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2013 - 2022

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Volume 10, issue 12, 2022

Financial Technical Indicator and Algorithmic Trading Strategy Based on Machine Learning and Alternative Data pp. 1-24 Downloads
Andrea Frattini, Ilaria Bianchini, Alessio Garzonio and Lorenzo Mercuri
Contrarian Profits in Thailand Sustainability Investment-Listed versus in Stock Exchange of Thailand-Listed Companies pp. 1-12 Downloads
Parichat Sinlapates and Surachai Chancharat
Calibrating FBSDEs Driven Models in Finance via NNs pp. 1-19 Downloads
Luca Di Persio, Emanuele Lavagnoli and Marco Patacca
Spectral Expansions for Credit Risk Modelling with Occupation Times pp. 1-20 Downloads
Giuseppe Campolieti, Hiromichi Kato and Roman N. Makarov
A Quantum Algorithm for Pricing Asian Options on Valuation Trees pp. 1-14 Downloads
Mark-Oliver Wolf, Roman Horsky and Jonas Koppe
Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy pp. 1-18 Downloads
Akhilesh Prasad and Priti Bakhshi
A Generalized Linear Mixed Model for Data Breaches and Its Application in Cyber Insurance pp. 1-23 Downloads
Meng Sun and Yi Lu
Explainable Artificial Intelligence (XAI) in Insurance pp. 1-50 Downloads
Emer Owens, Barry Sheehan, Martin Mullins, Martin Cunneen, Juliane Ressel and German Castignani
The Effect of Inventory Leanness on Firms’ Credit Ratings: The Case of Pakistan pp. 1-15 Downloads
Paulo Viegas Carvalho, Sayyed Sadaqat Hussain Shah, Abrish Zaheer, Mário Nuno Mata and António Morão Lourenço
Dynamic Assessment of Cyber Threats in the Field of Insurance pp. 1-21 Downloads
Lukáš Pavlík, Martin Ficek and Jakub Rak

Volume 10, issue 11, 2022

The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach pp. 1-16 Downloads
Mukul Bhatnagar, Ercan Özen, Sanjay Taneja, Simon Grima and Ramona Rupeika-Apoga
Development of the PRISM Risk Assessment Method Based on a Multiple AHP-TOPSIS Approach pp. 1-16 Downloads
Ferenc Bognár, Balázs Szentes and Petra Benedek
Is Profit–Loss-Sharing Financing Matter for Islamic Bank’s Profitability? The Indonesian Case pp. 1-12 Downloads
Sutrisno Sutrisno and Agus Widarjono
Financial Risk and Profitability Management in Russian Insurance Companies in the Context of Digitalization pp. 1-12 Downloads
Sergey Viktorovich Ilkevich, Ekaterina Yevgenievna Listopad, Natalya Vladimirovna Malinovskaya, Polina Petrovna Rostovtseva, Nataliya Nikolaevna Drobysheva and Andrei Viktorovich Borisov
Scenario Generation for Market Risk Models Using Generative Neural Networks pp. 1-28 Downloads
Solveig Flaig and Gero Junike
Corporate Social Responsibility in Terms of Sustainable Development: Financial Risk Management Implications pp. 1-24 Downloads
Denis E. Matytsin, Yelena S. Petrenko and Nadezhda K. Saveleva
A Combined Neural Network Approach for the Prediction of Admission Rates Related to Respiratory Diseases pp. 1-35 Downloads
Alex Jose, Angus S. Macdonald, George Tzougas and George Streftaris
Macroeconomic Components of the Risks to Fiscal Sustainability in Hungary pp. 1-13 Downloads
István Ábel and Ádám Kóbor
The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17 pp. 1-13 Downloads
N. Miklós Arató and László Martinek
Related Party Transactions and Firm Value in Indonesia: Opportunistic vs. Efficient Transactions pp. 1-11 Downloads
Trisninik Ratih Wulandari, Doddy Setiawan and Ari Kuncara Widagdo
Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation pp. 1-19 Downloads
Gilles Boevi Koumou and Georges Dionne
Bivariate Copulas Based on Counter-Monotonic Shock Method pp. 1-20 Downloads
Farid El Ktaibi, Rachid Bentoumi, Nicola Sottocornola and Mhamed Mesfioui
Optimal Investment Strategy for DC Pension Schemes under Partial Information pp. 1-20 Downloads
Manli Ban, Hua He and Xiaoqing Liang
Modeling Under-Reporting in Cyber Incidents pp. 1-14 Downloads
Seema Sangari, Eric Dallal and Michael Whitman
The Effect of CSR Policy on Earnings Management Behavior: Evidence from Visegrad Publicly Listed Enterprises pp. 1-14 Downloads
Marek Nagy, Katarina Valaskova and Pavol Durana
Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model pp. 1-23 Downloads
Thilini Dulanjali Kularatne, Jackie Li and Yanlin Shi
Dynamic Connectedness between Indicators of the Ghana Stock Exchange Returns and Macroeconomic Fundamentals pp. 1-31 Downloads
Anthony Adu-Asare Idun, Emmanuel Asafo-Adjei, Anokye Mohammed Adam and Zangina Isshaq
Pricing European Currency Options with High-Frequency Data pp. 1-15 Downloads
Thi Le and Ariful Hoque
Trading Binary Options Using Expected Profit and Loss Metrics pp. 1-21 Downloads
Johannes Hendrik Venter and Pieter Juriaan De Jongh
Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process pp. 1-21 Downloads
Adhitya Ronnie Effendie, Kariyam, Aisya Nugrafitra Murti, Marfelix Fernaldy Angsari and Gunardi
Construction of an SDE Model from Intraday Copper Futures Prices pp. 1-21 Downloads
Loretta Mastroeni and Pierluigi Vellucci
An Overview of Security Breach Probability Models pp. 1-29 Downloads
Alessandro Mazzoccoli and Maurizio Naldi

