No-Arbitrage Principle in Conic Finance.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 66, doi. 10.3390/risks8020066
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2020 AND VI 8 AND IP 2
Results: 35
1
2
A New Approach to Risk Attribution and Its Application in Credit Risk Analysis.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 65, doi. 10.3390/risks8020065
- By:
- Publication type:
- Article
3
A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 64, doi. 10.3390/risks8020064
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- Publication type:
- Article
4
A Raroc Valuation Scheme for Loans and Its Application in Loan Origination.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 63, doi. 10.3390/risks8020063
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- Publication type:
- Article
5
Hedging with Liquidity Risk under CEV Diffusion.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 62, doi. 10.3390/risks8020062
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- Publication type:
- Article
6
A Multivariate Model to Quantify and Mitigate Cybersecurity Risk.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 61, doi. 10.3390/risks8020061
- By:
- Publication type:
- Article
7
A Bank Salvage Model by Impulse Stochastic Controls.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 60, doi. 10.3390/risks8020060
- By:
- Publication type:
- Article
8
How Does the Volatility of Volatility Depend on Volatility?
- Published in:
- Risks, 2020, v. 8, n. 2, p. 59, doi. 10.3390/risks8020059
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- Publication type:
- Article
9
Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 58, doi. 10.3390/risks8020058
- By:
- Publication type:
- Article
10
Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 57, doi. 10.3390/risks8020057
- By:
- Publication type:
- Article
11
Copula Model Selection for Vehicle Component Failures Based on Warranty Claims.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 56, doi. 10.3390/risks8020056
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- Publication type:
- Article
12
Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 55, doi. 10.3390/risks8020055
- By:
- Publication type:
- Article
13
Special Issue "Machine Learning in Insurance".
- Published in:
- 2020
- By:
- Publication type:
- Editorial
14
Ruin Probability for Stochastic Flows of Financial Contract under Phase-Type Distribution.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 53, doi. 10.3390/risks8020053
- By:
- Publication type:
- Article
15
Bankruptcy Prediction and Stress Quantification Using Support Vector Machine: Evidence from Indian Banks.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 52, doi. 10.3390/risks8020052
- By:
- Publication type:
- Article
16
Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 51, doi. 10.3390/risks8020051
- By:
- Publication type:
- Article
17
Machine Learning for Multiple Yield Curve Markets: Fast Calibration in the Gaussian Affine Framework.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 50, doi. 10.3390/risks8020050
- By:
- Publication type:
- Article
18
Proactive Management of Regulatory Policy Ripple Effects via a Computational Hierarchical Change Management Structure.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 49, doi. 10.3390/risks8020049
- By:
- Publication type:
- Article
19
Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 48, doi. 10.3390/risks8020048
- By:
- Publication type:
- Article
20
Implementing the Rearrangement Algorithm: An Example from Computational Risk Management.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 47, doi. 10.3390/risks8020047
- By:
- Publication type:
- Article
21
Die Hard: Probability of Default and Soft Information.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 46, doi. 10.3390/risks8020046
- By:
- Publication type:
- Article
22
Towards an Economic Cyber Loss Index for Parametric Cover Based on IT Security Indicator: A Preliminary Analysis.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 45, doi. 10.3390/risks8020045
- By:
- Publication type:
- Article
23
How Do Health, Care Services Consumption and Lifestyle Factors Affect the Choice of Health Insurance Plans in Switzerland?
- Published in:
- Risks, 2020, v. 8, n. 2, p. 41, doi. 10.3390/risks8020041
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- Publication type:
- Article
24
Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors' Pitfall?
- Published in:
- Risks, 2020, v. 8, n. 2, p. 44, doi. 10.3390/risks8020044
- By:
- Publication type:
- Article
25
Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 43, doi. 10.3390/risks8020043
- By:
- Publication type:
- Article
26
Erratum: Hui Ye, Anthony Bellotti. Modelling Recovery Rates for Non-Performing Loans. Risks 7 (2019): 19.
- Published in:
- 2020
- By:
- Publication type:
- Correction Notice
27
Deep Arbitrage-Free Learning in a Generalized HJM Framework via Arbitrage-Regularization.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 40, doi. 10.3390/risks8020040
- By:
- Publication type:
- Article
28
A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 39, doi. 10.3390/risks8020039
- By:
- Publication type:
- Article
29
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 38, doi. 10.3390/risks8020038
- By:
- Publication type:
- Article
30
Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 37, doi. 10.3390/risks8020037
- By:
- Publication type:
- Article
31
Systematic Risk at the Industry Level: A Case Study of Australia.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 36, doi. 10.3390/risks8020036
- By:
- Publication type:
- Article
32
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 35, doi. 10.3390/risks8020035
- By:
- Publication type:
- Article
33
Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 34, doi. 10.3390/risks8020034
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- Publication type:
- Article
34
Neural Networks for the Joint Development of Individual Payments and Claim Incurred.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 33, doi. 10.3390/risks8020033
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- Publication type:
- Article
35
A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 32, doi. 10.3390/risks8020032
- By:
- Publication type:
- Article