EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Risk and Insurance
from EconWPA
Access Statistics for this working paper series.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
0511001: TRUST OF MODERNITY, MODERNITY OF TRUST. CONSIDERATIONS AND RESEARCH HYPOTHESIS
Massimo Conte 0510001: Blackouts, risk, and fat-tailed distributions
Rafał Weron and Ingve Simonsen 0509001: Value-at-Risk: The Delta-normal Approach
Marc Henrard 0508002: Risk and Insurance in Sharecropping
Luis H. B. Braido 0508001: ASSESSMENT OF TRANSMISSION CONGESTION PRICE RISK AND HEDGING IN THE BRAZILIAN ELECTRICITY MARKET
Fernando Porrua , Luiz Augusto Barroso , Max Junqueira , Gladis SCHUCH and Alexandre Street 0507004: Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model
Pavel Okunev 0507003: Extreme Value Theory: the bivariate case and an application for assesing risks
Federico Agustín Alcalde Bessia and María Teresa Casparri 0507002: Financial Instability and Life Insurance Demand
Mahito Okura and Norihiro KASUGA 0507001: Pay per mile insurance
Dr. Fayyaz Zahid 0506003: Private Crop Insurers and the Reinsurance Fund Allocation Decision
Keith H. Coble , Robert Dismukes and Joseph Glauber 0506002: A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model
Pavel Okunev 0506001: The Effect of FSD Changes in Multiplicative Background Risk on Risk-taking Attitude
Yoshitaka Sakagami 0505001: Price risk management instruments in agricultural and other unstable markets
Jean-Marc BOUSSARD 0502001: Modeling the risk process in the XploRe computing environment
Krzysztof Burnecki and Rafał Weron 0501003: Interest-rate risk in the Indian banking system
Ila Patnaik and Ajay Shah 0501002: When prices hardly matter: Incomplete insurance contracts and markets for repair goods
Martin Nell , Andreas Richter and Joerg Schiller 0501001: The Effectiveness of Insurance Fraud Statutues: Evidence from Automobile Insurance
Robert E. Hoyt , David B. Mustard and Lars S. Powell 0409003: Development, Evaluation and Analysis of a 20-Year Deferred Annuity Product
Rohitha Goonatilake 0409002: Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events
Alexander Harin 0409001: Risk Management – Managing Risks, not Calculating Them
Philip Kostov and John Lingard 0408001: Stakeholder und Unternehmensrisiko
Frank T. Figge 0407002: Optimization of Risk Measures
Andrzej Ruszczynski and Alexander Shapiro 0407001: STRUCTURAL MODELS IN CONSUMER CREDIT
Fabio Wendling Muniz de Andrade and Lyn Thomas 0406001: VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors
SADEFO KAMDEM Jules 0405001: Implementing Volatility Trades in the Athens Derivatives Exchange
Georgios Pappas 0404002: Conditional Risk Mappings
Andrzej Ruszczynski and Alexander Shapiro 0404001: Optimization of Convex Risk Functions
Andrzej Ruszczynski and Alexander Shapiro 0403001: Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors
SADEFO KAMDEM Jules 0311001: Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
Peter Blum , Michel M Dacorogna and Lars Jaeger 0310003: Currency basket as asset or base currency in value-at-risk computation
Marc Henrard 0310002: Parameter risk in the Black and Scholes model
Marc Henrard 0310001: Comparisons of cashflow maps for value-at-risk
Marc Henrard 0309001: Convex Imprecise Previsions for Risk Measurement
Renato Pelessoni and Paolo Vicig 0308005: Risque de Défaut et Risque de Liquidité: Une Etude de Deux Composantes du Spread de Crédit
Hayette Gatfaoui 0308004: How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market
Hayette Gatfaoui 0308003: From Fault Tree to Credit Risk Assessment: An Empirical Attempt
Hayette Gatfaoui 0308002: How Does Systematic Risk Impact US Credit Spreads? A Copula Study
Hayette Gatfaoui 0308001: On Higher Derivatives of Expectations
Robert de Rozario 0306004: Extreme Moves in Foreign Exchange Rates and Risk Limit Setting
Michel M Dacorogna and Peter Blum 0306003: Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
Michel M Dacorogna , Gianluca Oderda and Tobias Jung 0306002: Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance
Peter Blum and Michel M Dacorogna 0306001: How Much Reinsurance Do You Really Need? A Case Study
Peter Boller , Michel M Dacorogna and Hubert Niggli 0305001: Stochastics for the worst case: distributions and risk measures for minimal returns
Mihnea-Stefan Mihai 0301001: The feasibility of an international tropical plywood futures contract
Lamon Rutten 0209001: An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
Enrico Giovanni De Giorgi 0201001: Coherent Risk Measures and Upper Previsions
Renato Pelessoni and Paolo Vicig 9507002: The Demand For Reinsurance: Theory and Empirical Tests
James R. GARVEN 9507001: EVENT STUDY METHODOLOGY: A NEW AND STOCHASTICALLY FLEXIBLE APPROACH
Patrick L. Brockett , CHEN Hwei-Mei and James R. GARVEN 9501001: An Empirical Test of the Effect of Basis Risk on Cash Market Postitions
Janet S. Netz 9407008: Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles
Ronald K. Chung , Hung-Gay Fung , Gene C. Lai and Robert C. Witt 9407007: THE UNDERINVESTMENT PROBLEM, BOND COVENANTS AND INSURANCE
James R. GARVEN and Richard D. MACMINN 9407006: The Complex Role of Age in Employer-Mandated Health Insurance
Norma Nielson 9407005: THE EFFECT OF COSTLY RISK BEARING ON INSURERS' SUPPLY DECISIONS
Anne E. Kleffner and Neil A. Doherty 9407004: COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM
Montserrat Guillen and Manuel Artís 9407003: Efficiency Comparisons between Mutual and Stock Life Insurance Companies
Martin F. Grace and L. A. Gardner 9407002: External Impacts on the Property-Liability Insurance Cycle
Martin F. Grace and Julie L. Hotchkiss 9407001: INSURANCE CYCLES: INTEREST RATES AND THE CAPACITY CONSTRAINT MODEL
Neil A. DOHERTY and James R. GARVEN
EconPapers is hosted by the
Örebro University School of Business.