Volume 10, issue 10, 2022

Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data pp. 1-17 Downloads
Błażej Kochański
Thematic Analysis of Financial Technology (Fintech) Influence on the Banking Industry pp. 1-17 Downloads
Parminder Varma, Shivinder Nijjer, Kiran Sood, Simon Grima and Ramona Rupeika-Apoga
Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model pp. 1-17 Downloads
Lloyd P. Blenman, Alberto Bueno-Guerrero and Steven P. Clark
The COVID-19 Impact on Supply Chains, Focusing on the Automotive Segment during the Second and Third Wave of the Pandemic pp. 1-17 Downloads
Beáta Sz. G. Pató, Márk Herczeg and Ágnes Csiszárik-Kocsir
A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting pp. 1-17 Downloads
Norkhairunnisa Redzwan and Rozita Ramli
Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies pp. 1-22 Downloads
Tibor Tatay, Zsanett Orlovits and Zsuzsanna Novák
Spatial-Temporal Evolution and Risk Assessment of Land Finance: Evidence from China pp. 1-27 Downloads
Zhou De, Ruilin Tian, Zhulu Lin, Liming Liu, Junfeng Wang and Shijia Feng
Modeling Momentum and Reversals pp. 1-10 Downloads
Harvey J. Stein and Jacob Pozharny
Corporate Governance, Firm Performance and Financial Leverage across Developed and Emerging Economies pp. 1-20 Downloads
Ploypailin Kijkasiwat, Anwar Hussain and Amna Mumtaz
Factors Driving Duration to Cross-Selling in Non-Life Insurance: New Empirical Evidence from Switzerland pp. 1-20 Downloads
Yves Staudt and Joël Wagner
Modeling the Economic Cost of Obesity Risk and Its Relation to the Health Insurance Premium in the United States: A State Level Analysis pp. 1-28 Downloads
Thomas Woods and Tatjana Miljkovic
Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market pp. 1-24 Downloads
Mahdi Salehi, Grzegorz Zimon, Hayder Adnan Hashim, Ryszard Jędrzejczak and Adam Sadowski
Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe pp. 1-24 Downloads
Frank Ranganai Matenda, Mabutho Sibanda, Eriyoti Chikodza and Victor Gumbo
Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data pp. 1-21 Downloads
Shengkun Xie, Rebecca Luo and Yuanshun Li
Effect of Stop-Loss Reinsurance on Primary Insurer Solvency pp. 1-15 Downloads
Corina Constantinescu, Alexandra Dias, Bo Li, David Šiška and Simon Wang

Volume 10, issue 9, 2022

Model of the Factors Affecting the Eco-Innovation Activity of Bulgarian Industrial Enterprises pp. 1-23 Downloads
Valentina Nikolova-Alexieva, Iordanka Alexieva, Katina Valeva and Mariana Petrova
Readability of Financial Footnotes, Audit Fees, and Risk Management Committee pp. 1-21 Downloads
Aditya Aji Prabhawa and Iman Harymawan
Multi-Variate Risk Measures under Wasserstein Barycenter pp. 1-15 Downloads
M. Andrea Arias-Serna, Jean Michel Loubes and Francisco J. Caro-Lopera
Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business pp. 1-17 Downloads
Jan Barlak, Matus Bakon, Martin Rovnak and Martina Mokrisova
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? pp. 1-22 Downloads
Ahmed Almustfa Hussin Adam Khatir and Marco Bee
Bonus-Malus Premiums Based on Claim Frequency and the Size of Claims pp. 1-22 Downloads
Adisak Moumeesri and Tippatai Pongsart
Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis? pp. 1-14 Downloads
Umara Noreen, Attayah Shafique, Usman Ayub and Syed Kashif Saeed
A Framework for Risk Management in Small Medium Enterprises in Developing Countries pp. 1-18 Downloads
Zodwa Z. F. Mthiyane, Huibrecht M. van der Poll and Makgopa F. Tshehla
The Mechanism of Budget Management as an Element of Risk Control in Regulatory Authorities pp. 1-18 Downloads
Elena A. Fedchenko, Lyubov V. Gusarova, Margarita L. Vasyunina, Alexander S. Lozhechko and Anastasia A. Lysenko
A Conceptual Framework to Analyse Illicit Financial Flows (IFFs) pp. 1-20 Downloads
Ndiimafhi Norah Netshisaulu, Huibrecht Margaretha Van der Poll and John Andrew Van der Poll
FinTech Development and Regulatory Scrutiny: A Contradiction? The Case of Latvia pp. 1-13 Downloads
Ramona Rupeika-Apoga and Stefan Wendt
The Effect of Corporate Governance Structure on Fraud and Money Laundering pp. 1-25 Downloads
Maryam Mousavi, Grzegorz Zimon, Mahdi Salehi and Nina Stępnicka
The Risk Management System as an Enhancement Factor for Investment Attractiveness of Russian Enterprises pp. 1-12 Downloads
Anzhela Sergeevna Voskovskaya, Tatiana Anatolievna Karpova, Tatiana Anatolievna Tantsura, Anna Yurievna Shirokih, Olga Yevgenievna Lebedeva and Kostyantyn Anatol’evich Lebedev
Pricing Options with Vanishing Stochastic Volatility pp. 1-16 Downloads
Loretta Mastroeni
Development of Risk Management Mechanism and the System of Risk Metrics to Evaluate and Enhance the Long-Term Orientation of the Strategies of Non-Financial Companies pp. 1-16 Downloads
Sergey Grishunin, Svetlana Suloeva and Ekaterina Burova
Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration pp. 1-27 Downloads
Mohamad Rizan, Muhammad Zulkifli Salim, Saparuddin Mukhtar and Kevin Daly
Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models pp. 1-28 Downloads
Zhiping Huang, Michael Sherris, Andrés M. Villegas and Jonathan Ziveyi

