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Risks / MDPI, Open Access Journal


0.18

Impact Factor

0.24

5-Years IF

5

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.04
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.26000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.38000 (%)0.15
20010.39000 (%)0.14
20020.4000 (%)0.17
20030.43000 (%)0.18
20040.47000 (%)0.19
20050.51000 (%)0.2
20060.49000 (%)0.19
20070.43000 (%)0.17
20080.47000 (%)0.19
20090.48000 (%)0.19
20100.46000 (%)0.16
20110.5000 (%)0.19
20120.52000 (%)0.19
20130.6131310.0821005 (23.8%)10.080.21
20140.380.610.38263990.23651351359 (13.8%)40.150.2
20150.690.640.693170270.3915392739271 (6.7%)0.2
20160.420.730.3972142410.2922572470272 (9.1%)60.080.21
20170.180.860.2464206440.211510319142348 (53.3%)80.130.25
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

37
22013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Zitikis, Riardas ; Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

Full description at Econpapers || Download paper

11
32013A Risk Model with an Observer in a Markov Environment. (2013). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342.

Full description at Econpapers || Download paper

7
420141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

Full description at Econpapers || Download paper

5
52014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

Full description at Econpapers || Download paper

5
62016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

Full description at Econpapers || Download paper

4
72014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

Full description at Econpapers || Download paper

4
82016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470.

Full description at Econpapers || Download paper

4
92016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

Full description at Econpapers || Download paper

3
102017An Integrated Approach to Pricing Catastrophe Reinsurance. (2017). Chang, Carolyn W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:51-:d:112384.

Full description at Econpapers || Download paper

3
112017Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:26-:d:96172.

Full description at Econpapers || Download paper

3
122016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

Full description at Econpapers || Download paper

2
132016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
142015Options with Extreme Strikes. (2015). Zhu, Lingjiong. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:234-249:d:52276.

Full description at Econpapers || Download paper

2
152016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

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2
162014An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality. (2014). Pinelis, Iosif . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:349-392:d:40522.

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2
172016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

2
182016The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. (2016). Blake, David ; Dowd, Kevin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310.

Full description at Econpapers || Download paper

2
192015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

Full description at Econpapers || Download paper

2
202014Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction. (2014). Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:49-73:d:33936.

Full description at Econpapers || Download paper

2
212016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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2
222014Joint Asymptotic Distributions of Smallest and Largest Insurance Claims. (2014). Robert, Christian Y. ; Teugels, Jef L. ; Albrecher, Hansjorg . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:289-314:d:38776.

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2
232016A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958.

Full description at Econpapers || Download paper

2
242017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

Full description at Econpapers || Download paper

2
252014The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. (2014). Dacorogna, Michel ; Busse, Marc ; Kratz, Marie. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:260-276:d:37965.

Full description at Econpapers || Download paper

2
262015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

Full description at Econpapers || Download paper

2
272015On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy. (2015). , Eric ; Woo, Jae-Kyung ; Liu, Haibo. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:491-514:d:58578.

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2
282015Supervising System Stress in Multiple Markets. (2015). Oet, Mikhail ; Ong, Stephen J ; Gramlich, Dieter ; Janosko, Amanda C ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:365-389:d:55737.

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1
292017Backtesting the Lee–Carter and the Cairns–Blake–Dowd Stochastic Mortality Models on Italian Death Rates. (2017). Maccheroni, Carlo ; Nocito, Samuel. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:34-:d:103621.

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1
302017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Peters, Gareth W ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

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1
312016Bayesian Option Pricing Framework with Stochastic Volatility for FX Data. (2016). Wang, Ying ; Wong, Hoi Ying ; Boris, Sai Tsang . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:51-:d:85320.

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1
322015Combining Alphas via Bounded Regression. (2015). Kakushadze, Zura. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:474-490:d:58313.

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1
332017On the First Crossing of Two Boundaries by an Order Statistics Risk Process. (2017). Dimitrova, Dimitrina S ; Kaishev, Vladimir K ; Ignatov, Zvetan G. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:43-:d:108877.

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1
342018A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Costanzino, Nick ; Curran, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009.

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1
352013Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates. (2013). Christiansen, Marcus C.. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:81-100:d:29915.

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1
362014Demand of Insurance under the Cost-of-Capital Premium Calculation Principle. (2014). Wuthrich, Mario V. ; Merz, Michael . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:226-248:d:37193.

