A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 62, doi. 10.3390/risks6020062
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- Publication type:
- Article
Works matching IS 22279091 AND DT 2018 AND VI 6 AND IP 2
Results: 39
1
2
On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles.
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- Risks, 2018, v. 6, n. 2, p. 61, doi. 10.3390/risks6020061
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- Publication type:
- Article
3
Risk Aversion, Loss Aversion, and the Demand for Insurance.
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- Risks, 2018, v. 6, n. 2, p. 60, doi. 10.3390/risks6020060
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- Publication type:
- Article
4
On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment.
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- Risks, 2018, v. 6, n. 2, p. 59, doi. 10.3390/risks6020059
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- Publication type:
- Article
5
A Credit-Risk Valuation under the Variance-Gamma Asset Return.
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- Risks, 2018, v. 6, n. 2, p. 58, doi. 10.3390/risks6020058
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- Publication type:
- Article
6
On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio.
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- Risks, 2018, v. 6, n. 2, p. 57, doi. 10.3390/risks6020057
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- Publication type:
- Article
7
Stochastic Modeling of Wind Derivatives in Energy Markets.
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- Risks, 2018, v. 6, n. 2, p. 56, doi. 10.3390/risks6020056
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- Publication type:
- Article
8
Using Cutting-Edge Tree-Based Stochastic Models to Predict Credit Risk.
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- Risks, 2018, v. 6, n. 2, p. 55, doi. 10.3390/risks6020055
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- Publication type:
- Article
9
Diversification and Systemic Risk: A Financial Network Perspective.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 54, doi. 10.3390/risks6020054
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- Publication type:
- Article
10
A General Framework for Portfolio Theory—Part I: Theory and Various Models.
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- Risks, 2018, v. 6, n. 2, p. 53, doi. 10.3390/risks6020053
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- Publication type:
- Article
11
Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants.
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- Risks, 2018, v. 6, n. 2, p. 52, doi. 10.3390/risks6020052
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- Publication type:
- Article
12
Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 51, doi. 10.3390/risks6020051
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- Publication type:
- Article
13
The Effect of Non-Proportional Reinsurance: A Revision of Solvency II Standard Formula.
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- Risks, 2018, v. 6, n. 2, p. 50, doi. 10.3390/risks6020050
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- Publication type:
- Article
14
Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems.
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- Risks, 2018, v. 6, n. 2, p. 49, doi. 10.3390/risks6020049
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- Publication type:
- Article
15
The Italian Pension Gap: A Stochastic Optimal Control Approach.
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- Risks, 2018, v. 6, n. 2, p. 48, doi. 10.3390/risks6020048
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- Publication type:
- Article
16
The Cascade Bayesian Approach: Prior Transformation for a Controlled Integration of Internal Data, External Data and Scenarios.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 47, doi. 10.3390/risks6020047
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- Publication type:
- Article
17
Volatility Is Log-Normal—But Not for the Reason You Think.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 46, doi. 10.3390/risks6020046
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- Publication type:
- Article
18
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 45, doi. 10.3390/risks6020045
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- Publication type:
- Article
19
An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 44, doi. 10.3390/risks6020044
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- Publication type:
- Article
20
Life Insurance and Annuity Demand under Hyperbolic Discounting.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 43, doi. 10.3390/risks6020043
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- Publication type:
- Article
21
Credit Risk Analysis Using Machine and Deep Learning Models †.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 38, doi. 10.3390/risks6020038
- By:
- Publication type:
- Article
22
Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims.
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- Risks, 2018, v. 6, n. 2, p. 34, doi. 10.3390/risks6020034
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- Publication type:
- Article
23
Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations.
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- Risks, 2018, v. 6, n. 2, p. 42, doi. 10.3390/risks6020042
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- Publication type:
- Article
24
Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes.
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- Risks, 2018, v. 6, n. 2, p. 33, doi. 10.3390/risks6020033
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- Publication type:
- Article
25
Under What Conditions Do Rules-Based and Capability-Based Management Modes Dominate?
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- Risks, 2018, v. 6, n. 2, p. 32, doi. 10.3390/risks6020032
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- Publication type:
- Article
26
Active Management of Operational Risk in the Regimes of the “Unknown”: What Can Machine Learning or Heuristics Deliver?
- Published in:
- Risks, 2018, v. 6, n. 2, p. 41, doi. 10.3390/risks6020041
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- Publication type:
- Article
27
How Does Distress Acquisition Incentivized by Government Purchases of Distressed Loans Affect Bank Default Risk?
- Published in:
- Risks, 2018, v. 6, n. 2, p. 39, doi. 10.3390/risks6020039
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- Publication type:
- Article
28
An Intersection–Union Test for the Sharpe Ratio.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 40, doi. 10.3390/risks6020040
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- Publication type:
- Article
29
Operational Choices for Risk Aggregation in Insurance: PSDization and SCR Sensitivity.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 36, doi. 10.3390/risks6020036
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- Publication type:
- Article
30
Estimating the Potential Risks of Sea Level Rise for Public and Private Property Ownership, Occupation and Management.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 37, doi. 10.3390/risks6020037
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- Publication type:
- Article
31
On Central Branch/Reinsurance Risk Networks: Exact Results and Heuristics.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 35, doi. 10.3390/risks6020035
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- Publication type:
- Article
32
An Optimal Investment Strategy for Insurers in Incomplete Markets.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 31, doi. 10.3390/risks6020031
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- Publication type:
- Article
33
Subjective Expected Utility with State-Dependent but Action/Observation-Independent Preferences †.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 30, doi. 10.3390/risks6020030
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- Publication type:
- Article
34
An Individual Claims History Simulation Machine.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 29, doi. 10.3390/risks6020029
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- Publication type:
- Article
35
Precise Large Deviations for Subexponential Distributions in a Multi Risk Model.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 27, doi. 10.3390/risks6020027
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- Publication type:
- Article
36
Analyzing the Risks Embedded in Option Prices with rndfittool.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 28, doi. 10.3390/risks6020028
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- Publication type:
- Article
37
Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 25, doi. 10.3390/risks6020025
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- Publication type:
- Article
38
The Role of Inflation-Indexed Bond in Optimal Management of Defined Contribution Pension Plan During the Decumulation Phase.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 24, doi. 10.3390/risks6020024
- By:
- Publication type:
- Article
39
Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 26, doi. 10.3390/risks6020026
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- Publication type:
- Article