Volume 10, issue 8, 2022

An Efficient Method for Pricing Analysis Based on Neural Networks pp. 1-14 Downloads
Yaser Ahmad Arabyat, Ahmad Ali AlZubi, Dyala M. Aldebei and Samerra’a Ziad Al-oqaily
Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles pp. 1-18 Downloads
Annamaria Olivieri and Ermanno Pitacco
Risks of Entrepreneurship amid the COVID-19 Crisis pp. 1-26 Downloads
Tatiana N. Litvinova
Information Security Risk Assessment Using Situational Awareness Frameworks and Application Tools pp. 1-26 Downloads
Nungky Awang Chandra, Kalamullah Ramli, Anak Agung Putri Ratna and Teddy Surya Gunawan
Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB pp. 1-32 Downloads
Ana Roldan Contreras and Anatoliy Swishchuk
Chain Reaction of Behavioral Bias and Risky Investment Decision in Indonesian Nascent Investors pp. 1-15 Downloads
Rika Dwi Ayu Parmitasari, Alim Syariati and Sumarlin
Factors of Risk Analysis for IoT Systems pp. 1-21 Downloads
Roberto Andrade, Iván Ortiz-Garcés, Xavier Tintin and Gabriel Llumiquinga
Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein–Uhlenbeck Type pp. 1-23 Downloads
Piergiacomo Sabino
The Determinant of Sukuk Rating: Agency Theory and Asymmetry Theory Perspectives pp. 1-23 Downloads
Bedjo Santoso, Widodo Widodo, Muhammad Taufiq Akbar, Khaliq Ahmad and Rahmat Heru Setianto
A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting pp. 1-38 Downloads
Wanying Fu, Barry R. Smith, Patrick Brewer and Sean Droms
Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks pp. 1-24 Downloads
Rafał Wójcik and Charlie Wusuo Liu
A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes pp. 1-24 Downloads
Sixian Tang, Jackie Li and Leonie Tickle
Understanding of Macro Factors That Affect Yield of Government Bonds pp. 1-10 Downloads
Ekaterina Koroleva and Maxim Kopeykin
Probability Density of Lognormal Fractional SABR Model pp. 1-27 Downloads
Jiro Akahori, Xiaoming Song and Tai-Ho Wang
Multiple Bonus–Malus Scale Models for Insureds of Different Sizes pp. 1-16 Downloads
Jean-Philippe Boucher
How Do Life Insurers Respond to a Prolonged Low Interest Rate Environment? A Literature Review pp. 1-16 Downloads
Wilaiporn Suwanmalai and Simon Zaby
Equivalent Risk Indicators: VaR, TCE, and Beyond pp. 1-19 Downloads
Silvia Faroni, Olivier Le Courtois and Krzysztof Ostaszewski
Impact of Capital Structure on Profitability: Panel Data Evidence of the Telecom Industry in the United States pp. 1-19 Downloads
Houshang Habibniya, Suzan Dsouza, Mustafa Raza Rabbani, Nishad Nawaz and Rezart Demiraj
Robust Classification via Support Vector Machines pp. 1-25 Downloads
Alexandru V. Asimit, Ioannis Kyriakou, Simone Santoni, Salvatore Scognamiglio and Rui Zhu
The Credit Risk Problem—A Developing Country Case Study pp. 1-11 Downloads
Doris Fejza, Dritan Nace and Orjada Kulla
Accounting Beta as an Indicator of Risk Measurement: The Case of the Casablanca Stock Exchange pp. 1-13 Downloads
Anouar Faiteh and Mohammed Rachid Aasri
Predicting Co-Movement of Banking Stocks Using Orthogonal GARCH pp. 1-13 Downloads
Apriani Dorkas Rambu Atahau, Robiyanto Robiyanto and Andrian Dolfriandra Huruta
Investor Segments by Perceived Project Risk and Their Characteristics Based on Primary Research Results pp. 1-13 Downloads
Mónika Garai-Fodor, Tibor Pál Szemere and Ágnes Csiszárik-Kocsir
The Effect of Option Grants on Managerial Risk Taking: A Review pp. 1-8 Downloads
Guoyu Lin, Chenyong Liu, Jehu Mette and Rohan Crichton
A Comparison of Macaulay Approximations pp. 1-8 Downloads
Stefanos C. Orfanos

