Citation analysis for Risks / MDPI

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.52

5 Years IF

0.46

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	0.09	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	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
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	0.27	0	0	0	0	0		0	0		0			0		0	0.13
2000	0	0.32	0	0	0	0	0		0	0		0			0		0	0.14
2001	0	0.35	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.37	0	0	0	0	0		0	0		0			0		0	0.19
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.45	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	0.2
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	0.2
2009	0	0.43	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	0.45	0	0	0	0	0		0	0		0			0		0	0.2
2012	0	0.45	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.5	0.08	0	13	13	32	1	1	0		0			0	1	0.08	0.21
2014	0.38	0.51	0.23	0.38	26	39	118	9	10	13	5	13	5	4	44.4	4	0.15	0.2
2015	0.69	0.5	0.4	0.69	31	70	45	28	38	39	27	39	27	3	10.7		0	0.19
2016	0.47	0.5	0.34	0.43	72	142	114	48	86	57	27	70	30	3	6.3	15	0.21	0.18
2017	0.18	0.5	0.23	0.25	64	206	108	46	133	103	19	142	35	9	19.6	9	0.14	0.18
2018	0.29	0.54	0.32	0.33	146	352	254	113	246	136	39	206	69	31	27.4	15	0.1	0.21
2019	0.41	0.58	0.44	0.38	125	477	194	209	456	210	87	339	130	39	18.7	32	0.26	0.21
2020	0.52	0.75	0.45	0.46	144	621	86	279	735	271	142	438	201	48	17.2	20	0.14	0.29

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

#	Year	Title	Cited
1	2014	An 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	65
2	2018	Credit 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	31
3	2016	Multivariate 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	18
4	2016	Multivariate 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	18
5	2016	Multivariate 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	18
6	2013	Evaluating 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	16
7	2019		14
8	2016	Community 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	13
9	2016	Community 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	13
10	2018	On 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	13
11	2018	A 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	12
12	2018	An Individual Claims History Simulation Machine. (2018). Gabrielli, Andrea ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840. Full description at Econpapers \|\| Download paper	11
13	2019	High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Pagnottoni, Paolo ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751. Full description at Econpapers \|\| Download paper	10
14	2019	Machine 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. Full description at Econpapers \|\| Download paper	10
15	2017	Asymmetric 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. Full description at Econpapers \|\| Download paper	10
16	2020	A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515. Full description at Econpapers \|\| Download paper	10
17	2017	Multivariate 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	10
18	2014	1980Ã¢â¬â2008: 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	10
19	2014	A 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	10
20	2016	Estimating 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	9
21	2013	A 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
22	2019	Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926. Full description at Econpapers \|\| Download paper	9
23	2015	The 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	9
24	2018	A 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. Full description at Econpapers \|\| Download paper	9
25	2016	The 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	9
26	2018	Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Benth, Fred Espen ; Lavagnini, Silvia ; di Persio, Luca. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703. Full description at Econpapers \|\| Download paper	9
27	2016	Estimating 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	9
28	2014	Catastrophe 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	8
29	2019	Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193. Full description at Econpapers \|\| Download paper	8
30	2019	DeepTriangle: 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. Full description at Econpapers \|\| Download paper	8
31	2016	A 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	8
32	2019		8
33	2016	A 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	7
34	2019	Liquidity 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. Full description at Econpapers \|\| Download paper	7
35	2017	Bounded 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	7
36	2018	Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110. Full description at Econpapers \|\| Download paper	7
37	2020	Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Cafferata, Alessia ; Agosto, Arianna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546. Full description at Econpapers \|\| Download paper	7
38	2017	State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing. (2017). Chukhrova, Nataliya ; Johannssen, Arne. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:30-:d:99880. Full description at Econpapers \|\| Download paper	6
39	2019	Determining 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. Full description at Econpapers \|\| Download paper	6
40	2015	Risk 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. Full description at Econpapers \|\| Download paper	6
41	2019	Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175. Full description at Econpapers \|\| Download paper	6
42	2019	Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-MiÃÂ±ano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370. Full description at Econpapers \|\| Download paper	6
43	2016	Optimal 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	6
44	2020	Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902. Full description at Econpapers \|\| Download paper	6
45	2018	Mixed Periodic-Classical Barrier Strategies for LÃÂ©vy Risk Processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:33-:d:139765. Full description at Econpapers \|\| Download paper	6
46	2017	An 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	6
47	2019	Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327. Full description at Econpapers \|\| Download paper	6
