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Risks

2013 - 2021

Current editor(s): Dr. Sheryl Yin

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Volume 9, issue 12, 2021

Regional Government Revenue Forecasting: Risk Factors of Investment Financing pp. 1-15 Downloads
Barbara Batóg and Jacek Batóg
Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies pp. 1-20 Downloads
Elena G. Popkova and Bruno S. Sergi

Volume 9, issue 11, 2021

Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario pp. 1-18 Downloads
Annamaria Olivieri
Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections pp. 1-18 Downloads
Georgios Symeonidis, Platon Tinios and Michail Chouzouris
Indonesian Hotels’ Dynamic Capability under the Risks of COVID-19 pp. 1-18 Downloads
Muhammad Yunus Amar, Alim Syariati, Ridwan Ridwan and Rika Dwi Ayu Parmitasari
Digital Banking in Northern India: The Risks on Customer Satisfaction pp. 1-18 Downloads
Balijinder Kaur, Sood Kiran, Simon Grima and Ramona Rupeika-Apoga
Risking Sustainability: Political Risk Culture as Inhibiting Ecology-Centered Sustainability pp. 1-15 Downloads
Susan T. Jackson
Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review pp. 1-15 Downloads
Anil Kumar, Suneel Sharma and Mehregan Mahdavi
A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets pp. 1-15 Downloads
Yianni Doumenis, Javad Izadi, Pradeep Dhamdhere, Epameinondas Katsikas and Dimitrios Koufopoulos
Improving Disaster Risk Management According to Development Projects pp. 1-17 Downloads
Chang-Jae Kwak and Jung-Soo Kim
An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression pp. 1-24 Downloads
Youssef Zizi, Amine Jamali-Alaoui, Badreddine El Goumi, Mohamed Oudgou and Abdeslam El Moudden
Value-Based Financial Risk Prediction Model pp. 1-24 Downloads
Jiří Pospíšil, Nataša Matulayová, Pavla Macháčková, Pavlína Jurníčková, Ivana Olecká and Helena Pospíšilová
The Competency Niche: An Exploratory Study pp. 1-11 Downloads
Zbysław Dobrowolski, Grzegorz Drozdowski and Józef Ledzianowski
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation pp. 1-23 Downloads
Bertrand Candelon, Jean-Baptiste Hasse and Quentin Lajaunie
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes pp. 1-20 Downloads
David E. Allen and Michael McAleer
Does Working Capital Management Influence Operating and Market Risk of Firms? pp. 1-20 Downloads
Ahsan Akbar, Minhas Akbar, Marina Nazir, Petra Poulova and Samrat Ray
Supply Chain Management and Risk Management in an Environment of Stochastic Uncertainty (Retail) pp. 1-14 Downloads
Sergey A. Lochan, Tatiana P. Rozanova, Valery V. Bezpalov and Dmitry V. Fedyunin
Stochastic Claims Reserving Methods with State Space Representations: A Review pp. 1-55 Downloads
Nataliya Chukhrova and Arne Johannssen
It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling pp. 1-19 Downloads
Stephan Höcht, Dilip B. Madan, Wim Schoutens and Eva Verschueren
Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study pp. 1-22 Downloads
Douw Gerbrand Breed, Niel van Jaarsveld, Carsten Gerken, Tanja Verster and Helgard Raubenheimer
Establishing a Credit Risk Evaluation System for SMEs Using the Soft Voting Fusion Model pp. 1-12 Downloads
Ge Gao, Hongxin Wang and Pengbin Gao
Designing a Model for Testing the Effectiveness of a Regulation: The Case of DORA for Insurance Undertakings pp. 1-12 Downloads
Simon Grima and Pierpaolo Marano
Equity Risk and Return across Hidden Market Regimes pp. 1-21 Downloads
Dmitry A. Endovitsky, Viacheslav V. Korotkikh and Denis A. Khripushin
Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors pp. 1-21 Downloads
Qian Lu, Katja Hanewald and Xiaojun Wang
Crop Insurance Policies in India: An Empirical Analysis of Pradhan Mantri Fasal Bima Yojana pp. 1-26 Downloads
Sandeep Kaur, Hem Raj, Harpreet Singh and Vijay Kumar Chattu
Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions pp. 1-26 Downloads
Chamay Kruger, Willem Daniel Schutte and Tanja Verster