Volume 10, issue 7, 2022

Marriage and Individual Equity Release Contracts with Dread Disease Insurance as a Tool for Managing the Pensioners’ Budget pp. 1-15 Downloads
Agnieszka Marciniuk and Beata Zmyślona
Reverse Sensitivity Analysis for Risk Modelling pp. 1-23 Downloads
Silvana M. Pesenti
Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model pp. 1-30 Downloads
Aliki Sagianou and Peter Hatzopoulos
The Impact of Financial Culture on the Operation of Hungarian SMEs before and during COVID-19 pp. 1-18 Downloads
Robert Toth, Richard Kasa and Csaba Lentner
The Copula Derived from the SAHARA Utility Function pp. 1-10 Downloads
Jaap Spreeuw
Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation pp. 1-10 Downloads
Mohammad Enamul Hoque and Soo-Wah Low
Unsupervised Insurance Fraud Prediction Based on Anomaly Detector Ensembles pp. 1-20 Downloads
Alexander Vosseler
Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications pp. 1-20 Downloads
Inzamam Ul Haq, Paulo Ferreira, Apichit Maneengam and Worakamol Wisetsri
Financing Cooperative Supply Chain Members—The Bank’s Perspective pp. 1-17 Downloads
Peter Juhasz and Nóra Felföldi-Szűcs
An Unhedgeable Black–Scholes–Merton Implicit Option? pp. 1-12 Downloads
Alfredo Pereira and M. Sean Tarter
On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks pp. 1-27 Downloads
Siaw Frimpong
The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach pp. 1-16 Downloads
Xiaoping Min and Min Ji

Volume 10, issue 6, 2022

Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets pp. 1-15 Downloads
Ivan Mužić and Ivan Gržeta
The Interplay of Leverage, Financing Constraints and Real Earnings Management: A Panel Data Approach pp. 1-21 Downloads
Ammar Hussain, Minhas Akbar, Muhmmad Kaleem Khan, Marcela Sokolová and Ahsan Akbar
Air Pollution and Mortality Impacts pp. 1-21 Downloads
Zhe Michelle Dong, Han Lin Shang and Aaron Bruhn
Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches pp. 1-23 Downloads
Philipp Lukas Strietzel and Henriette Elisabeth Heinrich
Meta-Learning Approaches for Recovery Rate Prediction pp. 1-29 Downloads
Paolo Gambetti, Francesco Roccazzella and Frédéric Vrins
A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach pp. 1-17 Downloads
Yaser Awad, Shaul K. Bar-Lev and Udi Makov
Nightly Automobile Claims Prediction from Telematics-Derived Features: A Multilevel Approach pp. 1-17 Downloads
Allen R. Williams, Yoolim Jin, Anthony Duer, Tuka Alhani and Mohammad Ghassemi
Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System pp. 1-17 Downloads
Emilio Gómez-Déniz, Jorge V. Pérez-Rodríguez and Simon Sosvilla-Rivero
Estimating Copula-Based Extension of Tail Value-at-Risk and Its Application in Insurance Claim pp. 1-26 Downloads
Khreshna Syuhada, Oki Neswan and Bony Parulian Josaphat
A Managed Volatility Investment Strategy for Pooled Annuity Products pp. 1-30 Downloads
Shuanglan Li, Héloïse Labit Hardy, Michael Sherris and Andrés M. Villegas
Optimization in Item Delivery as Risk Management: Multinomial Case Using the New Method of Statistical Inference for Online Decision pp. 1-20 Downloads
Sapto Wahyu Indratno, Kurnia Novita Sari and Mokhammad Ridwan Yudhanegara
Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis pp. 1-20 Downloads
Mohamed Beraich and Salah Eddin El Main
Commodity Prices after COVID-19: Persistence and Time Trends pp. 1-20 Downloads
Manuel Monge and Ana Lazcano
Did the Islamic Stock Index Provide Shelter for Investors during the COVID-19 Crisis? Evidence from an Emerging Stock Market pp. 1-14 Downloads
Kashif Ali, Muhammad Ashfaque, Adil Saleem, Judit Bárczi and Judit Sági
Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India pp. 1-18 Downloads
Kepulaje Abhaya Kumar, Cristi Spulbar, Prakash Pinto, Iqbal Thonse Hawaldar, Ramona Birau and Jyeshtaraja Joisa
Determinants of Behavioral Intentions to Use Islamic Financial Technology: An Empirical Assessment pp. 1-13 Downloads
Mohammad Shahfaraz Khan, Mustafa Raza Rabbani, Iqbal Thonse Hawaldar and Abu Bashar
Assessment of the Impact of Commercial Banks’ Operating Activities on the Natural Environment by Use of Cluster Analysis pp. 1-19 Downloads
Zbigniew Korzeb, Paweł Niedziółka and Monika Zegadło
Special Issue “Cyber Risk and Security” pp. 1-4 Downloads
Michel Dacorogna and Marie Kratz
Flared Gas Can Reduce Some Risks in Crypto Mining as Well as Oil and Gas Operations pp. 1-12 Downloads
Jennifer Vazquez and Donald Larry Crumbley
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process pp. 1-16 Downloads
Krzysztof Burnecki, Marek A. Teuerle and Aleksandra Wilkowska
The Concept of Corporate Social Responsibility Based on Integrating the SDGs into Corporate Strategies: International Experience and the Risks for Profit pp. 1-27 Downloads
Aleksei V. Bogoviz, Svetlana V. Lobova and Alexander N. Alekseev