48	2019	Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:48-:d:227464. Full description at Econpapers \|\| Download paper	5
49	2018	CoRisk: 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	5
50	2020	Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941. Full description at Econpapers \|\| Download paper	5

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

#	Year	Title	Cited
1	2018	Credit 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	30
2	2014	An 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	25
3	2019		14
4	2016	Multivariate 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	12
5	2016	Multivariate 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	12
6	2016	Multivariate 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	12
7	2018	On 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	11
8	2018	An Individual Claims History Simulation Machine. (2018). Gabrielli, Andrea ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840. Full description at Econpapers \|\| Download paper	11
9	2019	High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Pagnottoni, Paolo ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751. Full description at Econpapers \|\| Download paper	10
10	2020	A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515. Full description at Econpapers \|\| Download paper	10
11	2019	Machine 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. Full description at Econpapers \|\| Download paper	10
12	2018	A 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. Full description at Econpapers \|\| Download paper	9
13	2019	Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926. Full description at Econpapers \|\| Download paper	9
14	2018	A 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	9
15	2018	Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Benth, Fred Espen ; Lavagnini, Silvia ; di Persio, Luca. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703. Full description at Econpapers \|\| Download paper	9
16	2019	Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193. Full description at Econpapers \|\| Download paper	8
17	2016	Community 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	8
18	2016	Community 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	8
19	2019	DeepTriangle: 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. Full description at Econpapers \|\| Download paper	8
20	2017	Asymmetric 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. Full description at Econpapers \|\| Download paper	8
21	2019		8
22	2016	The 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	7
23	2017	Multivariate 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	7
24	2017	Bounded 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	7
25	2019	Liquidity 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. Full description at Econpapers \|\| Download paper	7
26	2020	Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Cafferata, Alessia ; Agosto, Arianna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546. Full description at Econpapers \|\| Download paper	7
27	2018	Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110. Full description at Econpapers \|\| Download paper	7
28	2018	Mixed Periodic-Classical Barrier Strategies for LÃÂ©vy Risk Processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:33-:d:139765. Full description at Econpapers \|\| Download paper	6
29	2016	Optimal 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	6
30	2019	Determining 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. Full description at Econpapers \|\| Download paper	6
31	2019	Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327. Full description at Econpapers \|\| Download paper	6
32	2019	Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175. Full description at Econpapers \|\| Download paper	6
33	2019	Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-MiÃÂ±ano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370. Full description at Econpapers \|\| Download paper	6
34	2020	Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902. Full description at Econpapers \|\| Download paper	6
35	2017	State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing. (2017). Chukhrova, Nataliya ; Johannssen, Arne. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:30-:d:99880. Full description at Econpapers \|\| Download paper	6
36	2018	On the Failure to Reach the Optimal Government Debt Ceiling. (2018). Cadenillas, Abel ; Huaman-Aguilar, Ricardo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:138-:d:187810. Full description at Econpapers \|\| Download paper	5
37	2018	CoRisk: 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	5
38	2018	RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263. Full description at Econpapers \|\| Download paper	5
39	2019	Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:48-:d:227464. Full description at Econpapers \|\| Download paper	5
40	2019	LIBOR Fallback and Quantitative Finance. (2019). Henrard, Marc Pierre. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:88-:d:257801. Full description at Econpapers \|\| Download paper	5
41	2018	Optimum 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. Full description at Econpapers \|\| Download paper	5
42	2019	Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985. Full description at Econpapers \|\| Download paper	5
43	2020	Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941. Full description at Econpapers \|\| Download paper	5
44	2014	A 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
45	2019	An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan. (2019). Khalid, Muhammad Irslan ; Sajid, Muhammad ; Raheel, Syyed Adnan ; Waqar, Ahsan ; Nawaz, Ahsan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:24-:d:208853. Full description at Econpapers \|\| Download paper	5
46	2018	Consistent Valuation Across Curves Using Pricing Kernels. (2018). Macrina, Andrea ; Mahomed, Obeid. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:18-:d:134969. Full description at Econpapers \|\| Download paper	5
47	2016	A 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	5
48	2018	Life 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. Full description at Econpapers \|\| Download paper	5
