Risks - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 120
Year of PublicationTitleAuthor(s)
2017 A discussion of a risk-sharing pension planDonnelly, Catherine
2017 Change point estimation in panel data without boundary issuePeštová, Barbora; Pešta, Michal
2017 Optimal time to enter a retirement villageZhang, Jinhui; Purcal, Sachi; Wei, Jiaqin
2017 Minimum protection in DC funding pension plans and Margrabe optionsDevolder, Pierre; de Valeriola, Sébastien
2017 n-dimensional Laplace transforms of occupation times for spectrally negative Lévy processesKuang, Xuebing; Zhou, Xiaowen
2017 The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuationFan, Yuguang; Griffin, Philip S.; Maller, Ross; Szimayer, Alexander; Wang, Tiandong
2017 Optimal retention level for infinite time horizons under MADMKarageyik, Başak Bulut; Şahin, Şule
2017 On comparison of stochastic reserving methods with bootstrappingTee, Liivika; Käärik, Meelis; Viin, Rauno
2017 The shifting shape of risk: Endogenous market failure for insuranceKoch, Thomas G.
2017 Distinguishing log-concavity from heavy tailsAsmussen, Søren; Lehtomaa, Jaakko
2017 Multivariate functional time series forecasting: Application to age-specific mortality ratesGao, Yuan; Shang, Han Lin
2017 Mathematical analysis of replication by cash flow matchingNatolski, Jan; Werner, Ralf
2017 Asymmetric return and volatility transmission in conventional and Islamic equitiesUmar, Zaghum; Suleman, Tahir
2017 Enhancing Singapore's pension scheme: A blueprint for further flexibilityKwong, Koon-Shing; Tse, Yiu-Kuen; Chan, Wai-Sum
2017 Risk management under Omega measureMetel, Michael R.; Pirvu, Traian A.; Wong, Julian
2017 Applying spectral biclustering to mortality dataPiscopo, Gabriella; Resta, Marina
2017 Asymptotic estimates for the one-year ruin probability under risky investmentsLiu, Jing; Zhang, Huan
2017 Actuarial applications and estimation of extended CreditRisk+Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V.
2017 Bond and CDS pricing via the stochastic recovery Black-Cox ModelCohen, Albert; Costanzino, Nick
2016 A note on the impact of parameter uncertainty on barrier derivativesEscobar, Marcos; Panz, Sven
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 120
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