Volume 10, issue 5, 2022

Monitoring the Modern Experience of Financial Risk Management in Russia Based on Corporate Social Responsibility for Sustainable Development pp. 1-16 Downloads
Nikolai I. Berzon, Maksim M. Novikov, Elena L. Pozharskaya and Yulia I. Bakhturina
Temporal Clustering of the Causes of Death for Mortality Modelling pp. 1-34 Downloads
Nicholas Bett, Juma Kasozi and Daniel Ruturwa
Is the Financial Report Quality Important in the Default Prediction? SME Portuguese Construction Sector Evidence pp. 1-24 Downloads
Magali Costa, Inês Lisboa and Ana Gameiro
The Risk of the COVID-19 Pandemic and Its Influence on the Business Insurance Market in the Medium- and Long-Term Horizon pp. 1-13 Downloads
Jarosław Wenancjusz Przybytniowski, Stanisław Borkowski, Andrzej Pawlik and Petro Garasyim
EM Estimation for the Bivariate Mixed Exponential Regression Model pp. 1-13 Downloads
Zezhun Chen, Angelos Dassios and George Tzougas
BRICS Capital Markets Co-Movement Analysis and Forecasting pp. 1-13 Downloads
Moinak Maiti, Darko Vuković, Yaroslav Vyklyuk and Zoran Grubisic
Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa pp. 1-13 Downloads
Senanu Kwasi Klutse, Judit Sági and Gábor Dávid Kiss
Trust in and Risk of Technology in Organizational Digitalization pp. 1-19 Downloads
Andrea Bencsik, Dávid Máté Hargitai and Anastasia Kulachinskaya
What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis pp. 1-19 Downloads
Siti Nurasyikin Shamsuddin, Noriszura Ismail and Nur Firyal Roslan
Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis pp. 1-26 Downloads
Navya Jayesh Mehta and Fan Yang
Systemic Risk Management of Investments in Innovation Based on CSR pp. 1-26 Downloads
Vladimir V. Lebedev, Nelia A. Deberdeeva, Natalya A. Farkova and Larisa S. Korobeinikova
Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments pp. 1-22 Downloads
Aleksandra Szymura
The Impact of Corporate Social Responsibility and Innovative Strategies on Financial Performance pp. 1-20 Downloads
Joana Costa and José Pedro Fonseca
Financial Planning for Retirement: The Mediating Role of Culture pp. 1-20 Downloads
Ahmad Ghadwan, Wan Marhaini Wan Ahmad and Mohamed Hisham Hanifa
Corporate Social Responsibility as an Alternative Approach to Financial Risk Management: Advantages for Sustainable Development pp. 1-18 Downloads
Veronika V. Yankovskaya, Timur A. Mustafin, Dmitry A. Endovitsky and Artem V. Krivosheev
A Systematic Literature Review of Volatility and Risk Management on Cryptocurrency Investment: A Methodological Point of View pp. 1-18 Downloads
José Almeida and Tiago Gonçalves
A Proposed Methodology for Literature Review on Operational Risk Management in Banks pp. 1-18 Downloads
Ajjima Jiravichai and Ruth Banomyong
Using School Systems as a Hub for Risk and Disaster Management: A Case Study of Greece pp. 1-18 Downloads
Stavros Kalogiannidis, Ermelinda Toska, Fotios Chatzitheodoridis and Dimitrios Kalfas
Security Threats in Intelligent Transportation Systems and Their Risk Levels pp. 1-18 Downloads
Besma Zeddini, Mohamed Maachaoui and Youssef Inedjaren
Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence pp. 1-18 Downloads
Olga Em, Georgi Georgiev, Sergey Radukanov and Mariana Petrova
Forming a Risk Management System Based on the Process Approach in the Conditions of Economic Transformation pp. 1-15 Downloads
Elena Sidorova, Yuri Kostyukhin, Lyudmila Korshunova, Svetlana Ulyanova, Alexey Shinkevich, Irina Ershova and Alena Dyrdonova
Pricing Longevity Bonds under a Credibility Framework with Limited Available Data pp. 1-15 Downloads
Apostolos Bozikas, Ioannis Badounas and Georgios Pitselis