49	2019	Predicting Motor Insurance Claims Using Telematics DataÃ¢â¬âXGBoost 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. Full description at Econpapers \|\| Download paper	5
50	2016	Optimal 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	5

Citing documents used to compute impact factor: 142

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2020	Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting. (2020). Kim, A ; Johnson, J. E. V., ; Sung, M.-C., ; Ma, T ; Lessmann, S ; Yang, Y. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:217-234. Full description at Econpapers \|\| Download paper
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2020	Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, JÃÆÃÂ©rÃÆÃÂ©my ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375. Full description at Econpapers \|\| Download paper
2020	Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers \|\| Download paper
2020	Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020. Full description at Econpapers \|\| Download paper
2020	Fractionally integrated Log-GARCH with application to value at risk and expected shortfall. (2020). Letmathe, Sebastian ; Beran, Jan ; Feng, Yuanhua ; Ghosh, Sucharita. In: Working Papers CIE. RePEc:pdn:ciepap:137. Full description at Econpapers \|\| Download paper
2020	The value of green energy under regulation uncertainty. (2020). Kitapbayev, Yerkin ; Detemple, Jerome ; De Temple, Jerome. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030147x. Full description at Econpapers \|\| Download paper
2020	Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods. (2020). Borgonovo, Emanuele ; Rabitti, Giovanni. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:48-58. Full description at Econpapers \|\| Download paper
2020	Term structure modelling for multiple curves with stochastic discontinuities. (2020). Fontana, Claudio ; Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00416-5. Full description at Econpapers \|\| Download paper
2020	A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312. Full description at Econpapers \|\| Download paper
2020	Risk Management with Tail Quasi-Linear Means. (2019). Shushi, Tomer ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:1902.06941. Full description at Econpapers \|\| Download paper
2020	Portfolio Optimization under Correlation Constraint. (2020). Pirvu, Traian A ; Maheshwari, Aditya. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:15-:d:317375. Full description at Econpapers \|\| Download paper
2020	Portfolio Optimization by a Bivariate Functional of the Mean and Variance. (2020). Landsman, Z ; Shushi, T ; Makov, U. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:185:y:2020:i:2:d:10.1007_s10957-020-01664-3. Full description at Econpapers \|\| Download paper
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2020	Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets. (2020). Malik, Zoya ; Mehmood, Rashid ; Tayachi, Tahar ; Hunjra, Ahmed Imran. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:37-:d:345151. Full description at Econpapers \|\| Download paper
2020	Generative Synthesis of Insurance Datasets. (2019). Kuo, Kevin. In: Papers. RePEc:arx:papers:1912.02423. Full description at Econpapers \|\| Download paper
2020	Neural Networks for the Joint Development of Individual Payments and Claim Incurred. (2020). Wuthrich, Mario V ; Delong, Ukasz. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:33-:d:342279. Full description at Econpapers \|\| Download paper
2020	Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network. (2020). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2008.07564. Full description at Econpapers \|\| Download paper
2020	Machine Learning in P&C Insurance: A Review for Pricing and Reserving. (2020). Marceau, Etienne ; Lamontagne, Luc ; Cossette, Helene ; Blier-Wong, Christopher. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:4-:d:467315. Full description at Econpapers \|\| Download paper
2020	Optimal periodic dividend strategies for spectrally positive L\evy risk processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2003.13275. Full description at Econpapers \|\| Download paper
2020	Optimal periodic dividend strategies for spectrally negative L\evy processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2004.01838. Full description at Econpapers \|\| Download paper
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2020	An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving. (2020). d'Albis, Hippolyte ; Thibault, Emmanuel ; Attanasi, Giuseppe ; Dalbis, Hippolyte. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:694-717. Full description at Econpapers \|\| Download paper
2020	Incorporating crossed classification credibility into the LeeÃ¢â¬âCarter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers \|\| Download paper
2020	A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020109. Full description at Econpapers \|\| Download paper
2020	Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes. (2020). Sabino, Piergiacomo ; Petroni, Nicola Cufaro. In: Papers. RePEc:arx:papers:2011.09147. Full description at Econpapers \|\| Download paper
2020	Performance estimation of photovoltaic energy production. (2020). Petroni, Filippo ; Masala, Giovanni ; Damico, Guglielmo ; Casula, Laura. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:3:d:10.1007_s12076-020-00258-x. Full description at Econpapers \|\| Download paper
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2020	Sovereign ratings and national culture. (2020). Partington, Graham ; Dang, Huong . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304743. Full description at Econpapers \|\| Download paper
2020	The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287. Full description at Econpapers \|\| Download paper
2020	Optimal insurance design under narrow framing. (2020). Zheng, Jiakun. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:596-607. Full description at Econpapers \|\| Download paper
2020	Predictive compound risk models with dependence. (2020). Valdez, Emiliano A ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:182-195. Full description at Econpapers \|\| Download paper
2020	Efficient willow tree method for variable annuities valuation and risk managementÃ¢Ëâ . (2020). Sevic, Zeljko ; Xu, Wei ; Dong, Bing. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305149. Full description at Econpapers \|\| Download paper
