDF, 4.21 MB

2020

25

Modeling Multivariate Financial Series and Computing Risk Measures via GramâCharlier-Like Expansions

Zoia, Maria Grazia, Vacca, Gianmarco, Barbieri, Laura

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Year:

2020

File:

PDF, 466 KB

2020

26

Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios

Hunjra, Ahmed Imran, Alawi, Suha Mahmoud, Colombage, Sisira, Sahito, Uroosa, Hanif, Mahnoor

Journal:

Year:

2020

File:

PDF, 373 KB

2020

27

A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics

Kremsner, Stefan, Steinicke, Alexander, SzÃ¶lgyenyi, Michaela

Journal:

Year:

2020

File:

PDF, 585 KB

2020

28

Parisian Time of Reflected Brownian Motion with Drift on Rays and Its Application in Banking

Dassios, Angelos, Zhang, Junyi

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Year:

2020

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PDF, 891 KB

2020

29

Operational Resilience Disclosures by Banks: Analysis of Annual Reports

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Year:

2020

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PDF, 1.32 MB

2020

30

The Sustainability Factor: How Much Do Pension Expenditures Improve in Spain?

Devesa, Enrique, Devesa, Mar, Dominguez-FabiÃ¡n, Inmaculada, Encinas, Borja, Meneu, Robert

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Year:

2020

File:

PDF, 2.68 MB

2020

31

Examining the Effects of Gradual Catastrophes on Capital Modelling and the Solvency of Insurers: The Case of COVID-19

Tamturk, Muhsin, Cortis, Dominic, Farrell, Mark

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Year:

2020

File:

PDF, 415 KB

2020

32

Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player

FÃ©ron, Olivier, Tankov, Peter, Tinsi, Laura

Journal:

Year:

2020

File:

PDF, 552 KB

2020

33

The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies

Monge, Manuel, Gil-Alana, Luis A.

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Year:

2020

File:

PDF, 1.53 MB

2020

34

How Efficient Are Indian Banks in Managing the Risk-Return Trade-Off? An Empirical Analysis

Navas, Jalaludeen, Dhanavanthan, Periyasamy, Lazar, Daniel

Journal:

Year:

2020

File:

PDF, 868 KB

2020