Volume 10, issue 4, 2022

Increasing Importance of Risk Management in the Context of Solid Waste Sphere Reforming in Russian Regions pp. 1-13 Downloads
Viktoria Degtereva, Maria Liubarskaia, Viktoria Merkusheva and Alexey Artemiev
Empirical Examination of Credit Risk Determinant of Commercial Banks in Jordan pp. 1-11 Downloads
Mohammad Motasem ALrfai, Danilah Binti Salleh and Waeibrorheem Waemustafa
Creative Accounting Determinants and Financial Reporting Quality: Systematic Literature Review pp. 1-25 Downloads
Ibtihal A. Abed, Nazimah Hussin, Mostafa A. Ali, Hossam Haddad, Maha Shehadeh and Elina F. Hasan
Machine Learning in Ratemaking, an Application in Commercial Auto Insurance pp. 1-25 Downloads
Spencer Matthews and Brian Hartman
Leverage, Growth Opportunities, and Credit Risk: Evidence from Italian Innovative SMEs pp. 1-10 Downloads
Alberto Manelli, Roberta Pace and Maria Leone
Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data pp. 1-10 Downloads
Jennifer S. K. Chan, S. T. Boris Choy, Udi Makov, Ariel Shamir and Vered Shapovalov
Sovereign Credit Ratings Analysis Using the Logistic Regression Model pp. 1-24 Downloads
Oliver Takawira and John Weirstrass Muteba Mwamba
Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance” pp. 1-2 Downloads
Anna Rita Bacinello
Unit-Linked Tontine: Utility-Based Design, Pricing and Performance pp. 1-27 Downloads
An Chen, Thai Nguyen and Thorsten Sehner
A Review on Machine Learning for Asset Management pp. 1-46 Downloads
Pedro M. Mirete-Ferrer, Alberto Garcia-Garcia, Juan Samuel Baixauli-Soler and Maria Prats
Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System pp. 1-23 Downloads
Pedro Guerra, Mauro Castelli and Nadine Côrte-Real
The Impact of Health Impairment on Optimal Annuitization for Retirees pp. 1-21 Downloads
Nurin Haniah Asmuni, Ken Seng Tan and Sachi Purcal
A Bridge Life Insurance for Households—Diagnosis and Motives pp. 1-21 Downloads
Anna Jędrzychowska
Algoritmic Trading System Based on State Model for Moving Average in a Binary-Temporal Representation pp. 1-15 Downloads
Michał Dominik Stasiak
Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries pp. 1-14 Downloads
Mmakgabo Pinkie Segodi and Athenia Sibindi
The Effect of Business Legal Form on the Perception of COVID-19-Related Disruptions by Households Running a Business pp. 1-17 Downloads
Anna Doś, Monika Wieczorek-Kosmala and Joanna Błach
Cryptocurrency as an Investment: The Malaysian Context pp. 1-17 Downloads
Shangeetha Sukumaran, Thai Siew Bee and Shaista Wasiuzzaman
The Moderating Impact of the Audit Committee on Creative Accounting Determination and Financial Reporting Quality in Iraqi Commercial Banks pp. 1-22 Downloads
Ibtihal A. Abed, Nazimah Hussin, Hossam Haddad, Nidal Mahmoud Al-Ramahi and Mostafa A. Ali