2020	Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model. (2020). Pirvu, Traian A ; Zhang, Kevin S. In: Papers. RePEc:arx:papers:2006.07771. Full description at Econpapers \|\| Download paper
2020	A BSDE-based approach for the optimal reinsurance problem under partial information. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1910.05999. Full description at Econpapers \|\| Download paper
2020	Optimal reinsurance and investment in a diffusion model. (2020). Schmidli, Hanspeter ; Brachetta, Matteo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00265-8. Full description at Econpapers \|\| Download paper
2020	A BSDE-based approach for the optimal reinsurance problem under partial information. (2020). Ceci, C ; Brachetta, M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2020	A Comprehensive Stability Indicator for Banks. (2020). Vo, Duc ; Powell, Robert J. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:13-:d:315737. Full description at Econpapers \|\| Download paper
2020	Stochastic Optimization System for Bank Reverse Stress Testing. (2020). Ronga, Alessandro ; Fazzini, Massimiliano ; Papiro, Giovanni ; Montesi, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:174-:d:395561. Full description at Econpapers \|\| Download paper
2020	Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; SzafraÅski, Grzegorz ; Woko, Zuzanna ; Szafraski, Grzegorz ; Kwas, Marek. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941. Full description at Econpapers \|\| Download paper
2020	An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130. Full description at Econpapers \|\| Download paper
2020	The Impact of the Exchange Rate Volatility on the Stock Return Volatility in Turkey. (2020). Guler, Derya. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:8:y:2020:i:2:p:106-123. Full description at Econpapers \|\| Download paper
2020	Incorporating the RMB internationalization effect into its exchange rate volatility forecasting. (2020). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302840. Full description at Econpapers \|\| Download paper
2020	Are Corporate Bond Defaults Contagious across Sectors?. (2020). Ellis, Colin. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:1-:d:305922. Full description at Econpapers \|\| Download paper
2020	Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model. (2020). AndrieÃâ¢, Alin Marius ; Galasan, Elena ; Andries, Alin Marius . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:5-:d:307357. Full description at Econpapers \|\| Download paper
2020	Fiscal, Investment and Export Multipliers and the COVID-19 Pandemic Slowdowns Uncertainty Factor in the First Half of 2020. (2020). Derkacz, Arkadiusz J. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:122-:d:445692. Full description at Econpapers \|\| Download paper
2020	Autonomous Expenditure Multipliers and Gross Value Added. (2020). Derkacz, Arkadiusz J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:213-:d:414872. Full description at Econpapers \|\| Download paper
2020	The Use of Real Options in Assessing the Development of Small Energy in Russia. (2020). Didenko, Valentina ; Morozko, Nina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-25. Full description at Econpapers \|\| Download paper
2020	Loss Reserving Estimation With Correlated Run-Off Triangles in a Quantile Longitudinal Model. (2020). Pitselis, Georgios ; Badounas, Ioannis . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:14-:d:315997. Full description at Econpapers \|\| Download paper
2020	Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices. (2020). ausloos, marcel ; Jafari, Gholamreza ; Manavi, Seyed Alireza ; Rouhani, Shahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303836. Full description at Econpapers \|\| Download paper
2020	GARCH Modelling of High-Capitalization Cryptocurrencies Impacts During Bearish Markets. (2020). Athanasios, Pandazis ; Anastasios-Taxiarchis, Koutsioukis ; Efthymios, Katsaros ; Panagiotis, Anastasiadis. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:87-106. Full description at Econpapers \|\| Download paper
2020	Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030. Full description at Econpapers \|\| Download paper
2020	Energy and nonÃÂ¢Ã¢âÂ¬Ã¢â¬Åenergy Commodities: Spillover Effects on African Stock Markets. (2020). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo ; Boccia, Marinella. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_7. Full description at Econpapers \|\| Download paper
2020	Financial Compass for Slovak Enterprises: Modeling Economic Stability of Agricultural Entities. (2020). Jaros, Jaroslav ; Adamko, Peter ; Durana, Pavol ; Valaskova, Katarina. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:92-:d:355077. Full description at Econpapers \|\| Download paper
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2020	Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers \|\| Download paper
2020	A robust framework for risk parity portfolios. (2020). Kwon, Roy ; Costa, Giorgio. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00179-w. Full description at Econpapers \|\| Download paper
2020	Optimal reduction of public debt under partial observation of the economic growth. (2020). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00438-z. Full description at Econpapers \|\| Download paper
2020	Including news data in forecasting macro economic performance of China. (2020). Torkar, Miha ; Lunde, Asger. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:4:d:10.1007_s10287-020-00382-5. Full description at Econpapers \|\| Download paper
2020	On Calibration Neural Networks for extracting implied information from American options. (2020). Oosterlee, Cornelis W ; Borovykh, Anastasia ; 'Alvaro Leitao, ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2001.11786. Full description at Econpapers \|\| Download paper
2020	Neural Network pricing of American put options. (2020). Sequeira, Bernardo ; Lopes, Sara D ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp01222020. Full description at Econpapers \|\| Download paper
2020	Financial option valuation by unsupervised learning with artificial neural networks. (2020). van der Meer, Remco ; Oosterlee, Cornelis W ; Salvador, Beatriz. In: Papers. RePEc:arx:papers:2005.12059. Full description at Econpapers \|\| Download paper
