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The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps.
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- Risks, 2019, v. 7, n. 1, p. 18, doi. 10.3390/risks7010018
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- Article
On Double Value at Risk.
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- Risks, 2019, v. 7, n. 1, p. 31, doi. 10.3390/risks7010031
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- Article
Machine Learning in Banking Risk Management: A Literature Review.
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- Risks, 2019, v. 7, n. 1, p. 29, doi. 10.3390/risks7010029
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- Article
Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II.
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- Risks, 2019, v. 7, n. 1, p. 30, doi. 10.3390/risks7010030
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- Article
A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost.
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- Risks, 2019, v. 7, n. 1, p. 32, doi. 10.3390/risks7010032
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- Article
Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits.
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- Risks, 2019, v. 7, n. 1, p. 17, doi. 10.3390/risks7010017
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- Article
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution.
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- Risks, 2019, v. 7, n. 1, p. 3, doi. 10.3390/risks7010003
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- Article
CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets.
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- Risks, 2019, v. 7, n. 1, p. 28, doi. 10.3390/risks7010028
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- Article
Credible Regression Approaches to Forecast Mortality for Populations with Limited Data.
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- Risks, 2019, v. 7, n. 1, p. 27, doi. 10.3390/risks7010027
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- Article
Application of Machine Learning to Mortality Modeling and Forecasting.
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- Risks, 2019, v. 7, n. 1, p. 26, doi. 10.3390/risks7010026
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- Article
The OFR Financial Stress Index.
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- Risks, 2019, v. 7, n. 1, p. 25, doi. 10.3390/risks7010025
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- Article
An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan.
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- Risks, 2019, v. 7, n. 1, p. 24, doi. 10.3390/risks7010024
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- Article
Determining Distribution for the Product of Random Variables by Using Copulas.
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- Risks, 2019, v. 7, n. 1, p. 23, doi. 10.3390/risks7010023
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- Article
Mortality Forecasting: How Far Back Should We Look in Time?
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- Risks, 2019, v. 7, n. 1, p. 22, doi. 10.3390/risks7010022
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- Article
An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap.
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- Risks, 2019, v. 7, n. 1, p. 21, doi. 10.3390/risks7010021
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- Article
Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange.
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- Risks, 2019, v. 7, n. 1, p. 20, doi. 10.3390/risks7010020
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- Article
Modelling Recovery Rates for Non-Performing Loans.
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- Risks, 2019, v. 7, n. 1, p. 19, doi. 10.3390/risks7010019
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- Article
Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices.
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- Risks, 2019, v. 7, n. 1, p. 15, doi. 10.3390/risks7010015
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- Article
Pricing Options and Computing Implied Volatilities using Neural Networks.
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- Risks, 2019, v. 7, n. 1, p. 16, doi. 10.3390/risks7010016
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- Article
Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework.
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- Risks, 2019, v. 7, n. 1, p. 11, doi. 10.3390/risks7010011
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- Article
Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM.
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- Risks, 2019, v. 7, n. 1, p. 14, doi. 10.3390/risks7010014
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- Article
Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint.
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- Risks, 2019, v. 7, n. 1, p. 13, doi. 10.3390/risks7010013
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- Article
Measuring Equity Share Related Risk Perception of Investors in Economically Backward Regions.
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- Risks, 2019, v. 7, n. 1, p. 12, doi. 10.3390/risks7010012
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- Article
Risk Model Validation: An Intraday VaR and ES Approach Using the Multiplicative Component GARCH.
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- Risks, 2019, v. 7, n. 1, p. 10, doi. 10.3390/risks7010010
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- Article
Efficient Retirement Portfolios: Using Life Insurance to Meet Income and Bequest Goals in Retirement.
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- Risks, 2019, v. 7, n. 1, p. 9, doi. 10.3390/risks7010009
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- Article
Dealing with Drift Uncertainty: A Bayesian Learning Approach.
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- Risks, 2019, v. 7, n. 1, p. 5, doi. 10.3390/risks7010005
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- Article
An Object-Oriented Bayesian Framework for the Detection of Market Drivers.
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- Risks, 2019, v. 7, n. 1, p. 8, doi. 10.3390/risks7010008
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- Article
Surplus Sharing with Coherent Utility Functions.
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- Risks, 2019, v. 7, n. 1, p. 7, doi. 10.3390/risks7010007
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- Article
Convolutional Neural Network Classification of Telematics Car Driving Data.
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- Risks, 2019, v. 7, n. 1, p. 6, doi. 10.3390/risks7010006
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- Article
Acknowledgement to Reviewers of Risks in 2018.
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- 2019
- Publication type:
- Editorial
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives.
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- Risks, 2019, v. 7, n. 1, p. 2, doi. 10.3390/risks7010002
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- Article
Using Neural Networks to Price and Hedge Variable Annuity Guarantees.
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- Risks, 2019, v. 7, n. 1, p. 1, doi. 10.3390/risks7010001
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- Article