Volume 10, issue 3, 2022

The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period pp. 1-13 Downloads
Alessandra Ortolano and Eugenia Nissi
The Role of Financial Situation in the Relationship between Environmental Initiatives and Competitive Priorities of Production Companies in Poland pp. 1-13 Downloads
Barbara Fura
Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices pp. 1-13 Downloads
Muhammad Safdar Sial, Jacob Cherian, Abdelrhman Meero, Asma Salman, Abdul Aziz Abdul Rahman, Sarminah Samad and Constantin Viorel Negrut
The Application of the Soft Modeling Method to Evaluate Changes in Customer Behavior towards e-Commerce in the Time of the Global COVID-19 Pandemic pp. 1-13 Downloads
Anna Dewalska-Opitek, Katarzyna Bilińska and Marek Cierpiał-Wolan
Financial Liquidity and Debt Recovery Efficiency Forecasting in a Small Industrial Enterprise pp. 1-13 Downloads
Jerzy Witold Wiśniewski
Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach pp. 1-11 Downloads
Minwoo Kim, Himchan Jeong and Dipak Dey
The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns pp. 1-11 Downloads
Seyed Reza Tabatabaei Poudeh, Sungchul Choi and Chengbo Fu
The Elasticity of a Random Variable as a Tool for Measuring and Assessing Risks pp. 1-38 Downloads
Ernesto-Jesús Veres-Ferrer and Jose M. Pavía
Special Issue “Computational Finance and Risk Analysis in Insurance” pp. 1-2 Downloads
Ralf Korn
Special Issue “Risks: Feature Papers 2021” pp. 1-2 Downloads
Mogens Steffensen
Parametric Insurance—A Possible and Necessary Solution to Insure the Earthquake Risk of Romania pp. 1-16 Downloads
Nicoleta Radu and Felicia Alexandru
The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations pp. 1-27 Downloads
Shuaiqiang Liu, Lech Grzelak and Cornelis Oosterlee
How Do Financial Distress Risk and Related Party Transactions Affect Financial Reporting Quality? Empirical Evidence from Iran pp. 1-23 Downloads
Hossein Tarighi, Zeynab Nourbakhsh Hosseiny, Mohammad Reza Abbaszadeh, Grzegorz Zimon and Darya Haghighat
An Overview on the Landscape of R Packages for Open Source Scorecard Modelling pp. 1-33 Downloads
Gero Szepannek
The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors pp. 1-15 Downloads
Md Qamar Azam, Nazia Iqbal Hashmi, Iqbal Thonse Hawaldar, Md Shabbir Alam and Mirza Allim Baig
Equalization Reserves for Reinsurance and Non-Life Undertakings in Switzerland pp. 1-41 Downloads
Anja Breuer and Yves Staudt
Proposal to Extend Access to Loans for Serious Illnesses Using Open Data pp. 1-20 Downloads
Frédéric Planchet, Édouard Debonneuil and Marie Péju
Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action pp. 1-20 Downloads
Liudmila I. Khoruzhy, Valery I. Khoruzhy, Bogdan S. Vasyakin and Wenhao Shen
Establishing Intergenerational Relationships in Unlikely Collaborative Educational Contexts pp. 1-14 Downloads
Pedro Moreno Abellán, Silvia Martínez de Miguel López and Juan Antonio Salmerón Aroca
Gender Diversity in the Boardroom and Corporate Cash Holdings: The Moderating Effect of Investor Protection pp. 1-18 Downloads
Wan Adibah Wan Ismail, Khairul Anuar Kamarudin, Namrata Gupta and Iman Harymawan
Does Cryptocurrency Hurt African Firms? pp. 1-17 Downloads
Mina Sami and Wael Abdallah
Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa pp. 1-17 Downloads
Garikai Mandipa and Athenia Sibindi
The Risky-Opportunity Analysis Method (ROAM) to Support Risk-Based Decisions in a Case-Study of Critical Infrastructure Digitization pp. 1-22 Downloads
Ali Aghazadeh Ardebili, Elio Padoano, Antonella Longo and Antonio Ficarella
Special-Rate Life Annuities: Analysis of Portfolio Risk Profiles pp. 1-22 Downloads
Ermanno Pitacco and Daniela Y. Tabakova

Volume 10, issue 2, 2022

The Wavelet Analysis: The Case of Non-Performing Loans in China pp. 1-16 Downloads
Elisa Di Febo and Eliana Angelini
A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series pp. 1-16 Downloads
Treena Basu, Olaf Menzer, Joshua Ward and Indranil SenGupta
Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic pp. 1-16 Downloads
Maria Carannante, Valeria D’Amato, Paola Fersini, Salvatore Forte and Giuseppe Melisi
Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data pp. 1-13 Downloads
Magdalena Brygała
Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development pp. 1-13 Downloads
Sergei G. Vagin, Elena I. Kostyukova, Natalia E. Spiridonova and Tatiana M. Vorozheykina
Ecologically Responsible Entrepreneurship and Its Contribution to the Green Economy’s Sustainable Development: Financial Risk Management Prospects pp. 1-19 Downloads
Vladimir Osipov, Yuriy A. Krupnov, Galina N. Semenova and Maria V. Tkacheva
Acknowledgment to Reviewers of Risks in 2021 pp. 1-7 Downloads
Risks Editorial Office
From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies pp. 1-17 Downloads
Miguel Ángel Echarte Fernández, Sergio Luis Náñez Alonso, Ricardo Reier Forradellas and Javier Jorge-Vázquez
ICT Adoption and Stock Market Development: Empirical Evidence Using a Panel of African Countries pp. 1-17 Downloads
Jerry Ikechukwu Igwilo and Athenia Sibindi
Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle pp. 1-17 Downloads
Anna Sławik and Joanna Bohatkiewicz-Czaicka
Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques pp. 1-18 Downloads
Oleksandr Castello and Marina Resta
Text Mining for U.S. Pension De-Risking Analysis pp. 1-18 Downloads
Limin Zhang, Ruilin Tian and Jun Chen
Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship pp. 1-18 Downloads
Anna N. Zhilkina, Marina V. Karp, Anna V. Bodiako, Samal M. Smagulova, Tatiana M. Rogulenko and Svetlana V. Ponomareva
The Impact of Robotification on the Financial Situation of Microenterprises: Evidence from the Financial Services Sector in Poland pp. 1-20 Downloads
Maciej Cieślukowski, Przemysław Garsztka and Beata Zyznarska-Dworczak
The Interaction of the EEU Member States and Risks of Their Mutual Trade during the COVID-19 Pandemic: Implications for the Management of Corporate Social Responsibility pp. 1-23 Downloads
Kuanysh Yelikbayev and Inna Andronova
Gendered Poverty Perceptions: How Do Retired Women Fare? pp. 1-15 Downloads
Bomikazi Zeka
Risk Management Committee and Textual Risk Disclosure pp. 1-15 Downloads
Eka Sari Ayuningtyas and Iman Harymawan
Dynamics in Complex Systems Amidst Crisis 2008+: Financial Regulatory and Supervisory Reflections pp. 1-15 Downloads
Piotr Łasak and Sławomir Wyciślak
The Risks of Smart Cities and the Perspectives of Their Management Based on Corporate Social Responsibility in the Interests of Sustainable Development pp. 1-15 Downloads
Irina A. Morozova and Stanislav S. Yatsechko
Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries pp. 1-15 Downloads
Mohamed Albaity, Ray Saadaoui Mallek and Hasan Mustafa
On the Diversification of Fixed Income Assets pp. 1-21 Downloads
Olivier Le Courtois
Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model pp. 1-33 Downloads
Jens Robben, Katrien Antonio and Sander Devriendt

