[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]
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 | 0.39 | 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 | 0.22 | |||||
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 | 20 | 28 | 38 | 39 | 27 | 39 | 27 | 3 | 10.7 | 0 | 0.21 | |
2016 | 0.44 | 0.58 | 0.3 | 0.4 | 72 | 142 | 53 | 42 | 80 | 57 | 25 | 70 | 28 | 3 | 7.1 | 13 | 0.18 | 0.2 |
2017 | 0.18 | 0.6 | 0.22 | 0.23 | 64 | 206 | 41 | 45 | 125 | 103 | 19 | 142 | 33 | 9 | 20 | 9 | 0.14 | 0.22 |
2018 | 0.24 | 0.76 | 0.26 | 0.29 | 146 | 352 | 61 | 92 | 217 | 136 | 33 | 206 | 59 | 30 | 32.6 | 11 | 0.08 | 0.31 |
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 |
# | 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 | 48 |
2 | 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 | 13 |
3 | 2014 | 1980â2008: 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 | 9 |
4 | 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 |
5 | 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 |
6 | 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 |
7 | 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 | 7 |
8 | 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 | 7 |
9 | 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 | 6 |
10 | 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 | 6 |
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 | 6 |
12 | 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 | 6 |
13 | 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 | 5 |
14 | 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 |
15 | 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 | 5 |
16 | 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 | 5 |
17 | 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 | 5 |
18 | 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 | 5 |
19 | 2015 | Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers || Download paper | 4 |
20 | 2018 | A 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 |
21 | 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 | 4 |
22 | 2014 | An 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. Full description at Econpapers || Download paper | 4 |
23 | 2017 | An 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 | 4 |
24 | 2016 | A 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 |
25 | 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 | 3 |
26 | 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 | 3 |
27 | 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 | 3 |
28 | 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 | 3 |
29 | 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 | 3 |
30 | 2017 | Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:26-:d:96172. Full description at Econpapers || Download paper | 3 |
31 | 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 | 3 |
32 | 2014 | Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction. (2014). Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:49-73:d:33936. Full description at Econpapers || Download paper | 3 |
33 | 2016 | The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. (2016). Blake, David ; Dowd, Kevin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310. Full description at Econpapers || Download paper | 3 |
34 | 2017 | Optimal 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. Full description at Econpapers || Download paper | 3 |
35 | 2016 | Optimal 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. Full description at Econpapers || Download paper | 2 |
36 | 2018 | Analyzing 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. Full description at Econpapers || Download paper | 2 |
37 | 2016 | Optimal 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. Full description at Econpapers || Download paper | 2 |
38 | 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 | 2 |
39 | 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 | 2 |
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 | 2 |
41 | 2017 | Exposure 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. Full description at Econpapers || Download paper | 2 |
42 | 2015 | Rationality 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. Full description at Econpapers || Download paper | 2 |
43 | 2018 | A General Framework for Portfolio TheoryâPart 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. Full description at Econpapers || Download paper | 2 |
44 | 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 | 2 |
45 | 2019 | Convolutional Neural Network Classification of Telematics Car Driving Data. (2019). Gao, Guangyuan ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:6-:d:196466. Full description at Econpapers || Download paper | 2 |
46 | 2017 | Bayesian 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. Full description at Econpapers || Download paper | 2 |
47 | 2014 | Optimal 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. Full description at Econpapers || Download paper | 2 |
48 | 2016 | Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Menââ¬â¢s Risk of Accidents Differs from Womenââ¬â¢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. Full description at Econpapers || Download paper | 2 |
49 | 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 | 2 |
50 | 2015 | On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy. (2015). , Eric ; Woo, Jae-Kyung ; Liu, Haibo. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:491-514:d:58578. Full description at Econpapers || Download paper | 2 |
# | 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 | 24 |
2 | 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 |
3 | 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 |
4 | 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 | 7 |
5 | 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 | 6 |
6 | 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 | 6 |
7 | 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 | 5 |
8 | 2014 | 1980â2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639. Full description at Econpapers || Download paper | 5 |