2020	Artificial Neural Networks Performance in WIG20 Index Options Pricing. (2020). ÃÅ¡lepaczuk, Robert ; Wysocki, Maciej. In: Working Papers. RePEc:war:wpaper:2020-19. Full description at Econpapers \|\| Download paper
2020	The Deep Parametric PDE Method: Application to Option Pricing. (2020). Wunderlich, Linus ; Glau, Kathrin. In: Papers. RePEc:arx:papers:2012.06211. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	An arbitrage-free interpolation of class $C^2$ for option prices. (2020). le Floc, Fabien. In: Papers. RePEc:arx:papers:2004.08650. Full description at Econpapers \|\| Download paper
2020	Sustainable Development Goals and Investment Strategies: The Profitability of Using Five-Factor Fama-French Alphas. (2020). Miralles-Quiros, Maria Mar ; Nogueira, Jose Manuel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1842-:d:326575. Full description at Econpapers \|\| Download paper
2020	Predicting Time-Lag Stock Return Using Tactical Asset Allocation Trading Strategies Across Global Stock Indices. (2020). Afzal, Farman ; Haiying, Pan ; Bhatti, Faisal Ghafoor. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:1:p:115-122. Full description at Econpapers \|\| Download paper
2020	Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance. (2020). Viviano, Fabio ; Costabile, Massimo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:48-:d:359746. Full description at Econpapers \|\| Download paper
2020	FarmersÃ¢â¬â¢ Willingness to Pay for Services to Ensure Sustainable Agricultural Income in the GAP-Harran Plain, ÃÅ¾anlÃÂ±urfa, Turkey. (2020). Canelik, Mehmet ; Sevin, Mehmet Reit ; Aydodu, Mustafa Hakki ; Doan, Hatice Parlaki. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:5:p:152-:d:353938. Full description at Econpapers \|\| Download paper
2020	Transplanting Date Estimation Using Sentinel-1 Satellite Data for Paddy Rice Damage Assessment in Indonesia. (2020). Hongo, Chiharu ; Manago, Naohiro ; Utoyo, Budi ; Sigit, Gunardi ; Sofue, Yuki. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:12:p:625-:d:460873. Full description at Econpapers \|\| Download paper
2020	Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235. Full description at Econpapers \|\| Download paper
2020	Mortality data correction in the absence of monthly fertility records. (2020). Elfassihi, Amal ; Boumezoued, Alexandre. In: Working Papers. RePEc:hal:wpaper:hal-02634631. Full description at Econpapers \|\| Download paper
2020	Local mortality estimates during the COVID-19 pandemic in Italy. (2020). Miccoli, Sara ; Letta, Marco ; di Stefano, Roberta ; Cerqua, Augusto. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp6. Full description at Econpapers \|\| Download paper
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2020	The terminator of social welfare? The economic consequences of algorithmic discrimination. (2020). Kosfeld, Michael ; Hinz, Oliver ; Abdel-Karim, Benjamin M ; Pfeuffer, Nicolas ; Bauer, Kevin. In: SAFE Working Paper Series. RePEc:zbw:safewp:287. Full description at Econpapers \|\| Download paper
2020	On fairness of systemic risk measures. (2020). Biagini, Francesca ; Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00417-4. Full description at Econpapers \|\| Download paper
2020	How to prevent a new global financial crisis. (2020). Beker, Victor. In: AsociaciÃ³n Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4309. Full description at Econpapers \|\| Download paper
2020	EvaluaciÃ³n EconÃ³mica de pÃ©rdidas por enfermedades en bovinos: mÃ©todos de valuaciÃ³n de perdida. (2020). Amaro, Ignacio Benito . In: AsociaciÃ³n Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4310. Full description at Econpapers \|\| Download paper
2020	Capital regulation, deposit insurance and bank risk: International evidence from normal and crisis periods. (2020). Ashraf, Badar Nadeem ; Qian, Ningyu ; Jiang, Chonghui ; Zheng, Changjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918311231. Full description at Econpapers \|\| Download paper
2020	New Results for additive and multiplicative risk apportionment. (2020). Malevergne, Yannick ; Rey, Beatrice ; Louberge, Henri. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:140-151. Full description at Econpapers \|\| Download paper
2020	Impact of Economic Policy Uncertainty on Trade Credit Provision: The Role of Social Trust. (2020). Dong, Daxin ; Liu, Peng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1601-:d:323207. Full description at Econpapers \|\| Download paper
2020	The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia. (2020). Stojkoski, Viktor ; Jolakoski, Petar ; IVANOVSKI, Igor . In: Papers. RePEc:arx:papers:2011.10826. Full description at Econpapers \|\| Download paper
2020	An Acceptance Approach for Novel Technologies in Car Insurance. (2020). Milosavljevi, Milo ; Milanovi, Nemanja ; Spaseni, Eljko ; Starevi, Duan ; Benkovi, Slaana . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10331-:d:459987. Full description at Econpapers \|\| Download paper
2020	Address Identification Using Telematics: An Algorithm to Identify Dwell Locations. (2020). Verdonck, Tim ; Pavlioglou, Solon ; Mostoufi, Mina ; Grumiau, Christopher. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:92-:d:407190. Full description at Econpapers \|\| Download paper
2020	Special Issue Ã¢â¬ÅMachine Learning in InsuranceÃ¢â¬Â. (2020). Nielsen, Jens Perch ; Kyriakou, Ioannis ; Asimit, Vali. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:54-:d:362822. Full description at Econpapers \|\| Download paper
2020	Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496. Full description at Econpapers \|\| Download paper
2020	HRP performance comparison in portfolio optimization under various codependence and distance metrics. (2020). Chlebus, Marcin ; Barziy, Illya. In: Working Papers. RePEc:war:wpaper:2020-21. Full description at Econpapers \|\| Download paper
2020	A test on the location of the tangency portfolio on the set of feasible portfolios. (2020). Lindholm, Mathias ; Bodnar, Taras ; Muhinyuza, Stanislas. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s009630032030477x. Full description at Econpapers \|\| Download paper
2020	From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886. Full description at Econpapers \|\| Download paper
