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Results 71-80 of 90.
Year of PublicationTitleAuthor(s)
2018A simple traffic light approach to backtesting expected shortfall
In: volume: 6, 2018, issue: 1, p. 1-7
Costanzino, Nick; Curran, Michael
2018Hierarchical Markov model in life insurance and social benefit schemes
In: volume: 6, 2018, issue: 3, p. 1-17
Jang, Jiwook; Ramli, Siti Norafidah Mohd
2018Long run returns predictability and volatility with moving averages
In: volume: 6, 2018, issue: 4, p. 1-18
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael
2018Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regression
In: volume: 6, 2018, issue: 3, p. 1-16
Xia, Michelle
2018Longevity risk management and the development of a value-based longevity index
In: volume: 6, 2018, issue: 1, p. 1-20
Chang, Yang; Sherris, Michael
2018Modelling and forecasting stock price movements with serially dependent determinants
In: volume: 6, 2018, issue: 2, p. 1-22
Yatigammana, Rasika; Peiris, Shelton; Gerlach, Richard; Allen, David Edmund
2018Bank stress testing: A stochastic simulation framework to assess banks' financial fragility
In: volume: 6, 2018, issue: 3, p. 1-54
Montesi, Giuseppe; Papiro, Giovanni
2018A robust general multivariate chain ladder method
In: volume: 6, 2018, issue: 4, p. 1-18
Peremans, Kris; Van Aelst, Stefan; Verdonck, Tim
2018Desirable portfolios in fixed income markets: Application to credit risk premiums
In: volume: 6, 2018, issue: 1, p. 1-21
Garrido, José; Okhrati, Ramin
2018Stable value funds performance
In: volume: 6, 2018, issue: 1, p. 1-40
Babbel, David F.; Herce, Miguel A.