Volume 9, issue 10, 2021

Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk pp. 1-12 Downloads
Albina Orlando
Regulation of InsurTech: Is the Principle of Proportionality an Answer? pp. 1-12 Downloads
Marta Ostrowska
Impairment of Assets and Market Reaction during COVID-19 Pandemic on the Example of WSE pp. 1-21 Downloads
Bartłomiej Lisicki
Concordance Probability for Insurance Pricing Models pp. 1-26 Downloads
Jolien Ponnet, Robin Van Oirbeek and Tim Verdonck
Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future pp. 1-23 Downloads
Anna Bartoszewicz and Anna Rutkowska-Ziarko
FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead pp. 1-23 Downloads
Ramona Rupeika-Apoga and Stefan Wendt
ESG Disclosure and Portfolio Performance pp. 1-14 Downloads
Ramón Bermejo Climent, Isabel Figuerola-Ferretti Garrigues, Ioannis Paraskevopoulos and Alvaro Santos
Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility pp. 1-14 Downloads
Julia V. Ragulina, Stanislav E. Prokofyev and Tatyana V. Bratarchuk
Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets? pp. 1-14 Downloads
Hemant Manuj
A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk pp. 1-19 Downloads
Gian Paolo Clemente, Francesco Della Corte and Nino Savelli
Risk of Fear and Anxiety in Utilising Health App Surveillance Due to COVID-19: Gender Differences Analysis pp. 1-19 Downloads
Adi Alsyouf, Ra’ed Masa’deh, Moteb Albugami, Mohammad Al-Bsheish, Abdalwali Lutfi and Nizar Alsubahi
How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe pp. 1-22 Downloads
Ewa Miklaszewska, Krzysztof Kil and Marcin Idzik
Modeling the Future Value Distribution of a Life Insurance Portfolio pp. 1-17 Downloads
Massimo Costabile and Fabio Viviano
Effect of Structural Funds on Housing Market Sustainability Development—Correlation, Regression and Wavelet Coherence Analysis pp. 1-17 Downloads
Łukasz Mach, Karina Bedrunka, Anna Kuczuk and Marzena Szewczuk-Stępień

Volume 9, issue 9, 2021

Hattendorff Differential Equation for Multi-State Markov Insurance Models pp. 1-19 Downloads
Rajeev Rajaram and Nathan Ritchey
Intellectual Capital and Innovation Performance: Systematic Literature Review pp. 1-19 Downloads
Mostafa A. Ali, Nazimah Hussin, Hossam Haddad, Reem Al-Araj and Ibtihal A. Abed
Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis pp. 1-22 Downloads
Karl Oton Rudolf, Samer Ajour El Zein and Nicola Jackman Lansdowne
Analytical Methods to Assess Financial Capacity in Face of Innovation Projects Risks pp. 1-22 Downloads
Tatyana Rogulenko, Evgeniy Vladimirovich Orlov, Oleg Alexandrovich Smolyakov, Anna Vladimirovna Bodiako and Svetlana Valeryevna Ponomareva
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model pp. 1-29 Downloads
Marcin Szatkowski and Łukasz Delong
COVID-19 Pandemic and Investor Herding in International Stock Markets pp. 1-11 Downloads
Elie Bouri, Riza Demirer, Rangan Gupta and Jacobus Nel
Household Financial Situation during the COVID-19 Pandemic with Particular Emphasis on Savings—An Evidence from Poland Compared to Other CEE States pp. 1-14 Downloads
Grażyna Szustak, Witold Gradoń and Łukasz Szewczyk
Overdue Debts and Financial Exclusion pp. 1-20 Downloads
Edina Berlinger, Katalin Dobránszky-Bartus and György Molnár
The Leniency of Personal Bankruptcy Regulations in the EU Countries pp. 1-20 Downloads
Gyorgy Walter and Jens Valdemar Krenchel
Option Pricing, Zero Lower Bound, and COVID-19 pp. 1-12 Downloads
Giacomo Morelli and Lea Petrella
Coherent Mortality Forecasting for Less Developed Countries pp. 1-21 Downloads
Hong Li, Yang Lu and Pintao Lyu
Corruption, Shadow Economy and Deforestation: Friends or Strangers? pp. 1-21 Downloads
Adeline-Cristina Cozma, Corina-Narcisa (Bodescu) Cotoc, Viorela Ligia Vaidean and Monica Violeta Achim
An Empirical Study on the Financial Preparation for Retirement of the Independent Workers for Profit in Poland pp. 1-21 Downloads
Teresa H. Bednarczyk, Ilona Skibińska-Fabrowska and Anna Szymańska
COVID-19 Interruptions and SMEs Heterogeneity: Evidence from Poland pp. 1-21 Downloads
Monika Wieczorek-Kosmala, Joanna Błach and Anna Doś
How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability pp. 1-17 Downloads
Jing Wang, Zbigniew Palmowski and Corina Constantinescu
Empirics of Korean Shipping Companies’ Default Predictions pp. 1-17 Downloads
Sunghwa Park, Hyunsok Kim, Janghan Kwon and Taeil Kim
Decentralized Enterprise Risk Management Issues under Rapidly Changing Environments pp. 1-18 Downloads
Levente Bakos and Dănuț Dumitru Dumitrașcu
Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review pp. 1-24 Downloads
Inzamam Ul Haq, Apichit Maneengam, Supat Chupradit, Wanich Suksatan and Chunhui Huo
An Analysis of Bank Financial Strength Ratings and Credit Rating Data pp. 1-16 Downloads
John A. Ruddy
Risk Management Committee, Auditor Choice and Audit Fees pp. 1-16 Downloads
Iman Harymawan, Aditya Aji Prabhawa, Mohammad Nasih and Fajar Kristanto Gautama Putra
Case Study on a Potential Application of Failure Mode and Effects Analysis in Assessing Compliance Risks pp. 1-16 Downloads
Ferenc Bognár and Petra Benedek