2020	Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms. (2020). Elsayed, Mohamed ; el Sayed, Mohamed ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030199x. Full description at Econpapers \|\| Download paper
2020	In-Sample Hazard Forecasting Based on Survival Models with Operational Time. (2020). Bischofberger, Stephan M. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:3-:d:304744. Full description at Econpapers \|\| Download paper
2020	Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing. (2020). Ck, Simon. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:19-:d:322684. Full description at Econpapers \|\| Download paper
2020	SABR smiles for RFR caplets. (2020). Willems, Sander. In: Papers. RePEc:arx:papers:2004.04501. Full description at Econpapers \|\| Download paper
2020	Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks. (2020). Macrina, Andrea ; Skovmand, David. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:23-:d:327778. Full description at Econpapers \|\| Download paper
2020	Synthetic forwards and cost of funding in the equity derivative market. (2020). Baviera, Roberto ; Azzone, Michele. In: Papers. RePEc:arx:papers:2011.03795. Full description at Econpapers \|\| Download paper
2020	Cash Salary, Inside Equity, or Inside Debt?Ã¢â¬âThe Determinants and Optimal Value of Compensation Structure in a Long-term Incentive Model of Banks. (2020). Yuan, Xuchuan ; Jiang, Minghui ; Ma, Tianyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:666-:d:309547. Full description at Econpapers \|\| Download paper
2020	The Growth of Private Sector and Financial Development in Saudi Arabia. (2020). Haque, Mohammad Imdadul. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:39-:d:357217. Full description at Econpapers \|\| Download paper
2020	The risk of betting on risk: Conditional variance and correlation of bank credit default swaps. (2020). Huang, Xin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:710-721. Full description at Econpapers \|\| Download paper
2020	Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Pamen, Olivier Menoukeu ; Constantinescu, Corina ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:17-:d:319039. Full description at Econpapers \|\| Download paper
2020	Price reaction, volatility timing and fundsâ performance during Covid-19. (2020). Abbas, Syed Kumail ; Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305316. Full description at Econpapers \|\| Download paper
2020	Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis. (2020). Facchinetti, Silvia ; Bramante, Riccardo ; Arbia, Giuseppe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:95-:d:410286. Full description at Econpapers \|\| Download paper
2020	Pricing Defaulted Italian Mortgages. (2020). Schenk-HoppÃÆÃÂ©, Klaus ; Schenk-Hoppe, Klaus R ; Pelizza, Michela. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:31-:d:318795. Full description at Econpapers \|\| Download paper
2020	Die Hard: Probability of Default and Soft Information. (2020). Matthias, Massimo ; Giammarino, Michele ; Gabbi, Giampaolo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:46-:d:357662. Full description at Econpapers \|\| Download paper
2020	General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592. Full description at Econpapers \|\| Download paper
2020	Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277. Full description at Econpapers \|\| Download paper
2020	Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Cafferata, Alessia ; Agosto, Arianna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546. Full description at Econpapers \|\| Download paper
2020	Technical Analysis on the Bitcoin Market: Trading Opportunities or InvestorsÃ¢â¬â¢ Pitfall?. (2020). de Giuli, Maria Elena ; DeGiuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452. Full description at Econpapers \|\| Download paper
2020	Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150. Full description at Econpapers \|\| Download paper
2020	Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Vu, Tan Ngoc ; Nguyen, Thang Cong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914. Full description at Econpapers \|\| Download paper
2020	A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis. (2020). Sperlich, Stefan ; Jorda, Vanesa ; Prieto, Faustino ; Sarabia, Jose Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:32-:d:341113. Full description at Econpapers \|\| Download paper
2020	Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103. Full description at Econpapers \|\| Download paper
2020	Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons. (2020). Mousavi, Parastoo ; Kyriakou, Ioannis ; Scholz, Michael ; Nielsen, Jens Perch. In: Graz Economics Papers. RePEc:grz:wpaper:2020-20. Full description at Econpapers \|\| Download paper
2020	Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). GUPTA, RANGAN ; Rojas, Omar ; Nazlioglu, Saban ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202006. Full description at Econpapers \|\| Download paper
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2020	Microcredits for Sustainable Development of Small Ukrainian Enterprises: Efficiency, Accessibility, and Government Contribution. (2020). Kurylo, Oksana ; Turylo, Anatolii ; Trevoho, Olena ; Symak, Anastasiya ; Petrushka, Tetyana ; Yemelyanov, Olexandr ; Lesyk, Lilia ; Danchak, Lesia. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6184-:d:392841. Full description at Econpapers \|\| Download paper
2020	Optimal Dividend Payment in De Finetti Models: Survey and New Results and Strategies. (2020). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:96-:d:411896. Full description at Econpapers \|\| Download paper
2020	Towards Explainability of Machine Learning Models in Insurance Pricing. (2020). Lupton, Daniel ; Kuo, Kevin. In: Papers. RePEc:arx:papers:2003.10674. Full description at Econpapers \|\| Download paper
2020	The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529. Full description at Econpapers \|\| Download paper
2020	Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall. (2019). Tadese, Mekonnen ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1906.09729. Full description at Econpapers \|\| Download paper
