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Citation Profile [Updated: 2020-01-06 15:15:11]
5 Years H
7
Impact Factor
0.34
5 Years IF
0.32
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.38 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.53 0.08 0 13 13 26 1 1 0 0 0 1 0.08 0.22
2014 0.38 0.55 0.23 0.38 26 39 86 9 10 13 5 13 5 4 44.4 4 0.15 0.22
2015 0.69 0.56 0.4 0.69 31 70 22 28 38 39 27 39 27 3 10.7 0 0.21
2016 0.44 0.57 0.3 0.4 72 142 54 42 80 57 25 70 28 3 7.1 13 0.18 0.2
2017 0.17 0.59 0.21 0.23 64 206 43 43 123 103 18 142 32 9 20.9 9 0.14 0.21
2018 0.24 0.75 0.26 0.29 146 352 65 92 215 136 33 206 59 30 32.6 11 0.08 0.3
2019 0.34 0.36 0.32 104 456 17 165 380 210 71 339 109 29 17.6 21 0.2
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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.

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48
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.

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13
320141980–2008: 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.

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9
42013A 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

9
52016Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

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8
62016Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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8
72018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Addo, Peter Martey ; Hassani, Bertrand ; Guegan, Dominique. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

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8
82018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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7
92014Catastrophe 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.

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7
102016Estimating 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.

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6
112016A 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.

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6
122018A 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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6
132016Estimating 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.

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6
142014A 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.

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5
152016The Wasserstein Metric and Robustness in Risk Management. (2016). Kiesel, Rdiger ; Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

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5
162016Multivariate 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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5
172016Multivariate 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.

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5
182016Multivariate 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.

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5
192017Multivariate 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.

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4
202014An 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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4
212017An 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.

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4
222018A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model. (2018). Lkabous, Mohamed Amine ; Renaud, Jean-Franois. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:85-:d:165493.

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4
232015Dependence 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.

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4
242017Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375.

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3
252015The 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.

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3
262017Bond 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.

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3
272017An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944.

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3
282016The 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.

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3
292014Modeling 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.

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3
302017Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. (2017). Jiang, Wenjun ; Zitikis, Riardas ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:11-:d:89417.

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3
312016A Note on Health Insurance under Ex Post Moral Hazard. (2016). Picard, Pierre. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:38-:d:81350.

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3
322018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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3
332016Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. (2016). Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:29-:d:75385.

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3
342016A 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.

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3
352016Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448.

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3
362018A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures. (2018). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:76-:d:162453.

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2
372019Determining Distribution for the Product of Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Ly, Sal ; Pho, Kim-Hung. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:23-:d:208857.

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2
382017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

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2
392018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Krah, Anne-Sophie ; Korn, Ralf ; Nikoli, Zoran. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

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2
402016Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Men’s Risk of Accidents Differs from Women’s. (2016). Ayuso, Mercedes ; Prez-Marn, Ana Mara ; Guillen, Montserrat. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:10:d:67819.

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2
412015Rationality Parameter for Exercising American Put. (2015). Kamille Sofie TÃ¥gholt Gad, ; Pedersen, Jesper Lund. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:2:p:103-111:d:49867.

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2
422015On 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
432018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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2
442019Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange. (2019). Rathnayake, Dilesha ; Ding, Ning ; Louembe, Pierre Axel ; Kassi, Diby Franois. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:20-:d:208080.

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2
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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2
462016Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Men’s Risk of Accidents Differs from Women’s. (2016). Prez-Marn, Ana Mara ; Ayuso, Mercedes ; Guillen, Montserrat. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:10-:d:67819.

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2
472018Volatility Is Log-Normal—But Not for the Reason You Think. (2018). Tegner, Martin ; Poulsen, Rolf. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:46-:d:143022.

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2
482019Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870.

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2
492014Joint 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
502017Backtesting 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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2
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

16
22018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Addo, Peter Martey ; Hassani, Bertrand ; Guegan, Dominique. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

Full description at Econpapers || Download paper

8
32016Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

Full description at Econpapers || Download paper

7
42016Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

Full description at Econpapers || Download paper

7
52018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

Full description at Econpapers || Download paper

7
62018A 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.

Full description at Econpapers || Download paper

6
72018A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model. (2018). Lkabous, Mohamed Amine ; Renaud, Jean-Franois. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:85-:d:165493.

Full description at Econpapers || Download paper

4
820141980–2008: 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

4
92016The Wasserstein Metric and Robustness in Risk Management. (2016). Kiesel, Rdiger ; Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

Full description at Econpapers || Download paper

4
102016Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. (2016). Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:29-:d:75385.

