Works matching IS 22279091 AND DT 2019 AND VI 7 AND IP 2

Results: 36

Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression.

Published in:

Risks, 2019, v. 7, n. 2, p. 70, doi. 10.3390/risks7020070

By:

Pesantez-Narvaez, Jessica;
Guillen, Montserrat;
Alcañiz, Manuela

Publication type:

Article

Smallholder Farmers' Willingness to Pay for Agricultural Production Cost Insurance in Rural West Java, Indonesia: A Contingent Valuation Method (CVM) Approach.

Published in:

Risks, 2019, v. 7, n. 2, p. 69, doi. 10.3390/risks7020069

By:

Mutaqin, Dadang Jainal;
Usami, Koichi

Publication type:

Article

Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem.

Published in:

Risks, 2019, v. 7, n. 2, p. 68, doi. 10.3390/risks7020068

By:

Gómez-Déniz, Emilio;
Sarabia, José María;
Calderín-Ojeda, Enrique

Publication type:

Article

Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania.

Published in:

Risks, 2019, v. 7, n. 2, p. 67, doi. 10.3390/risks7020067

By:

Kanapickiene, Rasa;
Spicas, Renatas

Publication type:

Article

Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model.

Published in:

Risks, 2019, v. 7, n. 2, p. 66, doi. 10.3390/risks7020066

By:

Anagnostou, Ioannis;
Kandhai, Drona

Publication type:

Article

Generalized Multiplicative Risk Apportionment.

Published in:

Risks, 2019, v. 7, n. 2, p. 65, doi. 10.3390/risks7020065

By:

Wang, Hongxia

Publication type:

Article

Default Ambiguity.

Published in:

Risks, 2019, v. 7, n. 2, p. 64, doi. 10.3390/risks7020064

By:

Fadina, Tolulope;
Schmidt, Thorsten

Publication type:

Article

A Renewal Shot Noise Process with Subexponential Shot Marks.

Published in:

Risks, 2019, v. 7, n. 2, p. 63, doi. 10.3390/risks7020063

By:

Chen, Yiqing

Publication type:

Article

Analysis of Stochastic Reserving Models By Means of NAIC Claims Data.

Published in:

Risks, 2019, v. 7, n. 2, p. 62, doi. 10.3390/risks7020062

By:

Martinek, László

Publication type:

Article

The Investigation of a Forward-Rate Mortality Framework.

Published in:

Risks, 2019, v. 7, n. 2, p. 61, doi. 10.3390/risks7020061

By:

Alai, Daniel H.;
Ignatieva, Katja;
Sherris, Michael

Publication type:

Article

A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach.

Published in:

Risks, 2019, v. 7, n. 2, p. 60, doi. 10.3390/risks7020060

By:

Maier-Paape, Stanislaus;
Platen, Andreas;
Zhu, Qiji Jim

Publication type:

Article

American Options on High Dividend Securities: A Numerical Investigation.

Published in:

Risks, 2019, v. 7, n. 2, p. 59, doi. 10.3390/risks7020059

By:

Rotondi, Francesco

Publication type:

Article

Revisiting Calibration of the Solvency II Standard Formula for Mortality Risk: Does the Standard Stress Scenario Provide an Adequate Approximation of Value-at-Risk?

Published in:

Risks, 2019, v. 7, n. 2, p. 58, doi. 10.3390/risks7020058

By:

Gylys, Rokas;
Šiaulys, Jonas

Publication type:

Article

The Determinants of Market-Implied Recovery Rates.

Published in:

Risks, 2019, v. 7, n. 2, p. 57, doi. 10.3390/risks7020057

By:

François, Pascal

Publication type:

Article

Statistical Inference for the Beta Coefficient.

Published in:

Risks, 2019, v. 7, n. 2, p. 56, doi. 10.3390/risks7020056

By:

Bodnar, Taras;
Gupta, Arjun K.;
Vitlinskyi, Valdemar;
Zabolotskyy, Taras

Publication type:

Article

Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions.

Published in:

Risks, 2019, v. 7, n. 2, p. 55, doi. 10.3390/risks7020055

By:

Brazauskas, Vytaras;
Upretee, Sahadeb

Publication type:

Article

Direct and Hierarchical Models for Aggregating Spatially Dependent Catastrophe Risks.

Published in:

Risks, 2019, v. 7, n. 2, p. 54, doi. 10.3390/risks7020054

By:

Wójcik, Rafał;
Liu, Charlie Wusuo;
Guin, Jayanta

Publication type:

Article

The Population Accuracy Index: A New Measure of Population Stability for Model Monitoring.

Published in:

Risks, 2019, v. 7, n. 2, p. 53, doi. 10.3390/risks7020053

By:

Taplin, Ross;
Hunt, Clive

Publication type:

Article

Spatial Risk Measures and Rate of Spatial Diversification.