2020	Relative bound and asymptotic comparison of expectile with respect to expected shortfall. (2020). Drapeau, Samuel ; Tadese, Mekonnen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:387-399. Full description at Econpapers \|\| Download paper
2020	Risk reference charts for speeding based on telematics information. (2020). Alcaiz, Manuela ; Perez-Marin, Ana M ; Guillen, Montserrat. In: IREA Working Papers. RePEc:ira:wpaper:202003. Full description at Econpapers \|\| Download paper
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2020	. Full description at Econpapers \|\| Download paper
2020	Forecasting value at risk with intra-day return curves. (2020). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1023-1038. Full description at Econpapers \|\| Download paper
2020	Culture, financial crisis and the demand for property, accident and health insurance in the OECD countries. (2020). Pham, Cong S ; Sgro, Pasquale ; Nguyen, Xuan ; Trinh, Cong Tam. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:480-498. Full description at Econpapers \|\| Download paper
2020	An exploration of gender gap using advanced data science tools: actuarial research community. (2020). Yu, Mengyu ; Miljkovic, Tatjana ; Thompson, Samantha ; Krehbiel, Mazie. In: Scientometrics. RePEc:spr:scient:v:123:y:2020:i:2:d:10.1007_s11192-020-03412-w. Full description at Econpapers \|\| Download paper
2020	Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models. (2020). Miljkovic, Tatjana ; McNicholas, Paul D ; Jevti, Petar ; Poua, Nikola. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:79-93. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	SABR smiles for RFR caplets. (2020). Willems, Sander. In: Papers. RePEc:arx:papers:2004.04501. Full description at Econpapers \|\| Download paper
2020	Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950. Full description at Econpapers \|\| Download paper
2020	Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Papers. RePEc:arx:papers:2008.00124. Full description at Econpapers \|\| Download paper
2020	Solving path dependent PDEs with LSTM networks and path signatures. (2020). Szpruch, Lukasz ; Vsivska, David ; Sabate-Vidales, Marc. In: Papers. RePEc:arx:papers:2011.10630. Full description at Econpapers \|\| Download paper
2020	Life insurance policies with cash flows subject to random interest rate changes. (2020). Banos, David R. In: Papers. RePEc:arx:papers:2012.15541. Full description at Econpapers \|\| Download paper
2020	Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?. (2020). Allen, David Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:202-:d:410152. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Vu, Tan Ngoc ; Nguyen, Thang Cong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914. Full description at Econpapers \|\| Download paper
2020	Technical Analysis on the Bitcoin Market: Trading Opportunities or InvestorsÃ¢â¬â¢ Pitfall?. (2020). de Giuli, Maria Elena ; DeGiuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452. Full description at Econpapers \|\| Download paper
2020	Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL. (2020). Pham, Ha ; Engelmann, Bernd. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:93-:d:407903. Full description at Econpapers \|\| Download paper
2020	Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:98-:d:412414. Full description at Econpapers \|\| Download paper
2020	First Quarter Chronicle of COVID-19: An Attempt to Measure Governmentsâ Responses. (2020). Constantinescu, Corina ; del Carmen, Maria ; Ahin, Ule ; Zhu, Wei ; Wang, Jing ; Henshaw, Kira ; Eisenberg, Julia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:115-:d:439377. Full description at Econpapers \|\| Download paper
2020	Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios. (2020). Hunjra, Ahmed ; Hanif, Mahnoor ; Sahito, Uroosa ; Colombage, Sisira ; Alawi, Suha Mahmoud. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:126-:d:453526. Full description at Econpapers \|\| Download paper
2020	Sustainable FundsÃ¢â¬â¢ Performance Evaluation. (2020). Merkyte, Justina ; Teresiene, Deimante ; Han, Yan ; Yue, Xiao-Guang ; Liu, Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8034-:d:421326. Full description at Econpapers \|\| Download paper
2020	Companiesâ Sustainable Growth, Accounting Quality, and Investments Performances. The Case of the Romanian Capital Market. (2020). Carp, Mihai ; Afrsinei, Mihai-Bogdan ; Georgescu, Iuliana Eugenia ; Toma, Constantin ; Pvloaia, Leontina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9748-:d:449331. Full description at Econpapers \|\| Download paper
2020	Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0186. Full description at Econpapers \|\| Download paper
2020	On the use of growth models to understand epidemic outbreaks with application to COVID-19 data. (2020). Kakai, Romain Glele ; Lokonon, Bruno Enagnon ; Tovissode, Chenangnon Frederic. In: PLOS ONE. RePEc:plo:pone00:0240578. Full description at Econpapers \|\| Download paper
2020	Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150. Full description at Econpapers \|\| Download paper
2020	The concept of global governance in tourism franchises: a case study of TUI group. (2020). Aburumman, Asad H. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:8:y:2020:i:2:p:1321-1339. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Optimal 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. Full description at Econpapers \|\| Download paper
2019	MOMENT 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. Full description at Econpapers \|\| Download paper
2019	A 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. Full description at Econpapers \|\| Download paper
2019	Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501. Full description at Econpapers \|\| Download paper
2019	A multilevel analysis to systemic exposure: insights from local and system-wide information. (2019). Gnabo, Jean-Yves ; Gandica, Y'Erali. In: Papers. RePEc:arx:papers:1910.08611. Full description at Econpapers \|\| Download paper
2019	A 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. Full description at Econpapers \|\| Download paper
2019	Does 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. Full description at Econpapers \|\| Download paper
2019	The 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. Full description at Econpapers \|\| Download paper