Full description at Econpapers || Download paper

3
112014Catastrophe 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

3
122016Multivariate 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

3
132017An 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
142016Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448.

Full description at Econpapers || Download paper

3
152016Estimating 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

3
162013A 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
172013Evaluating 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

3
182016Multivariate 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

3
192016Estimating 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

3
202017An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944.

Full description at Econpapers || Download paper

3
212017Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375.

Full description at Econpapers || Download paper

3
222018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

Full description at Econpapers || Download paper

3
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

3
242016A Note on Health Insurance under Ex Post Moral Hazard. (2016). Picard, Pierre. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:38-:d:81350.

Full description at Econpapers || Download paper

3
252016A 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.

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3
262016Multivariate 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.

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272018A General Framework for Portfolio Theory—Part I: Theory and Various Models. (2018). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:53-:d:145135.

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282014A 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.

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292018Volatility Is Log-Normal—But Not for the Reason You Think. (2018). Tegner, Martin ; Poulsen, Rolf. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:46-:d:143022.

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302015The 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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312017Risk 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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322018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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332017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

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342016Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Ghossoub, Mario ; amarante, massimiliano. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8-:d:66161.

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352019Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania. (2019). Spicas, Renatas ; Kanapickiene, Rasa. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:67-:d:239504.

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362015Dependence 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.

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372018Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299.

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382018A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures. (2018). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:76-:d:162453.

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392016Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Men’s Risk of Accidents Differs from Women’s. (2016). Ayuso, Mercedes ; Prez-Marn, Ana Mara ; Guillen, Montserrat. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:10:d:67819.

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402018Life Insurance and Annuity Demand under Hyperbolic Discounting. (2018). Tang, Siqi ; Zhang, Jinhui ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:43-:d:142704.

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412014An 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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422016Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Men’s Risk of Accidents Differs from Women’s. (2016). Prez-Marn, Ana Mara ; Ayuso, Mercedes ; Guillen, Montserrat. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:10-:d:67819.

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432019Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870.

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442016Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Amarante, Massimiliano ; Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161.

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452019Determining Distribution for the Product of Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Ly, Sal ; Pho, Kim-Hung. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:23-:d:208857.

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462017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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472018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Krah, Anne-Sophie ; Korn, Ralf ; Nikoli, Zoran. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

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482017Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models. (2017). Boucher, Jean-Philippe ; Guillen, Montserrat ; Cote, Steven. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:54-:d:113169.

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492013Optimal Dynamic Portfolio with Mean-CVaR Criterion. (2013). Xu, Mingxin ; Li, Jing. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:119-147:d:30341.

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502019Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange. (2019). Rathnayake, Dilesha ; Ding, Ning ; Louembe, Pierre Axel ; Kassi, Diby Franois. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:20-:d:208080.

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Citing documents used to compute impact factor: 71
YearTitle
2019Modelling Outstanding Claims with Mixed Compound Processes in Insurance. (2019). Zappa, Diego ; Savelli, Nino ; Clemente, Gian Paolo. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:3:p:123-138.

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2019Optimal proportion decision-making for two stages investment. (2019). Jiang, I-Ming ; I-Ming Jiang, ; Liu, Yu-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:776-785.

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2019A forecast reconciliation approach to cause-of-death mortality modeling. (2019). Lu, Yang ; Li, Hong ; Panagiotelis, Anastasios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133.

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2019
2019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

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2019A robust machine learning approach for credit risk analysis of large loan-level datasets using deep learning and extreme gradient boosting. (2019). Klamargias, Aristotelis ; Stavroulakis, Evaggelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-22.

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2019Artificial Intelligence, Data, Ethics. An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: Working Papers. RePEc:ven:wpaper:2019:19.

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2019Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02181597.

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2019The use of big data analytics and artificial intelligence in central banking. (2019). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:50.

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2019A chemical-reaction-optimization-based neuro-fuzzy hybrid network for stock closing price prediction. (2019). Misra, Bijan Bihari ; Nayak, Sarat Chandra. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0153-1.

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2019Premium Risk Net of Reinsurance: From Short-Term to Medium-Term Assessment. (2019). Savelli, Nino ; Pallaria, Antonio. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:72-:d:244702.

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2019Insurance ratemaking using the Exponential-Lognormal regression model. (2019). Mustaqeem, Muhammad Waqar ; Yik, Woo Hee ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101729.

