Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 49, doi. 10.3390/risks5030049
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- Publication type:
- Article
Works matching IS 22279091 AND DT 2017 AND VI 5 AND IP 3
Results: 19
1
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A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 48, doi. 10.3390/risks5030048
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- Publication type:
- Article
3
Interest Rates Term Structure under Ambiguity.
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- Risks, 2017, v. 5, n. 3, p. 50, doi. 10.3390/risks5030050
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- Publication type:
- Article
4
An Integrated Approach to Pricing Catastrophe Reinsurance.
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- Risks, 2017, v. 5, n. 3, p. 51, doi. 10.3390/risks5030051
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- Publication type:
- Article
5
Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement.
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- Risks, 2017, v. 5, n. 3, p. 47, doi. 10.3390/risks5030047
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- Publication type:
- Article
6
Optimal Insurance Policies in the Presence of Costs.
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- Risks, 2017, v. 5, n. 3, p. 46, doi. 10.3390/risks5030046
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- Publication type:
- Article
7
A Low Price Correction for Improved Volatility Estimation and Forecasting.
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- Risks, 2017, v. 5, n. 3, p. 45, doi. 10.3390/risks5030045
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- Publication type:
- Article
8
Existence and Uniqueness for the Multivariate Discrete Terminal Wealth Relative.
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- Risks, 2017, v. 5, n. 3, p. 44, doi. 10.3390/risks5030044
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- Publication type:
- Article
9
On the First Crossing of Two Boundaries by an Order Statistics Risk Process.
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- Risks, 2017, v. 5, n. 3, p. 43, doi. 10.3390/risks5030043
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- Publication type:
- Article
10
A Robust Approach to Hedging and Pricing in Imperfect Markets.
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- Risks, 2017, v. 5, n. 3, p. 36, doi. 10.3390/risks5030036
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- Publication type:
- Article
11
Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios.
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- Risks, 2017, v. 5, n. 3, p. 35, doi. 10.3390/risks5030035
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- Publication type:
- Article
12
Backtesting the Lee-Carter and the Cairns-Blake-Dowd Stochastic Mortality Models on Italian Death Rates.
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- Risks, 2017, v. 5, n. 3, p. 34, doi. 10.3390/risks5030034
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- Publication type:
- Article
13
Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components.
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- Risks, 2017, v. 5, n. 3, p. 42, doi. 10.3390/risks5030042
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- Publication type:
- Article
14
Analyzing the Gaver--Lewis Pareto Process under an Extremal Perspective.
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- Risks, 2017, v. 5, n. 3, p. 33, doi. 10.3390/risks5030033
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- Publication type:
- Article
15
Bubbles, Blind-Spots and Brexit.
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- Risks, 2017, v. 5, n. 3, p. 37, doi. 10.3390/risks5030037
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- Publication type:
- Article
16
Robust Estimation of Value-at-Risk through Distribution-Free and Parametric Approaches Using the Joint Severity and Frequency Model: Applications in Financial, Actuarial, and Natural Calamities Domains.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 41, doi. 10.3390/risks5030041
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- Publication type:
- Article
17
The Class of (p, q)-spherical Distributions with an Extension of the Sector and Circle Number Functions.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 40, doi. 10.3390/risks5030040
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- Publication type:
- Article
18
Valuation of Non-Life Liabilities from Claims Triangles.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 39, doi. 10.3390/risks5030039
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- Publication type:
- Article
19
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 38, doi. 10.3390/risks5030038
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- Publication type:
- Article