2019	. Full description at Econpapers \|\| Download paper
2019	The W , Z / ÃÂ½ , ÃÂ´ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps. (2019). Vardar-Acar, Ceren ; Grahovac, Danijel ; Avram, Florin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:18-:d:207330. Full description at Econpapers \|\| Download paper
2019	Predicting Motor Insurance Claims Using Telematics DataÃ¢â¬âXGBoost 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. Full description at Econpapers \|\| Download paper
2019	Quantile 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. Full description at Econpapers \|\| Download paper
2019	Special Issue Ã¢â¬ÅRisk, Ruin and Survival: Decision Making in Insurance and FinanceÃ¢â¬Â. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178. Full description at Econpapers \|\| Download paper
2019	DeepTriangle: 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. Full description at Econpapers \|\| Download paper
2019	A Likelihood Approach to BornhuetterÃ¢â¬âFerguson Analysis. (2019). Nielsen, Bent ; Martinez-Miranda, Maria Dolores ; Margraf, Carolin ; Elpidorou, Valandis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:119-:d:296216. Full description at Econpapers \|\| Download paper
2019	Risks Special Issue on Ã¢â¬ÅGranular Models and Machine Learning ModelsÃ¢â¬Â. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:1-:d:303264. Full description at Econpapers \|\| Download paper
2019	Internet 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. Full description at Econpapers \|\| Download paper
2019	Sustainable Road Design: Promoting Recycling and Non-Conventional Materials. (2019). Dawson, Andrew ; Thom, Nicholas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6106-:d:282895. Full description at Econpapers \|\| Download paper
2019	On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Olah, Judit ; Ur, Faheem ; Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359. Full description at Econpapers \|\| Download paper
2019	Pay Me Later is Not Always Positively Associated with Bank Risk ReductionÃ¢â¬âFrom the Perspective of Long-Term Compensation and Black Box Effect. (2019). Yuan, Xuchuan ; Jiang, Minghui ; Ma, Tianyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:35-:d:299541. Full description at Econpapers \|\| Download paper
2019	CompanyÃ¢â¬â¢s Performance and Its Determinants: A Study on Dutch Lady Milk Industries Berhad. (2019). Pang, Xiao Xuan. In: MPRA Paper. RePEc:pra:mprapa:97168. Full description at Econpapers \|\| Download paper
2019	The 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. Full description at Econpapers \|\| Download paper
2019	The Market Risk on Dominos Pizza Incorporations Peformance. (2019). Teoh, Wenji. In: MPRA Paper. RePEc:pra:mprapa:97244. Full description at Econpapers \|\| Download paper
2019	Market Risk on Dominos Pizza Incorporations Performance. (2019). Wenji, Teoh. In: MPRA Paper. RePEc:pra:mprapa:97319. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	A subordinated CIR intensity model with application to Wrong-Way risk CVA. (2018). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1801.05673. Full description at Econpapers \|\| Download paper
2018	On the Dependence between Quantiles and Dispersion Estimators. (2018). Marie, Kratz ; Marcel, Brautigam. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-18007. Full description at Econpapers \|\| Download paper
2018	On 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. Full description at Econpapers \|\| Download paper
2018	Multinomial 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. Full description at Econpapers \|\| Download paper
2018	Moving 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. Full description at Econpapers \|\| Download paper
2018	Misspecification 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. Full description at Econpapers \|\| Download paper
2018	On 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
2018	The 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. Full description at Econpapers \|\| Download paper
2018	Company 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. Full description at Econpapers \|\| Download paper
2018	Optimum 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. Full description at Econpapers \|\| Download paper
2018	A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842. Full description at Econpapers \|\| Download paper
2018	Using 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. Full description at Econpapers \|\| Download paper
2018	On the Dependence between Quantiles and Dispersion Estimators. (2018). Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-02296832. Full description at Econpapers \|\| Download paper
2018	Using App Inventor to provide the amortization schedule and the sinking fund schedule. (2018). Huang, Li-Fei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500305. Full description at Econpapers \|\| Download paper
2018

Recent citations received in 2017

Year	Citing document
2017	Influence 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. Full description at Econpapers \|\| Download paper
2017	Forecasting 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. Full description at Econpapers \|\| Download paper
2017	Pareto-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. Full description at Econpapers \|\| Download paper
2017	Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098. Full description at Econpapers \|\| Download paper
2017	Special Issue Ã¢â¬ÅActuarial and Financial Risks in Life Insurance, Pensions and Household FinanceÃ¢â¬Â. (2017). Regis, Luca. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:63-:d:121755. Full description at Econpapers \|\| Download paper
2017	Stable 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. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	Risk 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Risks / MDPI	11	193
2	Papers / arXiv.org	65	185
3	Insurance: Mathematics and Economics / Elsevier	48	127
4	Sustainability / MDPI	48	46
5			43
6	JRFM / MDPI	14	29
7	MPRA Paper / University Library of Munich, Germany	103	17
8	Physica A: Statistical Mechanics and its Applications / Elsevier	62	16
9	European Journal of Operational Research / Elsevier	108	14
10	Finance and Stochastics / Springer	47	13
11	Working Papers / HAL	39	13