Works matching IS 22279091 AND DT 2019 AND VI 7 AND IP 1

Results: 32

A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost.

Published in:

Risks, 2019, v. 7, n. 1, p. 32, doi. 10.3390/risks7010032

By:

Jin, Zhuo;
Yang, Zhixin;
Yuan, Quan

Publication type:

Article

On Double Value at Risk.

Published in:

Risks, 2019, v. 7, n. 1, p. 31, doi. 10.3390/risks7010031

By:

Zhang, Wanbing;
Zhang, Sisi;
Zhao, Peibiao

Publication type:

Article

Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II.

Published in:

Risks, 2019, v. 7, n. 1, p. 30, doi. 10.3390/risks7010030

By:

Le Floc'h, Fabien;
Oosterlee, Cornelis W.

Publication type:

Article

The OFR Financial Stress Index.

Published in:

Risks, 2019, v. 7, n. 1, p. 25, doi. 10.3390/risks7010025

By:

Monin, Phillip J.

Publication type:

Article

Machine Learning in Banking Risk Management: A Literature Review.

Published in:

Risks, 2019, v. 7, n. 1, p. 29, doi. 10.3390/risks7010029

By:

Leo, Martin;
Sharma, Suneel;
Maddulety, K.

Publication type:

Article

Credible Regression Approaches to Forecast Mortality for Populations with Limited Data.

Published in:

Risks, 2019, v. 7, n. 1, p. 27, doi. 10.3390/risks7010027

By:

Bozikas, Apostolos;
Pitselis, Georgios

Publication type:

Article

CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets.

Published in:

Risks, 2019, v. 7, n. 1, p. 28, doi. 10.3390/risks7010028

By:

Chen, Shi;
Lin, Jyh-Horng;
Yao, Wenyu;
Huang, Fu-Wei

Publication type:

Article

Application of Machine Learning to Mortality Modeling and Forecasting.

Published in:

Risks, 2019, v. 7, n. 1, p. 26, doi. 10.3390/risks7010026

By:

Levantesi, Susanna;
Pizzorusso, Virginia

Publication type:

Article

An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan.

Published in:

Risks, 2019, v. 7, n. 1, p. 24, doi. 10.3390/risks7010024

By:

Nawaz, Ahsan;
Waqar, Ahsan;
Shah, Syyed Adnan Raheel;
Sajid, Muhammad;
Khalid, Muhammad Irslan

Publication type:

Article

Determining Distribution for the Product of Random Variables by Using Copulas.

Published in:

Risks, 2019, v. 7, n. 1, p. 23, doi. 10.3390/risks7010023

By:

Ly, Sel;
Pho, Kim-Hung;
Ly, Sal;
Wong, Wing-Keung

Publication type:

Article

Mortality Forecasting: How Far Back Should We Look in Time?

Published in:

Risks, 2019, v. 7, n. 1, p. 22, doi. 10.3390/risks7010022

By:

Li, Han;
O'Hare, Colin

Publication type:

Article

An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap.

Published in:

Risks, 2019, v. 7, n. 1, p. 21, doi. 10.3390/risks7010021

By:

Coppola, Mariarosaria;
Russolillo, Maria;
Simone, Rosaria

Publication type:

Article

Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange.

Published in:

Risks, 2019, v. 7, n. 1, p. 20, doi. 10.3390/risks7010020

By:

Kassi, Diby François;
Rathnayake, Dilesha Nawadali;
Louembe, Pierre Axel;
Ding, Ning

Publication type:

Article

Modelling Recovery Rates for Non-Performing Loans.

Published in:

Risks, 2019, v. 7, n. 1, p. 19, doi. 10.3390/risks7010019

By:

Ye, Hui;
Bellotti, Anthony

Publication type:

Article

The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps.

Published in:

Risks, 2019, v. 7, n. 1, p. 18, doi. 10.3390/risks7010018

By:

Avram, Florin;
Grahovac, Danijel;
Vardar-Acar, Ceren

Publication type:

Article

Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits.

Published in:

Risks, 2019, v. 7, n. 1, p. 17, doi. 10.3390/risks7010017

By:

Asmussen, Søren;
Laub, Patrick J.;
Yang, Hailiang

Publication type:

Article

Pricing Options and Computing Implied Volatilities using Neural Networks.