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2019Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths. (2019). Lindahl-Jacobsen, Rune ; Oeppen, Jim ; Kallestrup-Lamb, Malene ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-07.

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2019Omega and Sharpe ratio. (2019). Guez, Beatrice ; Benhamou, Eric. In: Papers. RePEc:arx:papers:1911.10254.

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2019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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2019Fraud risk assessment within blockchain transactions. (2019). Goffard, Pierre-Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01716687.

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2019Adjusted Evaluation Measures for Asymmetrically Important Data. (2019). Skilogianni, Despoina ; Siouris, George-Jason ; Karagrigoriou, Alex. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:41-66.

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2019Valuation of contingent convertible catastrophe bonds — The case for equity conversion. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo ; Palmowski, Zbigniew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254.

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2019Quantifying Life Insurance Risk using Least-Squares Monte Carlo. (2019). Pfaffel, Oliver ; Lempertseder, Robert ; Krebs, Johannes ; Baumgart, Claus. In: Papers. RePEc:arx:papers:1910.03951.

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2019Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119.

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2019An approach to merit rating by means of autoregressive sequences. (2019). Arato, Miklos N ; Martinek, Laszlo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:205-217.

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2019Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1910.08344.

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2019Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2019An arbitrage-free conic martingale model with application to credit risk. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1909.02474.

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2019A Novel Adaptive Intelligent Ensemble Model for Forecasting Primary Energy Demand. (2019). Zhao, Wenting ; Wang, Pan ; Jin, Zhixin ; Yao, Xilong. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1347-:d:220952.

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2019Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178.

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2019Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2019Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:123.

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2019Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:126.

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2019Model risk of expected shortfall. (2019). Zhang, Ning ; Lazar, Emese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:74-93.

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2019On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends. (2019). Upadhye, Neelesh S. In: Papers. RePEc:arx:papers:1908.03407.

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2019Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:41.

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2019From point through density valuation to individual risk assessment in the discounted cash flows method. (2019). Dec, Marcin. In: GRAPE Working Papers. RePEc:fme:wpaper:35.

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2019Risk Management with Tail Quasi-Linear Means. (2019). Shushi, Tomer ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:1902.06941.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2019Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case. (2019). Sun, Li-Hsien ; Sheu, Shuenn-Jyi ; Hata, Hiroaki. In: Papers. RePEc:arx:papers:1903.08957.

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2019On a spectrally negative Lévy risk process with periodic dividends and capital injections. (2019). Zhou, Xiaowen ; Dong, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:16.

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2019CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets. (2019). Huang, Fu-Wei ; Yao, Wenyu ; Lin, Jyh-Horng ; Chen, Shi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:28-:d:211106.

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2019The Outperformance Probability of Mutual Funds. (2019). Huber, Ferdinand ; Frahm, Gabriel. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:108-:d:243051.

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2019Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128.

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2019Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution. (2019). Lewis, Alan L. In: Papers. RePEc:arx:papers:1809.08635.

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2019Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility. (2019). Kim, Jeong-Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:149-169.

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2019The Optimum Leverage Level of the Banking Sector. (2019). Zhu, Qiji ; Judice, Pedro ; Dewasurendra, Sagara. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:51-:d:227536.

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2019A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach. (2019). Zhu, Qiji Jim ; Platen, Andreas ; Maier-Paape, Stanislaus. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:60-:d:236355.

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2019Modified Pricing Model for Negotiation of Mortgage Valuation Between Estate Surveyors and Valuers and Their Clients. (2019). Akinwale, O M ; Peter, N J ; Durodola, O D ; Ogunkoya, O ; Okagbue, H I ; Emetere, M E ; Iroham, C O. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:20:y:2019:i:4:d:10.1007_s40171-019-00219-4.

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2019
2019Dual Representation of Expectile based Expected Shortfall and Its Properties. (2019). Tadese, Mekonnen ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1911.03245.

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2019Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source. (2019). Dacorogna, Michel ; Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:1903.03969.

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2019Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall. (2019). Tadese, Mekonnen ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1906.09729.

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2019Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation. (2019). Tiwari, Aviral Kumar ; Trabelsi, Nader. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:78-:d:246399.

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2019Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies. (2019). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Papers. RePEc:arx:papers:1909.02182.

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2019Option pricing under regime-switching models: Novel approaches removing path-dependence. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:130-142.

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2019Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145.

