Risks - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 237
Year of PublicationTitleAuthor(s)
2018 Surrender risk in the context of the quantitative assessment of participating life insurance contracts under Solvency IIBurkhart, Tobias
2018 Can pension funds partially manage longevity risk by investing in a longevity megafund?Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, Frédéric
2018 A least-squares Monte Carlo framework in proxy modeling of life insurance companiesKrah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2018 The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange ratesFink, Holger; Fuest, Andreas; Port, Henry
2018 Association rules for understanding policyholder lapsesJeong, Himchan; Gan, Guojun; Valdez, Emiliano A.
2018 Hedging and cash flows in the presence of taxes and expenses in life and pension insuranceBuchardt, Kristian; Møller, Thomas
2018 Long run returns predictability and volatility with moving averagesChang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael
2018 Hierarchical Markov model in life insurance and social benefit schemesJang, Jiwook; Ramli, Siti Norafidah Mohd
2018 Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regressionXia, Michelle
2018 Log-normal or over-dispersed poisson?Harnau, Jonas
2018 Calendar spread exchange options pricing with Gaussian random fieldsHainaut, Donatien
2018 On fund mapping regressions applied to segregated funds hedging under regime-switching dynamicsTrottier, Denis-Alexandre; Godin, Frédéric; Hamel, Emmanuel
2018 Three different ways synchronization can cause contagion in financial marketsMassad, Naji; Andersen, Jørgen Vitting
2018 Valuation of large variable annuity portfolios using linear models with interactionsGan, Guojun
2018 Numerical ruin probability in the dual risk model with risk-free investmentsLoke, Sooie-Hoe; Thomann, Enrique
2018 Bank stress testing: A stochastic simulation framework to assess banks' financial fragilityMontesi, Giuseppe; Papiro, Giovanni
2018 One-year change methodologies for fixed-sum insurance contractsDacorogna, Michel; Ferriero, Alessandro; Krief, David
2018 Masked instability: Within-sector financial risk in the presence of wealth inequalityChoi, Youngna
2018 Effects of the age process on aggregate discounted claimsLéveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor
2018 Systemic risk and insurance regulationGómez, Fabiana; Ponce, Jorge
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 237