Works matching IS 22279091 AND DT 2020 AND VI 8 AND IP 3

Results: 33

Criminal Investigation and Criminal Intelligence: Example of Adaptation in the Prevention and Repression of Cybercrime.

Published in:

Risks, 2020, v. 8, n. 3, p. 99, doi. 10.3390/risks8030099

By:

Jerome, Barlatier

Publication type:

Article

Hedging on Betting Markets.

Published in:

Risks, 2020, v. 8, n. 3, p. 88, doi. 10.3390/risks8030088

By:

Axén, Gustav;
Cortis, Dominic

Publication type:

Article

EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking.

Published in:

Risks, 2020, v. 8, n. 3, p. 97, doi. 10.3390/risks8030097

By:

Tzougas, George

Publication type:

Article

Optimal Dividend Payment in De Finetti Models: Survey and New Results and Strategies.

Published in:

Risks, 2020, v. 8, n. 3, p. 96, doi. 10.3390/risks8030096

By:

Hipp, Christian

Publication type:

Article

Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis.

Published in:

Risks, 2020, v. 8, n. 3, p. 95, doi. 10.3390/risks8030095

By:

Arbia, Giuseppe;
Bramante, Riccardo;
Facchinetti, Silvia

Publication type:

Article

Bank Risk Determinants in Latin America.

Published in:

Risks, 2020, v. 8, n. 3, p. 94, doi. 10.3390/risks8030094

By:

Martínez-Malvar, Mariña;
Baselga-Pascual, Laura

Publication type:

Article

Multivariate General Compound Point Processes in Limit Order Books.

Published in:

Risks, 2020, v. 8, n. 3, p. 98, doi. 10.3390/risks8030098

By:

Guo, Qi;
Remillard, Bruno;
Swishchuk, Anatoliy

Publication type:

Article

Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL.

Published in:

Risks, 2020, v. 8, n. 3, p. 93, doi. 10.3390/risks8030093

By:

Engelmann, Bernd;
Pham, Ha

Publication type:

Article

A Longitudinal Analysis of the Impact of Distance Driven on the Probability of Car Accidents.

Published in:

Risks, 2020, v. 8, n. 3, p. 91, doi. 10.3390/risks8030091

By:

Boucher, Jean-Philippe;
Turcotte, Roxane

Publication type:

Article

A Note on Simulation Pricing of π-Options.

Published in:

Risks, 2020, v. 8, n. 3, p. 90, doi. 10.3390/risks8030090

By:

Palmowski, Zbigniew;
Serafin, Tomasz

Publication type:

Article

Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data.

Published in:

Risks, 2020, v. 8, n. 3, p. 89, doi. 10.3390/risks8030089

By:

Vo, Long Hai;
Vo, Duc Hong

Publication type:

Article

Comparison of Home Advantage in European Football Leagues.

Published in:

Risks, 2020, v. 8, n. 3, p. 87, doi. 10.3390/risks8030087

By:

Marek, Patrice;
Vávra, František

Publication type:

Article

Address Identification Using Telematics: An Algorithm to Identify Dwell Locations.

Published in:

Risks, 2020, v. 8, n. 3, p. 92, doi. 10.3390/risks8030092

By:

Grumiau, Christopher;
Mostoufi, Mina;
Pavlioglou, Solon;
Verdonck, Tim

Publication type:

Article

Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach.

Published in:

Risks, 2020, v. 8, n. 3, p. 86, doi. 10.3390/risks8030086

By:

Ali, Rizwan;
Mangla, Inayat Ullah;
Rehman, Ramiz Ur;
Xue, Wuzhao;
Naseem, Muhammad Akram;
Ahmad, Muhammad Ishfaq

Publication type:

Article

How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia.

Published in:

Risks, 2020, v. 8, n. 3, p. 85, doi. 10.3390/risks8030085

By:

Tabibian, S. Amir;
Zhang, Zhaoyong;
Jafarian, Mohsen

Publication type:

Article

Variance and Interest Rate Risk in Unit-Linked Insurance Policies.

Published in:

Risks, 2020, v. 8, n. 3, p. 84, doi. 10.3390/risks8030084

By:

Baños, David;
Lagunas-Merino, Marc;
Ortiz-Latorre, Salvador

Publication type:

Article

Nagging Predictors.

Published in:

Risks, 2020, v. 8, n. 3, p. 83, doi. 10.3390/risks8030083

By:

Richman, Ronald;
Wüthrich, Mario V.