9 | 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 | 5 |
10 | 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 | 4 |
11 | 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 | 4 |
12 | 2017 | An 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 | 4 |
13 | 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 | 4 |
14 | 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 | 4 |
15 | 2018 | A 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 |
16 | 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 | 3 |
17 | 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 | 3 |
18 | 2016 | A 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 |
19 | 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 | 3 |
20 | 2017 | Optimal 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. Full description at Econpapers || Download paper | 3 |
21 | 2015 | Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers || Download paper | 3 |
22 | 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 | 3 |
23 | 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 | 3 |
24 | 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 | 3 |
25 | 2017 | Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:26-:d:96172. Full description at Econpapers || Download paper | 3 |
26 | 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 | 3 |
27 | 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 | 3 |
28 | 2016 | The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. (2016). Blake, David ; Dowd, Kevin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310. Full description at Econpapers || Download paper | 3 |
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 | 3 |
30 | 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 | 3 |
31 | 2014 | An 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. Full description at Econpapers || Download paper | 2 |
32 | 2016 | Optimal 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. Full description at Econpapers || Download paper | 2 |
33 | 2018 | A General Framework for Portfolio TheoryâPart 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. Full description at Econpapers || Download paper | 2 |
34 | 2016 | Optimal 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. Full description at Econpapers || Download paper | 2 |
35 | 2017 | Backtesting the LeeâCarter and the CairnsâBlakeâDowd 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. Full description at Econpapers || Download paper | 2 |
36 | 2016 | Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Menââ¬â¢s Risk of Accidents Differs from Womenââ¬â¢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. Full description at Econpapers || Download paper | 2 |
37 | 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 | 2 |
38 | 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 | 2 |
39 | 2018 | Volatility Is Log-NormalâBut 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. Full description at Econpapers || Download paper | 2 |
40 | 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 | 2 |
41 | 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 | 2 |
42 | 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 | 2 |
43 | 2018 | Analyzing 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. Full description at Econpapers || Download paper | 2 |
44 | 2017 | Exposure 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. Full description at Econpapers || Download paper | 2 |
45 | 2019 | Convolutional Neural Network Classification of Telematics Car Driving Data. (2019). Gao, Guangyuan ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:6-:d:196466. Full description at Econpapers || Download paper | 2 |
46 | 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 | 2 |
47 | 2013 | Optimal 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. Full description at Econpapers || Download paper | 2 |
48 | 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 | 2 |
49 | 2017 | Bayesian 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. Full description at Econpapers || Download paper | 2 |
50 | 2015 | On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy. (2015). , Eric ; Woo, Jae-Kyung ; Liu, Haibo. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:491-514:d:58578. Full description at Econpapers || Download paper | 2 |
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2018 | Constructing financial network based on PMFG and threshold method. (2018). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:104-113. Full description at Econpapers || Download paper | |
2018 | Geodetic convex boundary curvatures of the communities in stock market networks. (2018). Akguller, Omer ; Balci, Mehmet Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:569-581. Full description at Econpapers || Download paper | |
2018 | General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588. Full description at Econpapers || Download paper | |
2018 | Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans. (2018). Sibillo, Marilena ; di Lorenzo, Emilia ; Damato, Valeria. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:13-:d:133289. Full description at Econpapers || Download paper | |
2018 | Copula approaches for modeling cross-sectional dependence of data breach losses. (2018). Eling, Martin ; Jung, Kwangmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:167-180. Full description at Econpapers || Download paper | |
2018 | Does hunger for bonuses drive the dependence between claim frequency and severity?. (2018). Park, Sojung C ; Ahn, Jae Youn. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:32-46. Full description at Econpapers || Download paper | |
2018 | âExposure to risk increases the excess of zero accident claims frequency in automobile insuranceâ. (2018). Ayuso, mercedes ; Nielsen, Jens Perch ; Perez-Marin, Ana M ; Guillen, Montserrat. In: IREA Working Papers. RePEc:ira:wpaper:201810. Full description at Econpapers || Download paper | |
