Works matching IS 22279091 AND DT 2018 AND VI 6 AND IP 3
Results: 41
The Impact of Management Fees on the Pricing of Variable Annuity Guarantees.
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- Risks, 2018, v. 6, n. 3, p. 103, doi. 10.3390/risks6030103
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Fluctuation Theory for Upwards Skip-Free Lévy Chains.
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- Risks, 2018, v. 6, n. 3, p. 102, doi. 10.3390/risks6030102
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The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans.
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- Risks, 2018, v. 6, n. 3, p. 101, doi. 10.3390/risks6030101
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A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model.
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- Risks, 2018, v. 6, n. 3, p. 100, doi. 10.3390/risks6030100
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A Quantum-Type Approach to Non-Life Insurance Risk Modelling.
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- Risks, 2018, v. 6, n. 3, p. 99, doi. 10.3390/risks6030099
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Optimum Technology Product Life Cycle Technology Innovation Investment-Using Compound Binomial Options.
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- Risks, 2018, v. 6, n. 3, p. 98, doi. 10.3390/risks6030098
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General Quantile Time Series Regressions for Applications in Population Demographics.
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- Risks, 2018, v. 6, n. 3, p. 97, doi. 10.3390/risks6030097
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Bootstrapping Average Value at Risk of Single and Collective Risks.
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- Risks, 2018, v. 6, n. 3, p. 96, doi. 10.3390/risks6030096
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CoRisk: Credit Risk Contagion with Correlation Network Models.
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- Risks, 2018, v. 6, n. 3, p. 95, doi. 10.3390/risks6030095
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Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach.
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- Risks, 2018, v. 6, n. 3, p. 94, doi. 10.3390/risks6030094
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Linear Regression for Heavy Tails.
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- Risks, 2018, v. 6, n. 3, p. 93, doi. 10.3390/risks6030093
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On the Basel Liquidity Formula for Elliptical Distributions.
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- Risks, 2018, v. 6, n. 3, p. 92, doi. 10.3390/risks6030092
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The Stability of the Aggregate Loss Distribution.
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- Risks, 2018, v. 6, n. 3, p. 91, doi. 10.3390/risks6030091
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Mean Field Game with Delay: A Toy Model.
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- Risks, 2018, v. 6, n. 3, p. 90, doi. 10.3390/risks6030090
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The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe.
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- Risks, 2018, v. 6, n. 3, p. 89, doi. 10.3390/risks6030089
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- Article
Some Results on Measures of Interaction between Paired Risks.
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- Risks, 2018, v. 6, n. 3, p. 88, doi. 10.3390/risks6030088
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On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform.
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- Risks, 2018, v. 6, n. 3, p. 87, doi. 10.3390/risks6030087
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Moments of Compound Renewal Sums with Dependent Risks Using Mixing Exponential Models.
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- Risks, 2018, v. 6, n. 3, p. 86, doi. 10.3390/risks6030086
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A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model.
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- Risks, 2018, v. 6, n. 3, p. 85, doi. 10.3390/risks6030085
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The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates.
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- Risks, 2018, v. 6, n. 3, p. 84, doi. 10.3390/risks6030084
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Bayesian Adjustment for Insurance Misrepresentation in Heavy-Tailed Loss Regression.
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- Risks, 2018, v. 6, n. 3, p. 83, doi. 10.3390/risks6030083
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Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks' Financial Fragility †.
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- Risks, 2018, v. 6, n. 3, p. 82, doi. 10.3390/risks6030082
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Health Insurance in Myanmar: The Views and Perception of Healthcare Consumers and Health System Informants on the Establishment of a Nationwide Health Insurance System.
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- Risks, 2018, v. 6, n. 3, p. 81, doi. 10.3390/risks6030081
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Where is the Risk Reward? The Impact of Volatility-Based Fund Classification on Performance.
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- Risks, 2018, v. 6, n. 3, p. 80, doi. 10.3390/risks6030080
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On a Multiplicative Multivariate Gamma Distribution with Applications in Insurance.
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- Risks, 2018, v. 6, n. 3, p. 79, doi. 10.3390/risks6030079
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On Fund Mapping Regressions Applied to Segregated Funds Hedging Under Regime-Switching Dynamics.
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- Risks, 2018, v. 6, n. 3, p. 78, doi. 10.3390/risks6030078
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Calendar Spread Exchange Options Pricing with Gaussian Random Fields.
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- Risks, 2018, v. 6, n. 3, p. 77, doi. 10.3390/risks6030077
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A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures.
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- Risks, 2018, v. 6, n. 3, p. 76, doi. 10.3390/risks6030076
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One-Year Change Methodologies for Fixed-Sum Insurance Contracts.
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- Risks, 2018, v. 6, n. 3, p. 75, doi. 10.3390/risks6030075
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Systemic Risk and Insurance Regulation †.
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- Risks, 2018, v. 6, n. 3, p. 74, doi. 10.3390/risks6030074
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Company Value with Ruin Constraint in Lundberg Models.
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- Risks, 2018, v. 6, n. 3, p. 73, doi. 10.3390/risks6030073
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Extreme Portfolio Loss Correlations in Credit Risk.
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- Risks, 2018, v. 6, n. 3, p. 72, doi. 10.3390/risks6030072
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Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions.
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- Risks, 2018, v. 6, n. 3, p. 71, doi. 10.3390/risks6030071
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Log-Normal or Over-Dispersed Poisson?.
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- Risks, 2018, v. 6, n. 3, p. 70, doi. 10.3390/risks6030070
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Association Rules for Understanding Policyholder Lapses.
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- Risks, 2018, v. 6, n. 3, p. 69, doi. 10.3390/risks6030069
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Hedging and Cash Flows in the Presence of Taxes and Expenses in Life and Pension Insurance.
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- Risks, 2018, v. 6, n. 3, p. 68, doi. 10.3390/risks6030068
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- Article
Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?.
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- Risks, 2018, v. 6, n. 3, p. 67, doi. 10.3390/risks6030067
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- Article
Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II.
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- Risks, 2018, v. 6, n. 3, p. 66, doi. 10.3390/risks6030066
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Masked Instability: Within-Sector Financial Risk in the Presence of Wealth Inequality.
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- Risks, 2018, v. 6, n. 3, p. 65, doi. 10.3390/risks6030065
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Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint.
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- Risks, 2018, v. 6, n. 3, p. 64, doi. 10.3390/risks6030064
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Hierarchical Markov Model in Life Insurance and Social Benefit Schemes.
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- Risks, 2018, v. 6, n. 3, p. 63, doi. 10.3390/risks6030063
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