Publication type:

Article

Deep Local Volatility †.

Published in:

Risks, 2020, v. 8, n. 3, p. 82, doi. 10.3390/risks8030082

By:

Chataigner, Marc;
Crépey, Stéphane;
Dixon, Matthew

Publication type:

Article

The Impact of Model Uncertainty on Index-Based Longevity Hedging and Measurement of Longevity Basis Risk.

Published in:

Risks, 2020, v. 8, n. 3, p. 80, doi. 10.3390/risks8030080

By:

Balasooriya, Uditha;
Li, Johnny Siu-Hang;
Li, Jackie

Publication type:

Article

Joshi's Split Tree for Option Pricing.

Published in:

Risks, 2020, v. 8, n. 3, p. 81, doi. 10.3390/risks8030081

By:

Leduc, Guillaume;
Nurkanovic Hot, Merima

Publication type:

Article

Fiscal Responsibility Legal Framework—New Paradigm for Fiscal Discipline in the EU.

Published in:

Risks, 2020, v. 8, n. 3, p. 79, doi. 10.3390/risks8030079

By:

Tofan, Mihaela;
Onofrei, Mihaela;
Vatamanu, Anca-Florentina

Publication type:

Article

Tail Risk Transmission: A Study of the Iran Food Industry.

Published in:

Risks, 2020, v. 8, n. 3, p. 78, doi. 10.3390/risks8030078

By:

Mojtahedi, Fatemeh;
Mojaverian, Seyed Mojtaba;
Ahelegbey, Daniel F.;
Giudici, Paolo

Publication type:

Article

A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics.

Published in:

Risks, 2020, v. 8, n. 3, p. 77, doi. 10.3390/risks8030077

By:

Agosto, Arianna;
Giudici, Paolo

Publication type:

Article

How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure.

Published in:

Risks, 2020, v. 8, n. 3, p. 76, doi. 10.3390/risks8030076

By:

Patra, Saswat;
Bhattacharyya, Malay

Publication type:

Article

Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities.

Published in:

Risks, 2020, v. 8, n. 3, p. 75, doi. 10.3390/risks8030075

By:

Volkenand, Steffen;
Filler, Günther;
Odening, Martin

Publication type:

Article

Estimating the Volatility of Non-Life Premium Risk Under Solvency II: Discussion of Danish Fire Insurance Data.

Published in:

Risks, 2020, v. 8, n. 3, p. 74, doi. 10.3390/risks8030074

By:

Cerchiara, Rocco Roberto;
Acri, Francesco

Publication type:

Article

Neural Network Pricing of American Put Options.

Published in:

Risks, 2020, v. 8, n. 3, p. 73, doi. 10.3390/risks8030073

By:

Gaspar, Raquel M.;
Lopes, Sara D.;
Sequeira, Bernardo

Publication type:

Article

Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk.

Published in:

Risks, 2020, v. 8, n. 3, p. 72, doi. 10.3390/risks8030072

By:

Wang, Jingnan;
Korn, Ralf

Publication type:

Article

The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model.

Published in:

Risks, 2020, v. 8, n. 3, p. 71, doi. 10.3390/risks8030071

By:

Cerboni Baiardi, Lorenzo;
Costabile, Massimo;
De Giovanni, Domenico;
Lamantia, Fabio;
Leccadito, Arturo;
Massabó, Ivar;
Menzietti, Massimiliano;
Pirra, Marco;
Russo, Emilio;
Staino, Alessandro

Publication type:

Article

Effect of Variance Swap in Hedging Volatility Risk.

Published in:

Risks, 2020, v. 8, n. 3, p. 70, doi. 10.3390/risks8030070

By:

Shen, Yang

Publication type:

Article

Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?

Published in:

Risks, 2020, v. 8, n. 3, p. 69, doi. 10.3390/risks8030069

By:

Shang, Han Lin;
Haberman, Steven

Publication type:

Article

Neural Networks and Betting Strategies for Tennis.

Published in:

Risks, 2020, v. 8, n. 3, p. 68, doi. 10.3390/risks8030068

By:

Candila, Vincenzo;
Palazzo, Lucio

Publication type:

Article

A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme.

Published in:

Risks, 2020, v. 8, n. 3, p. 67, doi. 10.3390/risks8030067

By:

Shi, Yanlin;
Tang, Sixian;
Li, Jackie

Publication type:

Article