2018 | Optimal dividends under Erlang(2) inter-dividend decision times. (2018). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:225-242. Full description at Econpapers || Download paper | |
2018 | On the Design of Optimal Health Insurance Contracts under Ex Post Moral Hazard. (2018). Raj, Anasuya ; Picard, Pierre ; Martinon, Pierre. In: Post-Print. RePEc:hal:journl:hal-01348551. Full description at Econpapers || Download paper | |
2018 | On the design of optimal health insurance contracts under ex post moral hazard. (2018). Raj, Anasuya ; Picard, Pierre ; Martinon, Pierre. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:2:d:10.1057_s10713-018-0034-y. Full description at Econpapers || Download paper | |
2018 | On the design of optimal health insurance contracts under ex post moral hazard. (2018). Picard, Pierre ; Raj, Anasuya ; Martinon, Pierre. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:2:d:10.1057_s10713-018-0034-y. Full description at Econpapers || Download paper | |
2018 | Special Issue âAgeing Population Risksâ. (2018). Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:16-:d:134739. Full description at Econpapers || Download paper | |
2018 | The Impact of Management Fees on the Pricing of Variable Annuity Guarantees. (2018). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:103-:d:170856. Full description at Econpapers || Download paper | |
2018 | Statistical estimation of superhedging prices. (2018). Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:1807.04211. Full description at Econpapers || Download paper | |
2018 | The distortion principle for insurance pricing: properties, identification and robustness. (2018). Pflug, Georg ; Escobar, Daniela. In: Papers. RePEc:arx:papers:1809.06592. Full description at Econpapers || Download paper | |
2018 | On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate. (2018). Li, Chen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:114-:d:174388. Full description at Econpapers || Download paper | |
2018 | Insurance, A Guaranteed Risk Or A Risk Assumed?. (2018). Catrina, Ersilia. In: MPRA Paper. RePEc:pra:mprapa:87769. Full description at Econpapers || Download paper | |
2018 | Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance. (2018). Cohen, Albert. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:4-:d:126976. Full description at Econpapers || Download paper | |
2018 | A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Ohare, Colin ; Fung, Man Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116. Full description at Econpapers || Download paper | |
2018 | Insurance with multiple insurers: A game-theoretic approach. (2018). Asimit, Vali ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:778-790. Full description at Econpapers || Download paper | |
2018 | Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997. Full description at Econpapers || Download paper | |
2018 | Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Hassani, Bertrand ; Addo, Peter ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01835164. Full description at Econpapers || Download paper | |
2018 | The use of context-sensitive insurance telematics data in auto insurance rate making. (2018). Ma, Yu-Luen ; Chiu, Yi-Chang ; Hu, Xianbiao ; Zhu, Xiaoyu. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:113:y:2018:i:c:p:243-258. 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 | Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:40. Full description at Econpapers || Download paper | |
2018 | Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:3-2018. Full description at Econpapers || Download paper | |
2018 | The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model. (2018). Kizinevi, Edita ; Iaulys, Jonas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:20-:d:135300. Full description at Econpapers || Download paper | |
2018 | Longevity risk and capital markets: The 2015â16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173. Full description at Econpapers || Download paper | |
2018 | The value of a liability cash flow in discrete time subject to capital requirements. (2018). Lindskog, Filip ; Lindensjo, Kristoffer ; Engsner, Hampus . In: Papers. RePEc:arx:papers:1808.03328. Full description at Econpapers || Download paper | |
2018 | Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching. (2018). Wang, Yongjin ; Liao, Huafu ; Bo, Lijun. In: Papers. RePEc:arx:papers:1807.05513. Full description at Econpapers || Download paper | |
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 | |
2018 | The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2. Full description at Econpapers || Download paper | |
2018 | Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview. (2018). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:53-73. Full description at Econpapers || Download paper |
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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 | 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 |
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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 âActuarial and Financial Risks in Life Insurance, Pensions and Household Financeâ. (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 |
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2016 | Should 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. Full description at Econpapers || Download paper | |
2016 | Bivariate credibility bonusâmalus 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. Full description at Econpapers || Download paper | |
2016 | Generalized 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. Full description at Econpapers || Download paper | |
2016 | Incorporation 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. Full description at Econpapers || Download paper | |
2016 | Should 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. Full description at Econpapers || Download paper | |
2016 | Should 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. Full description at Econpapers || Download paper |
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