Published in:

Risks, 2019, v. 7, n. 2, p. 52, doi. 10.3390/risks7020052

By:

Koch, Erwan

Publication type:

Article

The Optimum Leverage Level of the Banking Sector.

Published in:

Risks, 2019, v. 7, n. 2, p. 51, doi. 10.3390/risks7020051

By:

Dewasurendra, Sagara;
Judice, Pedro;
Zhu, Qiji

Publication type:

Article

Practice Oriented and Monte Carlo Based Estimation of the Value-at-Risk for Operational Risk Measurement.

Published in:

Risks, 2019, v. 7, n. 2, p. 50, doi. 10.3390/risks7020050

By:

Greselin, Francesca;
Piacenza, Fabio;
Zitikis, Ričardas

Publication type:

Article

Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation.

Published in:

Risks, 2019, v. 7, n. 2, p. 49, doi. 10.3390/risks7020049

By:

Asmussen, Søren;
Christensen, Bent Jesper;
Thøgersen, Julie

Publication type:

Article

Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models.

Published in:

Risks, 2019, v. 7, n. 2, p. 48, doi. 10.3390/risks7020048

By:

Brachetta, Matteo;
Ceci, Claudia

Publication type:

Article

Contingent Convertible Debt: The Impact on Equity Holders.

Published in:

Risks, 2019, v. 7, n. 2, p. 47, doi. 10.3390/risks7020047

By:

Boursicot, Delphine;
Gauthier, Geneviève;
Pourkalbassi, Farhad

Publication type:

Article

Measuring and Allocating Systemic Risk.

Published in:

Risks, 2019, v. 7, n. 2, p. 46, doi. 10.3390/risks7020046

By:

Brunnermeier, Markus K.;
Cheridito, Patrick

Publication type:

Article

Sound Deposit Insurance Pricing Using a Machine Learning Approach.

Published in:

Risks, 2019, v. 7, n. 2, p. 45, doi. 10.3390/risks7020045

By:

Assa, Hirbod;
Pouralizadeh, Mostafa;
Badamchizadeh, Abdolrahim

Publication type:

Article

Bank Competition in India: Some New Evidence Using Risk-Adjusted Lerner Index Approach.

Published in:

Risks, 2019, v. 7, n. 2, p. 44, doi. 10.3390/risks7020044

By:

Arrawatia, Rakesh;
Misra, Arun;
Dawar, Varun;
Maitra, Debasish

Publication type:

Article

Treatment Level and Store Level Analyses of Healthcare Data.

Published in:

Risks, 2019, v. 7, n. 2, p. 43, doi. 10.3390/risks7020043

By:

Wang, Kaiwen;
Ding, Jiehui;
Lidwell, Kristen R.;
Manski, Scott;
Lee, Gee Y.;
Esposito, Emilio Xavier

Publication type:

Article

Defining Geographical Rating Territories in Auto Insurance Regulation by Spatially Constrained Clustering.

Published in:

Risks, 2019, v. 7, n. 2, p. 42, doi. 10.3390/risks7020042

By:

Xie, Shengkun

Publication type:

Article

Pricing of Longevity Derivatives and Cost of Capital.

Published in:

Risks, 2019, v. 7, n. 2, p. 41, doi. 10.3390/risks7020041

By:

Zeddouk, Fadoua;
Devolder, Pierre

Publication type:

Article

Recent Regulation in Credit Risk Management: A Statistical Framework.

Published in:

Risks, 2019, v. 7, n. 2, p. 40, doi. 10.3390/risks7020040

By:

Ewanchuk, Logan;
Frei, Christoph

Publication type:

Article

Imbalance Market Real Options and the Valuation of Storage in Future Energy Systems.

Published in:

Risks, 2019, v. 7, n. 2, p. 39, doi. 10.3390/risks7020039

By:

Moriarty, John;
Palczewski, Jan

Publication type:

Article

Experience Prospective Life-Tables for the Algerian Retirees.

Published in:

Risks, 2019, v. 7, n. 2, p. 38, doi. 10.3390/risks7020038

By:

Flici, Farid;
Planchet, Frédéric

Publication type:

Article

Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples.

Published in:

Risks, 2019, v. 7, n. 2, p. 37, doi. 10.3390/risks7020037

By:

Shimizu, Yasutaka;
Zhang, Zhimin

Publication type:

Article

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model.

Published in:

Risks, 2019, v. 7, n. 2, p. 36, doi. 10.3390/risks7020036

By:

Aguilar, Jean-Philippe;
Korbel, Jan

Publication type:

Article

Mortality Projections for Small Populations: An Application to the Maltese Elderly.

Published in:

Risks, 2019, v. 7, n. 2, p. 35, doi. 10.3390/risks7020035

By:

Menzietti, Massimiliano;
Morabito, Maria Francesca;
Stranges, Manuela

Publication type:

Article