Volume 9, issue 8, 2021

The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches pp. 1-17 Downloads
Katarzyna Czech and Łukasz Pietrych
Special Issue “Interplay between Financial and Actuarial Mathematics” pp. 1-3 Downloads
Corina Constantinescu and Julia Eisenberg
Eliciting Risk Preferences Experimentally versus Using a General Risk Question. Does Financial Literacy Bridge the Gap? pp. 1-16 Downloads
Calvin Mudzingiri and Ur Koumba
Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint pp. 1-19 Downloads
Melinda Friesz, Kira Muratov-Szabó, Andrea Prepuk and Kata Váradi
Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market pp. 1-19 Downloads
Cristiana Tudor
Determinants Affecting Profitability of State-Owned Commercial Banks: Case Study of China pp. 1-19 Downloads
Ekaterina Koroleva, Shawuya Jigeer, Anqi Miao and Angi Skhvediani
Influence of Financial Variables on the Development of Rural Communes of Eastern Poland in 2009–2018 pp. 1-22 Downloads
Andrzej Pawlik, Paweł Dziekański and Jarosław W. Przybytniowski
Management of Distribution Risks and Digital Transformation of Insurance Distribution—A Regulatory Gap in the IDD pp. 1-11 Downloads
Pierpaolo Marano
Mean-Reverting 4/2 Principal Components Model. Financial Applications pp. 1-23 Downloads
Marcos Escobar-Anel and Zhenxian Gong
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach pp. 1-20 Downloads
Mila Andreani, Vincenzo Candila, Giacomo Morelli and Lea Petrella
Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control pp. 1-26 Downloads
Grzegorz Zimon, Andrea Appolloni, Hossein Tarighi, Seyedmohammadali Shahmohammadi and Ebrahim Daneshpou
Transformations of Telegraph Processes and Their Financial Applications pp. 1-21 Downloads
Anatoliy A. Pogorui, Anatoliy Swishchuk and Ramón M. Rodríguez-Dagnino