Volume 10, issue 1, 2022

An Analysis of the Financial Liquidity Management Strategy in Construction Companies Operating in the Podkarpackie Province pp. 1-15 Downloads
Grzegorz Zimon, Joanna Nakonieczny, Katarzyna Chudy-Laskowska, Magdalena Wójcik-Jurkiewicz and Konrad Kochański
Financial Risk Management for Sustainable Agricultural Development Based on Corporate Social Responsibility in the Interests of Food Security pp. 1-15 Downloads
Andrey A. Polukhin and Veronika I. Panarina
mSHAP: SHAP Values for Two-Part Models pp. 1-23 Downloads
Spencer Matthews and Brian Hartman
Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange pp. 1-17 Downloads
Anna Rutkowska-Ziarko
Explaining Aggregated Recovery Rates pp. 1-30 Downloads
Stephan Höcht, Aleksey Min, Jakub Wieczorek and Rudi Zagst
Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification pp. 1-30 Downloads
Chavis Ketkaew, Martine Van Wouwe, Ann Jorissen, Danny Cassimon, Preecha Vichitthamaros and Sasichakorn Wongsaichia
AHP–TOPSIS Methodology for Stock Portfolio Investments pp. 1-20 Downloads
Jaime Alberto Vásquez, John Willmer Escobar and Diego Fernando Manotas
Comparison of National Innovation Systems in the European Union Countries pp. 1-20 Downloads
Edyta Dworak, Maria Magdalena Grzelak and Elżbieta Roszko-Wójtowicz
An Approach for Variable Selection and Prediction Model for Estimating the Risk-Based Capital (RBC) Based on Machine Learning Algorithms pp. 1-20 Downloads
Jaewon Park and Minsoo Shin
Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method pp. 1-18 Downloads
Moch Panji Agung Saputra, Sukono and Diah Chaerani
Volatility Modeling and Dependence Structure of ESG and Conventional Investments pp. 1-25 Downloads
Joanna Górka and Katarzyna Kuziak
Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed pp. 1-13 Downloads
Albert Pitarque and Montserrat Guillen
Non-Performing Loans and Macroeconomics Factors: The Italian Case pp. 1-13 Downloads
Matteo Foglia
Parents’ Expectations about Educational Institutions during the Pandemic: Results of Nationwide Questionnaire Research in Poland pp. 1-13 Downloads
Agnieszka Szczudlińska-Kanoś, Małgorzata Marzec and Bożena Freund
Risk Self-Selection and the Concept of Equilibrium in a Competitive Insurance Market pp. 1-13 Downloads
Łukasz Kuryłowicz and Adam Śliwiński
The Case Experience of Integrating the SDGs into Corporate Strategies for Financial Risk Management Based on Social Responsibility (with the Example of Russian TNCs) pp. 1-19 Downloads
Alexey S. Kharlanov, Yuliya V. Bazhdanova, Teimuraz A. Kemkhashvili and Natalia G. Sapozhnikova
Stock Indices Breakdown during the Pandemic as the Most Dynamic Bear Market in History: Consequences for Individual Investors pp. 1-12 Downloads
Piotr Dąbrowski
New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach pp. 1-16 Downloads
Aneta Ptak-Chmielewska and Paweł Kopciuszewski
Measurement of Systemic Risk in the Colombian Banking Sector pp. 1-27 Downloads
Orlando Rivera-Escobar, John Willmer Escobar and Diego Fernando Manotas
Lévy Interest Rate Models with a Long Memory pp. 1-28 Downloads
Donatien Hainaut
Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints pp. 1-28 Downloads
Areski Cousin, Ying Jiao, Christian Yann Robert and Olivier David Zerbib
Risk Information in Non-Financial Disclosure pp. 1-24 Downloads
Justyna Fijałkowska and Dominika Hadro
Page updated 2022-12-04