Risks - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 31
Year of PublicationTitleAuthor(s)
2014 Elementary bounds on the ruin capital in a diffusion model of riskMalinovskii, Vsevolod K.
2014 Random shifting and scaling of insurance risksHashorva, Enkelejd; Ji, Lanpeng
2014 1980-2008: The illusion of the perpetual money machine and what it bodes for the futureSornette, Didier; Cauwels, Peter
2014 Initial investigations of intra-day news flow of S&P500 constituentsLiew, Jim Kyung-soo; Zhou, Zhechao
2014 Neumann series on the recursive moments of copula-dependent aggregate discounted claimsRamli, Siti Norafidah Mohd; Jang, Jiwook
2014 Optimal consumption and investment with labor income and European/American capital guaranteeKronborg, Morten Tolver
2014 Effectively tackling reinsurance problems by using evolutionary and swarm intelligence algorithmsSalcedo-Sanz, Sancho; Carro-Calvo, Leo; Claramunt, Mercè; Castañer, Ana; Mármol, Maite
2014 When the US stock market becomes extreme?Aboura, Sofiane
2014 Attracting health insurance buyers through selective contracting: Results of a discrete-choice experiment among users of hospital services in the NetherlandsBergrath, Evelien; Pavlova, Milena; Groot, Wim
2014 Catastrophe insurance modeled by shot-noise processesSchmidt, Thorsten
2014 The impact of systemic risk on the diversification benefits of a risk portfolioBusse, Marc; Dacorogna, Michel; Katz, Marie
2014 Demand of insurance under the cost-of-capital premium calculation principleMerz, Michael; Wüthrich, Mario V.
2014 Publishing risksSteffensen, Mogens
2014 Modeling cycle dependence in credit insuranceCaja, Anisa; Planchet, Frédéric
2014 Model risk in portfolio optimizationStefanovits, David; Schubiger, Urs; Wüthrich, Mario V.
2014 Joint asymptotic distributions of smallest and largest insurance claimsAlbrecher, Hansjörg; Robert, Christian Yann; Teugels, Jezef L.
2014 An academic response to Basel 3.5Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger; Wang, Ruodu; Beleraj, Antonela
2014 Modeling and performance of bonus-malus systems: Stationarity versus age-correctionAsmussen, Søren
2013 Ruin time and severity for a Lévy subordinator claim process: A simple approachLefèvre, Claude; Picard, Philippe
2013 US equity mean-reversion examinedLiew, Jim; Roberts, Ryan
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 31