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2019Systemic Risk and Heterogeneous Mean Field Type Interbank Network. (2019). Sun, Li-Hsien. In: Papers. RePEc:arx:papers:1907.03082.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2019The spread of a financial virus through Europe and beyond. (2019). , Delfim ; Rodrigues, Helena Sofia ; Kostylenko, Olena. In: Papers. RePEc:arx:papers:1901.07241.

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2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution. (2019). Giudici, Paolo ; Parisi, Laura. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019Sustainable Development Economic Strategy Model for Reducing Carbon Emission by Using Real Options Approach. (2019). Zhou, Jing ; Chen, Zan-Yu ; Liu, Chien-Yu ; Ko, Chuan-Chuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5498-:d:273544.

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2019Pre-Feasibility Study of Sarawak-West Kalimantan Cross-Border Value Chains. (2019). Lord, Montague ; Chang, Susan. In: MPRA Paper. RePEc:pra:mprapa:94732.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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2019A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:147-157.

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2019On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721.

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2019A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09993.

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2019An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving. (2019). Thibault, Emmanuel ; d'Albis, Hippolyte ; Attanasi, Giuseppe. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02132858.

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2019Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (2019). Zagst, Rudi ; Shevchenko, Pavel V ; Lichtenstern, Andreas. In: Papers. RePEc:arx:papers:1908.09976.

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2019Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1901.08356.

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2019Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:608.

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2019Ratios of ordered points of point processes with regularly varying intensity measures. (2019). Ipsen, Yuguang ; Resnick, Sidney ; Maller, Ross . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:205-222.

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2019
Recent citations
Recent citations received in 2019

YearCiting document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2019A neural network-based framework for financial model calibration. (2019). Oosterlee, Cornelis W ; Grzelak, Lech A ; Borovykh, Anastasia ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:1904.10523.

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2019Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501.

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2019A BSDE-based approach for the optimal reinsurance problem under partial information. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1910.05999.

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2019The value of power-related options under spectrally negative L\evy processes. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1910.07971.

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2019A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834.

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2019Does Death Anxiety Moderate the Adequacy of Retirement Savings? Empirical Evidence from 40-Plus Clients of Spanish Financial Advisory Firms. (2019). Hernandez, Montserrat ; Herrador, Teresa ; Topa, Gabriela ; Garmendia, Pablo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:38-:d:246463.

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2019The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663.

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2019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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2019Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit. (2019). Bermudez, Lluis ; Alcaiz, Manuela ; Guillen, Montserrat ; Perez-Marin, Ana M. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:80-:d:248378.

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2019Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178.

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2019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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2019Internet of Things and Their Coming Perspectives: A Real Options Approach. (2019). Cruz-Rambaud, Salvador ; Sanchez-Perez, Ana Maria ; Tarifa-Fernandez, Jorge. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3178-:d:237686.

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2019Company’s Performance and Its Determinants: A Study on Dutch Lady Milk Industries Berhad. (2019). Pang, Xiao Xuan. In: MPRA Paper. RePEc:pra:mprapa:97168.

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2019The Impact Of Determinants The Factor That Influence The Company Performance:A Study On Padini Holding BHD In Malaysia.. (2019). Yan, Chong Wai. In: MPRA Paper. RePEc:pra:mprapa:97176.

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2019The Market Risk on Dominos Pizza Incorporations Peformance. (2019). Teoh, Wenji. In: MPRA Paper. RePEc:pra:mprapa:97244.

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2019Market Risk on Dominos Pizza Incorporations Performance. (2019). Wenji, Teoh. In: MPRA Paper. RePEc:pra:mprapa:97319.

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Recent citations received in 2018

YearCiting document
2018On fair reinsurance premiums; Capital injections in a perturbed risk model. (2018). ben Salah, Zied ; Garrido, Jose. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:11-20.

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2018Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models. (2018). Harnau, Jonas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:25-:d:137814.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans. (2018). Ghulam, Yaseen ; Hill, Sophie ; Naseem, Sana ; Dhruva, Kamini. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:101-:d:169957.

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2018Company Value with Ruin Constraint in Lundberg Models. (2018). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:73-:d:159090.

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2018Optimum Technology Product Life Cycle Technology Innovation Investment-Using Compound Binomial Options. (2018). Ko, Chuan-Chuan ; Liu, Chien-Yu ; Zeng, Fu-Min ; Lin, Tyrone T. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:98-:d:169829.

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2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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2018On the Dependence between Quantiles and Dispersion Estimators. (2018). Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-02296832.

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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). Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel. 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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