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1
372017Risk Management under Omega Measure. (2017). Metel, Michael R ; Wong, Julian ; Pirvu, Traian A. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:27-:d:97820.

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1
382016Premiums for Long-Term Care Insurance Packages: Sensitivity with Respect to Biometric Assumptions. (2016). Pitacco, Ermanno . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64203.

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1
392014Modeling Cycle Dependence in Credit Insurance. (2014). PLANCHET, Frédéric ; Caja, Anisa . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:74-88:d:34057.

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1
402016A Note on Upper Tail Behavior of Liouville Copulas. (2016). Hua, Lei. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:40-:d:82313.

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1
412015Hidden Markov Model for Stock Selection. (2015). Nguyen, Nguyet. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:455-473:d:58009.

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1
422017Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components. (2017). Toczydlowska, Dorota ; Shevchenko, Pavel V ; Fung, Man Chung ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:42-:d:106077.

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1
432017Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing. (2017). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:64-:d:123183.

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1
442013Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach. (2013). Lefevre, Claude ; Picard, Philippe . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:192-212:d:31342.

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1
452014Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee. (2014). Kronborg, Morten Tolver . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:171-194:d:36188.

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1
462015The Impact of Reinsurance Strategies on Capital Requirements for Premium Risk in Insurance. (2015). Clemente, Gian Paolo ; Zappa, Diego ; Savelli, Nino . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:2:p:164-182:d:50635.

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1
472017Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case. (2017). Yu, Daoping ; Brazauskas, Vytaras. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:49-:d:111862.

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1
482015Risk Classification Efficiency and the Insurance Market Regulation. (2015). porrini, donatella. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:445-454:d:56474.

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1
492017Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. (2017). Fischer, Matthias ; Czado, Claudia ; Pfeuffer, Marius ; Kraus, Daniel . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:38-:d:105140.

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1
502017An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction. (2017). Nguyen, Nguyet. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:62-:d:120204.

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1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

24
22013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Zitikis, Riardas ; Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

Full description at Econpapers || Download paper

5
32016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

Full description at Econpapers || Download paper

4
42014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

Full description at Econpapers || Download paper

4
52016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470.

Full description at Econpapers || Download paper

4
62016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

Full description at Econpapers || Download paper

3
72013A Risk Model with an Observer in a Markov Environment. (2013). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342.

Full description at Econpapers || Download paper

3
82017Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:26-:d:96172.

Full description at Econpapers || Download paper

3
92017An Integrated Approach to Pricing Catastrophe Reinsurance. (2017). Chang, Carolyn W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:51-:d:112384.

Full description at Econpapers || Download paper

3
102016The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. (2016). Blake, David ; Dowd, Kevin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310.

Full description at Econpapers || Download paper

2
112014Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction. (2014). Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:49-73:d:33936.

Full description at Econpapers || Download paper

2
122014The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. (2014). Dacorogna, Michel ; Busse, Marc ; Kratz, Marie. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:260-276:d:37965.

Full description at Econpapers || Download paper

2
132016A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958.

Full description at Econpapers || Download paper

2
142015Options with Extreme Strikes. (2015). Zhu, Lingjiong. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:234-249:d:52276.

Full description at Econpapers || Download paper

2
152016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

Full description at Econpapers || Download paper

2
162015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

Full description at Econpapers || Download paper

2
1720141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

Full description at Econpapers || Download paper

2
182016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

Full description at Econpapers || Download paper

2
192016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
202015On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy. (2015). , Eric ; Woo, Jae-Kyung ; Liu, Haibo. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:491-514:d:58578.

Full description at Econpapers || Download paper

2
212015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

Full description at Econpapers || Download paper

2
222014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

Full description at Econpapers || Download paper

2
232017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

Full description at Econpapers || Download paper

2
242016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

2
252016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

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2

Citing documents used to compute impact factor 19:


YearTitle
2017The joint mortality of couples in continuous time. (2017). Jevti, P ; Hurd, T R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:90-97.

Full description at Econpapers || Download paper

2017Uncertainty and Risk Analysis of Pakistans Regional Trade: Fan Chart Approach.. (2017). Jawaid, Syed Tehseen . In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:1:p:75-101.