Volume 9, issue 7, 2021

Bibliometric Analysis of the Literature on Measuring Techniques for Manipulating Financial Statements pp. 1-16 Downloads
Ioana Lavinia Safta, Andrada-Ioana Sabău (Popa) and Neli Muntean
A New Tool for Covering Risk in Agriculture: The Revenue Insurance Policy pp. 1-16 Downloads
Angelo Frascarelli, Simone Del Sarto and Giada Mastandrea
Machine Learning Applied to Banking Supervision a Literature Review pp. 1-24 Downloads
Pedro Guerra and Mauro Castelli
Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland pp. 1-15 Downloads
Krzysztof Kil, Radosław Ciukaj and Justyna Chrzanowska
A Priori Ratemaking Selection Using Multivariate Regression Models Allowing Different Coverages in Auto Insurance pp. 1-18 Downloads
Emilio Gómez-Déniz and Enrique Calderín-Ojeda
Reliability of Seismic Performance Assessments for Individual Buildings and Portfolios pp. 1-46 Downloads
Charles C. Thiel, Theodore C. Zsutty and Yajie J. Lee
Mathematical Model for Choosing Counterparty When Assessing Information Security Risks pp. 1-13 Downloads
Andrey Koltays, Anton Konev and Alexander Shelupanov
The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer pp. 1-21 Downloads
Khreshna Syuhada, Arief Hakim and Suci Sari
Improving Explainability of Major Risk Factors in Artificial Neural Networks for Auto Insurance Rate Regulation pp. 1-21 Downloads
Shengkun Xie
Reputational Risk and Sustainability: A Bibliometric Analysis of Relevant Literature pp. 1-21 Downloads
Haitham Nobanee, Maryam Alhajjar, Ghada Abushairah and Safaa Al Harbi
A Bibliometric Analysis of Objective and Subjective Risk pp. 1-20 Downloads
Haitham Nobanee, Maryam Alhajjar, Mohammed Ahmed Alkaabi, Majed Musabah Almemari, Mohamed Abdulla Alhassani, Naema Khamis Alkaabi, Saeed Abdulla Alshamsi and Hanan Hamed AlBlooshi
Sustainable Risk Management in IT Enterprises pp. 1-20 Downloads
Mateusz Trzeciak
Deep Hedging under Rough Volatility pp. 1-20 Downloads
Blanka Horvath, Josef Teichmann and Žan Žurič
Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets pp. 1-29 Downloads
Ewa Dziwok and Marta A. Karaś
Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non-Homogeneous and Mixed Poisson Risk Model pp. 1-22 Downloads
Franck Adékambi and Kokou Essiomle
Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods pp. 1-19 Downloads
Beata Bieszk-Stolorz and Krzysztof Dmytrów
Progressive Pension Formula and Life Expectancy Heterogeneity pp. 1-19 Downloads
Keivan Diakite and Pierre Devolder
Risk Factors Affecting Bancassurance Development in Poland pp. 1-19 Downloads
Adam Śliwiński, Joanna Dropia and Norbert Duczkowski

Volume 9, issue 6, 2021

A Digital Individual Benefit Statement to Mitigate the Risk of Poverty in Retirement: The Case of Switzerland pp. 1-14 Downloads
Catherine Equey Balzli
The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types pp. 1-14 Downloads
Jatin Malhotra and Angelo Corelli
Credit Risk Management of Property Investments through Multi-Criteria Indicators pp. 1-23 Downloads
Marco Locurcio, Francesco Tajani, Pierluigi Morano, Debora Anelli and Benedetto Manganelli
Privacy Intrusiveness in Financial-Banking Fraud Detection pp. 1-22 Downloads
Larisa Găbudeanu, Iulia Brici, Codruța Mare, Ioan Cosmin Mihai and Mircea Constantin Șcheau
Development and Validation of a Model for Assessing Potential Strategic Innovation Risk in Banks Based on Data Mining-Monte-Carlo in the “Open Innovation” System pp. 1-19 Downloads
Viktoriya Valeryevna Manuylenko, Aminat Islamovna Borlakova, Alexander Vladimirovich Milenkov, Olga Borisovna Bigday, Elena Andreevna Drannikova and Tatiana Sergeevna Lisitskaya
Efficiency of Money Laundering Countermeasures: Case Studies from European Union Member States pp. 1-19 Downloads
Corina-Narcisa (Bodescu) Cotoc, Maria Nițu, Mircea Constantin Șcheau and Adeline-Cristina Cozma
Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time pp. 1-21 Downloads
Sharifah Farah Syed Yusoff Alhabshi, Zamira Hasanah Zamzuri and Siti Norafidah Mohd Ramli
The Empirical Analysis of the Core Competencies of the Company’s Resource Management Risk. Preliminary Study pp. 1-12 Downloads
Grzegorz Drozdowski, Joanna Rogozińska-Mitrut and Jacek Stasiak
The Impact of the Crisis Triggered by the COVID-19 Pandemic and the Actions of Regulators on the Consumer Finance Market in Poland and Other European Union Countries pp. 1-15 Downloads
Łukasz Gębski
A New Model Averaging Approach in Predicting Credit Risk Default pp. 1-15 Downloads
Paritosh Navinchandra Jha and Marco Cucculelli
A Statistical Model of Fraud Risk in Financial Statements. Case for Romania Companies pp. 1-15 Downloads
Andrada-Ioana Sabău (Popa), Codruța Mare and Ioana Lavinia Safta
Sustainability Reporting in Cooperatives pp. 1-15 Downloads
Gamze Yakar Pritchard and Kıymet Tunca Çalıyurt
A Study on Balanced Scorecard and Its Impact on Sustainable Development of Renewable Energy Organizations; A Mediating Role of Political and Regulatory Institutions pp. 1-18 Downloads
Muhammad Rafiq, Saif Maqbool, José Moleiro Martins, Mário Nuno Mata, Rui Miguel Dantas, Shumaila Naz and Anabela Batista Correia
Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management pp. 1-36 Downloads
Alessandro Gennaro
Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models pp. 1-13 Downloads
Anatoliy Swishchuk
Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD pp. 1-17 Downloads
Morne Joubert, Tanja Verster, Helgard Raubenheimer and Willem D. Schutte
Economic and Non-Economic Variables Affecting Fraud in European Countries pp. 1-17 Downloads
Bashir Ahmad, Maria Ciupac-Ulici and Daniela-Georgeta Beju
A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures pp. 1-25 Downloads
Despoina Makariou, Pauline Barrieu and George Tzougas
Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving pp. 1-5 Downloads
Nataliya Chukhrova and Arne Johannssen
On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review pp. 1-30 Downloads
Raphael Iten, Joël Wagner and Angela Zeier Röschmann