Published in:

Risks, 2019, v. 7, n. 1, p. 16, doi. 10.3390/risks7010016

By:

Liu, Shuaiqiang;
Oosterlee, Cornelis W.;
Bohte, Sander M.

Publication type:

Article

Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices.

Published in:

Risks, 2019, v. 7, n. 1, p. 15, doi. 10.3390/risks7010015

By:

Jain, Mansi;
Sharma, Gagan Deep;
Srivastava, Mrinalini

Publication type:

Article

Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM.

Published in:

Risks, 2019, v. 7, n. 1, p. 14, doi. 10.3390/risks7010014

By:

Zhou, Rui;
Xing, Guangyu;
Ji, Min

Publication type:

Article

Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint.

Published in:

Risks, 2019, v. 7, n. 1, p. 13, doi. 10.3390/risks7010013

By:

Junca, Mauricio;
Moreno-Franco, Harold A.;
Pérez, José Luis

Publication type:

Article

Convolutional Neural Network Classification of Telematics Car Driving Data.

Published in:

Risks, 2019, v. 7, n. 1, p. 6, doi. 10.3390/risks7010006

By:

Gao, Guangyuan;
Wüthrich, Mario V.

Publication type:

Article

Dealing with Drift Uncertainty: A Bayesian Learning Approach.

Published in:

Risks, 2019, v. 7, n. 1, p. 5, doi. 10.3390/risks7010005

By:

De Franco, Carmine;
Nicolle, Johann;
Pham, Huyên

Publication type:

Article

Acknowledgement to Reviewers of Risks in 2018.

Published in:: 2019
Publication type:: Editorial

Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution.

Published in:

Risks, 2019, v. 7, n. 1, p. 3, doi. 10.3390/risks7010003

By:

Giudici, Paolo;
Parisi, Laura

Publication type:

Article

Measuring Equity Share Related Risk Perception of Investors in Economically Backward Regions.

Published in:

Risks, 2019, v. 7, n. 1, p. 12, doi. 10.3390/risks7010012

By:

Singh, Ranjit;
Bhattacharjee, Jayashree

Publication type:

Article

Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework.

Published in:

Risks, 2019, v. 7, n. 1, p. 11, doi. 10.3390/risks7010011

By:

Li, Jackie;
Kogure, Atsuyuki;
Liu, Jia

Publication type:

Article

Risk Model Validation: An Intraday VaR and ES Approach Using the Multiplicative Component GARCH.

Published in:

Risks, 2019, v. 7, n. 1, p. 10, doi. 10.3390/risks7010010

By:

Summinga-Sonagadu, Ravi;
Narsoo, Jason

Publication type:

Article

Efficient Retirement Portfolios: Using Life Insurance to Meet Income and Bequest Goals in Retirement.

Published in:

Risks, 2019, v. 7, n. 1, p. 9, doi. 10.3390/risks7010009

By:

Dong, Fangyuan;
Halen, Nick;
Moore, Kristen;
Zeng, Qinglai

Publication type:

Article

Surplus Sharing with Coherent Utility Functions.

Published in:

Risks, 2019, v. 7, n. 1, p. 7, doi. 10.3390/risks7010007

By:

Coculescu, Delia;
Delbaen, Freddy

Publication type:

Article

An Object-Oriented Bayesian Framework for the Detection of Market Drivers.

Published in:

Risks, 2019, v. 7, n. 1, p. 8, doi. 10.3390/risks7010008

By:

De Giuli, Maria Elena;
Greppi, Alessandro;
Resta, Marina

Publication type:

Article

Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives.

Published in:

Risks, 2019, v. 7, n. 1, p. 2, doi. 10.3390/risks7010002

By:

Fung, Man Chung;
Ignatieva, Katja;
Sherris, Michael

Publication type:

Article

Using Neural Networks to Price and Hedge Variable Annuity Guarantees.

Published in:

Risks, 2019, v. 7, n. 1, p. 1, doi. 10.3390/risks7010001

By:

Doyle, Daniel;
Groendyke, Chris

Publication type:

Article