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Results 11-20 of 134.
Year of PublicationTitleAuthor(s)
2020Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model
In: volume: 8, 2020, issue: 1, p. 1-20
Andrieş, Alin Marius; Galasan, Elena
2020Effect of variance swap in hedging volatility risk
In: volume: 8, 2020, issue: 3, p. 1-34
Shen, Yang
2020A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
In: volume: 8, 2020, issue: 4, p. 1-18
Kremsner, Stefan; Steinicke, Alexander; Szölgyenyi, Michaela
2020Good-deal bounds for option prices under value-at-risk and expected shortfall constraints
In: volume: 8, 2020, issue: 4, p. 1-22
Desmettre, Sascha; Laudagé, Christian; Sass, Jörn
2020Assessing asset-liability risk with neural networks
In: volume: 8, 2020, issue: 1, p. 1-17
Cheridito, Patrick; Ery, John; Wüthrich, Mario V.
2020General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory
In: volume: 8, 2020, issue: 1, p. 1-29
Mišura, Julija S.; Ralchenko, Kostiantyn; Shklyar, S. V.
2020Modelling unobserved heterogeneity in claim counts using finite mixture models
In: volume: 8, 2020, issue: 1, p. 1-13
Bermúdez, Lluís; Karlis, Dimitris; Morillo, Isabel
2020A Bayesian internal model for reserve risk: an extension of the correlated chain ladder
In: volume: 8, 2020, issue: 4, p. 1-20
Ercole, Carnevale Giulio; Paolo, Clemente Gian
2020A longitudinal snalysis of the impact of distance driven on the probability of car accidents
In: volume: 8, 2020, issue: 3, p. 1-19
Boucher, Jean-Philippe; Turcotte, Roxane
2020Fiscal responsibility legal framework: New paradigm for fiscal discipline in the EU
In: volume: 8, 2020, issue: 3, p. 1-18
Tofan, Mihaela; Onofrei, Mihaela; Gavriluta, Anca Florentina