Social Security Benefit Valuation, Risk, and Optimal Retirement.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 124, doi. 10.3390/risks7040124
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- Publication type:
- Article
Works matching IS 22279091 AND DT 2019 AND VI 7 AND IP 4
Results: 26
1
2
Developing an Impairment Loss Given Default Model Using Weighted Logistic Regression Illustrated on a Secured Retail Bank Portfolio.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 123, doi. 10.3390/risks7040123
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- Publication type:
- Article
3
On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the △CoVaR Measures.
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- Risks, 2019, v. 7, n. 4, p. 122, doi. 10.3390/risks7040122
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- Publication type:
- Article
4
On the Padé and Laguerre–Tricomi–Weeks Moments Based Approximations of the Scale Function W and of the Optimal Dividends Barrier for Spectrally Negative Lévy Risk Processes.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 121, doi. 10.3390/risks7040121
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- Publication type:
- Article
5
Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 110, doi. 10.3390/risks7040110
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- Publication type:
- Article
6
Credit Risk Migration and Economic Cycles.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 109, doi. 10.3390/risks7040109
- By:
- Publication type:
- Article
7
The Løkka–Zervos Alternative for a Cramér–Lundberg Process with Exponential Jumps.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 120, doi. 10.3390/risks7040120
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- Publication type:
- Article
8
A Likelihood Approach to Bornhuetter–Ferguson Analysis.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 119, doi. 10.3390/risks7040119
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- Publication type:
- Article
9
A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 117, doi. 10.3390/risks7040117
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- Publication type:
- Article
10
The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 118, doi. 10.3390/risks7040118
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- Publication type:
- Article
11
Tail Dependence in Financial Markets: A Dynamic Copula Approach.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 116, doi. 10.3390/risks7040116
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- Publication type:
- Article
12
Omnichannel Banking Economy.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 115, doi. 10.3390/risks7040115
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- Publication type:
- Article
13
Market Risk Analysis of Energy in Vietnam.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 112, doi. 10.3390/risks7040112
- By:
- Publication type:
- Article
14
Conditional Variance Forecasts for Long-Term Stock Returns.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 113, doi. 10.3390/risks7040113
- By:
- Publication type:
- Article
15
On Market Share Drivers in the Swiss Mandatory Health Insurance Sector.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 114, doi. 10.3390/risks7040114
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- Publication type:
- Article
16
High Frequency Price Change Spillovers in Bitcoin Markets.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 111, doi. 10.3390/risks7040111
- By:
- Publication type:
- Article
17
Option Implied Stock Buy-Side and Sell-Side Market Depths.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 108, doi. 10.3390/risks7040108
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- Publication type:
- Article
18
Aggregation of Incidence and Intensity Risk Variables to Achieve Reconciliation.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 107, doi. 10.3390/risks7040107
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- Publication type:
- Article
19
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?
- Published in:
- Risks, 2019, v. 7, n. 4, p. 106, doi. 10.3390/risks7040106
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- Publication type:
- Article
20
Three Essays on Stopping.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 105, doi. 10.3390/risks7040105
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- Publication type:
- Article
21
Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 104, doi. 10.3390/risks7040104
- By:
- Publication type:
- Article
22
A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 103, doi. 10.3390/risks7040103
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- Publication type:
- Article
23
Claim Watching and Individual Claims Reserving Using Classification and Regression Trees.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 102, doi. 10.3390/risks7040102
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- Publication type:
- Article
24
A Study on Global Investors' Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 101, doi. 10.3390/risks7040101
- By:
- Publication type:
- Article
25
Credit Valuation Adjustment Compression by Genetic Optimization.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 100, doi. 10.3390/risks7040100
- By:
- Publication type:
- Article
26
A New Heavy Tailed Class of Distributions Which Includes the Pareto.
- Published in:
- Risks, 2019, v. 7, n. 4, p. 99, doi. 10.3390/risks7040099
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- Publication type:
- Article