Full description at Econpapers || Download paper

2017Uncertainty and Risk Analysis of Pakistans Regional Trade: Fan Chart Approach. (2017). Syed, Abdul Waheed. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:1:p:55-81.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017VIX Forecast Under Different Volatility Specifications. (2017). Wang, Ying ; Wong, Hoi Ying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9227-0.

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2017On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. (2017). Wong, Bernard ; Avanzi, Benjamin ; Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:148-162.

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2017Extremal attractors of Liouville copulas. (2017). Belzile, Leo R ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:68-92.

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2017Robust and Pareto optimality of insurance contracts. (2017). Asimit, Alexandru V ; Kim, Eun-Seok ; Hu, Junlei ; Chun, KA ; Bignozzi, Valeria . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:720-732.

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2017Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate. (2017). Shevchenko, Pavel V ; Luo, Xiaolin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:104-117.

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2017A note on the impact of management fees on the pricing of variable annuity guarantees. (2017). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:1705.03787.

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2017Dynamic Quantile Function Models. (2017). Ye, Wilson ; Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1707.02587.

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2017Capital Allocation in the Insurance Sector. (2017). Balog, Dóra. In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:3:p:74-97.

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2017A possible methodology for determining the initial margin. (2017). Váradi, Kata ; Beli, Marcell . In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:2:p:119-147.

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2017OPTIMAL INVESTMENT AND OPTIMAL ADDITIONAL VOLUNTARY CONTRIBUTION RATE OF A DC PENSION FUND IN A JUMP-DIFFUSION ENVIRONMENT. (2017). Nkeki, Charles I. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500178.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach. (2017). Soleymani, Fazlollah ; Egorova, Vera ; Company, Rafael . In: Papers. RePEc:arx:papers:1701.08545.

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2017How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9.

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2017The use of nonlinear hedging strategies by US oil producers: Motivations and implications. (2017). Dionne, Georges ; Gueyie, Jean-Pierre ; Mnasri, Mohamed . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:348-364.

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2017Methodological Tools for the Detection of Risks to the Welfare of the Individuals and the Territory of Residence. (2017). Kuklin, Aleksandr ; Surina, Alfiya ; Tyrsin, Alexander ; Pecherkina, Maria . In: Economy of region. RePEc:ura:ecregj:v:1:y:2017:i:4:p:1030-1043.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Influence of jump-at-default in IR and FX on Quanto CDS prices. (2017). Itkin, Andrey ; Veygman, A ; Shcherbakov, V. In: Papers. RePEc:arx:papers:1711.07133.

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2017Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Papers. RePEc:arx:papers:1712.03797.

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2017Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37.

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2017Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

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2017Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”. (2017). Regis, Luca. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:63-:d:121755.

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2017Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing. (2017). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:64-:d:123183.

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2017A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:65-:d:123567.

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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713.

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Recent citations received in 2016

YearCiting document
2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth W ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:1607.02319.

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2016Bivariate credibility bonus–malus premiums distinguishing between two types of claims. (2016). Gomez-Deniz, E. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:117-124.

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2016Generalized linear models for dependent frequency and severity of insurance claims. (2016). Genest, C ; Garrido, J ; Schulz, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:205-215.

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2016Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs. (2016). Escobar Anel, Marcos ; Zagst, Rudi ; Ramsauer, Franz ; Krayzler, Mikhail ; Saunders, David . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:41-:d:82367.

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2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01391091.

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2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Hassani, Bertrand K ; Peters, Gareth W ; Shevchenko, Pavel V ; Chapelle, Ariane. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16065.

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Recent citations received in 2015

YearCiting document

Recent citations received in 2014

YearCiting document
2014Distortion Risk Measures and Elicitability. (2014). Ziegel, Johanna F. ; Wang, Ruodu . In: Papers. RePEc:arx:papers:1405.3769.

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2014Risk measures with the CxLS property. (2014). Bellini, Fabio ; Bignozzi, Valeria ; Ziegel, Johanna F. ; Delbaen, Freddy . In: Papers. RePEc:arx:papers:1411.0426.

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2014Simulation analysis of ruin capital in Sparre Andersen’s model of risk. (2014). Kosova, Ksenia O. ; Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:59:y:2014:i:c:p:184-193.

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2014Measuring Risk When Expected Losses Are Unbounded. (2014). Balbas, Alejandro ; Garrido, Jose ; Blanco, Ivan . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:411-424:d:40875.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team