Longevity Risk Measurement of Life Annuity Products.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 31, doi. 10.3390/risks8010031
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2020 AND VI 8 AND IP 1
Results: 31
1
2
Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence.
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- Risks, 2020, v. 8, n. 1, p. 30, doi. 10.3390/risks8010030
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- Publication type:
- Article
3
General Compound Hawkes Processes in Limit Order Books.
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- Risks, 2020, v. 8, n. 1, p. 28, doi. 10.3390/risks8010028
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- Publication type:
- Article
4
Mean-Variance Optimization Is a Good Choice, But for Other Reasons than You Might Think.
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- Risks, 2020, v. 8, n. 1, p. 29, doi. 10.3390/risks8010029
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- Publication type:
- Article
5
CARL and His POT: Measuring Risks in Commodity Markets.
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- Risks, 2020, v. 8, n. 1, p. 27, doi. 10.3390/risks8010027
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- Publication type:
- Article
6
The Leaders, the Laggers, and the "Vulnerables".
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- Risks, 2020, v. 8, n. 1, p. 26, doi. 10.3390/risks8010026
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- Publication type:
- Article
7
Importance Sampling in the Presence of PD-LGD Correlation.
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- Risks, 2020, v. 8, n. 1, p. 25, doi. 10.3390/risks8010025
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- Publication type:
- Article
8
On Computations in Renewal Risk Models—Analytical and Statistical Aspects.
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- Risks, 2020, v. 8, n. 1, p. 24, doi. 10.3390/risks8010024
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- Publication type:
- Article
9
Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks.
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- Risks, 2020, v. 8, n. 1, p. 23, doi. 10.3390/risks8010023
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- Publication type:
- Article
10
Prediction of Claims in Export Credit Finance: A Comparison of Four Machine Learning Techniques.
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- Risks, 2020, v. 8, n. 1, p. 22, doi. 10.3390/risks8010022
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- Publication type:
- Article
11
Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies.
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- Risks, 2020, v. 8, n. 1, p. 21, doi. 10.3390/risks8010021
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- Publication type:
- Article
12
A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums.
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- Risks, 2020, v. 8, n. 1, p. 20, doi. 10.3390/risks8010020
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- Publication type:
- Article
13
Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing.
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- Risks, 2020, v. 8, n. 1, p. 19, doi. 10.3390/risks8010019
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- Publication type:
- Article
14
Application of Diffusion Models in the Analysis of Financial Markets: Evidence on Exchange Traded Funds in Europe.
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- Risks, 2020, v. 8, n. 1, p. 18, doi. 10.3390/risks8010018
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- Publication type:
- Article
15
Stochastic Mortality Modelling for Dependent Coupled Lives.
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- Risks, 2020, v. 8, n. 1, p. 17, doi. 10.3390/risks8010017
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- Publication type:
- Article
16
Assessing Asset-Liability Risk with Neural Networks.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 16, doi. 10.3390/risks8010016
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- Publication type:
- Article
17
Portfolio Optimization under Correlation Constraint.
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- Risks, 2020, v. 8, n. 1, p. 15, doi. 10.3390/risks8010015
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- Publication type:
- Article
18
Loss Reserving Estimation With Correlated Run-Off Triangles in a Quantile Longitudinal Model.
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- Risks, 2020, v. 8, n. 1, p. 14, doi. 10.3390/risks8010014
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- Publication type:
- Article
19
In-Sample Hazard Forecasting Based on Survival Models with Operational Time.
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- Risks, 2020, v. 8, n. 1, p. 3, doi. 10.3390/risks8010003
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- Publication type:
- Article
20
A Comprehensive Stability Indicator for Banks.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 13, doi. 10.3390/risks8010013
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- Publication type:
- Article
21
General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory.
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- Risks, 2020, v. 8, n. 1, p. 11, doi. 10.3390/risks8010011
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- Publication type:
- Article
22
Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models.
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- Risks, 2020, v. 8, n. 1, p. 10, doi. 10.3390/risks8010010
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- Publication type:
- Article
23
Lead Behaviour in Bitcoin Markets.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 4, doi. 10.3390/risks8010004
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- Publication type:
- Article
24
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 12, doi. 10.3390/risks8010012
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- Publication type:
- Article
25
Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 2, doi. 10.3390/risks8010002
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- Publication type:
- Article
26
Risks Special Issue on "Granular Models and Machine Learning Models".
- Published in:
- 2020
- By:
- Publication type:
- Editorial
27
A Discrete-Time Approach to Evaluate Path-Dependent Derivatives in a Regime-Switching Risk Model.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 9, doi. 10.3390/risks8010009
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- Publication type:
- Article
28
Pricing of Commodity Derivatives on Processes with Memory.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 8, doi. 10.3390/risks8010008
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- Publication type:
- Article
29
Acknowledgement to Reviewers of Risks in 2019.
- Published in:
- 2020
- Publication type:
- Editorial
30
Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 5, doi. 10.3390/risks8010005
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- Publication type:
- Article
31
Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations.
- Published in:
- Risks, 2020, v. 8, n. 1, p. 6, doi. 10.3390/risks8010006
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- Publication type:
- Article