Coherent-Price Systems and Uncertainty-Neutral Valuation.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 98, doi. 10.3390/risks7030098
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2019 AND VI 7 AND IP 3
Results: 28
1
2
DeepTriangle: A Deep Learning Approach to Loss Reserving.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 97, doi. 10.3390/risks7030097
- By:
- Publication type:
- Article
3
Special Issue "Risk, Ruin and Survival: Decision Making in Insurance and Finance".
- Published in:
- 2019
- By:
- Publication type:
- Editorial
4
Penalising Unexplainability in Neural Networks for Predicting Payments per Claim Incurred.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 95, doi. 10.3390/risks7030095
- By:
- Publication type:
- Article
5
Optimal Stopping and Utility in a Simple Modelof Unemployment Insurance.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 94, doi. 10.3390/risks7030094
- By:
- Publication type:
- Article
6
Nash Bargaining Over Margin Loans to Kelly Gamblers.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 93, doi. 10.3390/risks7030093
- By:
- Publication type:
- Article
7
Drivers of Old-Age Dependence and Long-Term Care Usage in Switzerland—A Structural Equation Model Approach.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 92, doi. 10.3390/risks7030092
- By:
- Publication type:
- Article
8
Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 91, doi. 10.3390/risks7030091
- By:
- Publication type:
- Article
9
Persistence of Bank Credit Default Swap Spreads.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 90, doi. 10.3390/risks7030090
- By:
- Publication type:
- Article
10
Liquidity Risk Drivers and Bank Business Models.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 89, doi. 10.3390/risks7030089
- By:
- Publication type:
- Article
11
LIBOR Fallback and Quantitative Finance.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 88, doi. 10.3390/risks7030088
- By:
- Publication type:
- Article
12
On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 87, doi. 10.3390/risks7030087
- By:
- Publication type:
- Article
13
Optimal Risk Budgeting under a Finite Investment Horizon.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 86, doi. 10.3390/risks7030086
- By:
- Publication type:
- Article
14
Potential Densities for Taxed Spectrally Negative Lévy Risk Processes.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 85, doi. 10.3390/risks7030085
- By:
- Publication type:
- Article
15
Parametric Conditions of High Financial Risk in the SME Sector.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 84, doi. 10.3390/risks7030084
- By:
- Publication type:
- Article
16
Logarithmic Asymptotics for Probability of Component-Wise Ruin in a Two-Dimensional Brownian Model.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 83, doi. 10.3390/risks7030083
- By:
- Publication type:
- Article
17
Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?
- Published in:
- Risks, 2019, v. 7, n. 3, p. 77, doi. 10.3390/risks7030077
- By:
- Publication type:
- Article
18
Hospital Proximity and Mortality in Australia.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 81, doi. 10.3390/risks7030081
- By:
- Publication type:
- Article
19
Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 80, doi. 10.3390/risks7030080
- By:
- Publication type:
- Article
20
The Time-Spatial Dimension of Eurozone Banking Systemic Risk.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 75, doi. 10.3390/risks7030075
- By:
- Publication type:
- Article
21
Individual Loss Reserving Using a Gradient Boosting-Based Approach.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 79, doi. 10.3390/risks7030079
- By:
- Publication type:
- Article
22
Loss Reserving Models: Granular and Machine Learning Forms.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 82, doi. 10.3390/risks7030082
- By:
- Publication type:
- Article
23
Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 78, doi. 10.3390/risks7030078
- By:
- Publication type:
- Article
24
An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 76, doi. 10.3390/risks7030076
- By:
- Publication type:
- Article
25
Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 74, doi. 10.3390/risks7030074
- By:
- Publication type:
- Article
26
De Finetti's Control Problem with Parisian Ruin for Spectrally Negative Lévy Processes.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 73, doi. 10.3390/risks7030073
- By:
- Publication type:
- Article
27
Premium Risk Net of Reinsurance: From Short-Term to Medium-Term Assessment.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 72, doi. 10.3390/risks7030072
- By:
- Publication type:
- Article
28
On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study.
- Published in:
- Risks, 2019, v. 7, n. 3, p. 71, doi. 10.3390/risks7030071
- By:
- Publication type:
- Article