Volume 9, issue 5, 2021

The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States pp. 1-21 Downloads
Iustina Boitan and Kamilla Marchewka-Bartkowiak
Impact of Fintech on Bank Risk-Taking: Evidence from China pp. 1-27 Downloads
Liurui Deng, Yongbin Lv, Ye Liu and Yiwen Zhao
Financial Distress and Information Sharing: Evidences from the Italian Credit Register pp. 1-12 Downloads
Lucia Gibilaro and Gianluca Mattarocci
Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters pp. 1-28 Downloads
Mercedes Ayuso, Jorge Bravo, Robert Holzmann and Edward Palmer
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach pp. 1-10 Downloads
Krzysztof Burnecki, Marek A. Teuerle and Aleksandra Wilkowska
Implicit Interpretation of Indonesian Export Bans on LME Nickel Prices: Evidence from the Announcement Effect pp. 1-7 Downloads
Byungkwon Lim, Hyeon Sook Kim and Jaehwan Park
Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach pp. 1-20 Downloads
Muhammad Sheraz and Imran Nasir
The Impact of the Development of Society on Economic and Financial Crime. Case Study for European Union Member States pp. 1-20 Downloads
Monica Violeta Achim, Viorela Ligia Văidean, Sorin Nicolae Borlea and Decebal Remus Florescu
Dilemmas in Managing the COVID-19 Crisis pp. 1-14 Downloads
Roman Dorczak, Marzanna Farnicka and Inetta Nowosad
Risk Management in the Management Control System in Polish Local Government Units—Assumptions and Practice pp. 1-14 Downloads
Katarzyna Mormul
Risk Management and Financial Stability in the Polish Public Hospitals: The Moderating Effect of the Stakeholders’ Engagement in the Decision-Making pp. 1-23 Downloads
Aldona Frączkiewicz-Wronka, Tomasz Ingram, Karolina Szymaniec-Mlicka and Piotr Tworek
Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis pp. 1-16 Downloads
Chin Tiong Cheng, Gabriel Hoh Teck Ling, Yee-Siang Gan, Wai Fang Wong and Kong Seng Lai
Is Economic Uncertainty a Risk Factor in Bank Loan Pricing Decisions? International Evidence pp. 1-17 Downloads
Badar Nadeem Ashraf
Risk Approach—Risk Hierarchy or Construction Investment Risks in the Light of Interim Empiric Primary Research Conclusions pp. 1-17 Downloads
Tibor Pál Szemere, Mónika Garai-Fodor and Ágnes Csiszárik-Kocsir
The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach pp. 1-19 Downloads
Maren Diane Schmeck and Stefan Schwerin
Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries pp. 1-19 Downloads
Victor Shevchuk and Roman Kopych
Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector pp. 1-31 Downloads
Elżbieta Izabela Szczepankiewicz
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions pp. 1-35 Downloads
Giuseppe Orlando and Michele Bufalo
Educational Leadership in Times of Crisis pp. 1-8 Downloads
Grzegorz Mazurkiewicz
The Financial Situation of Families and the Quality of Life and Coping with Stress of Children with ASD during the SARS-CoV-2 Pandemic pp. 1-8 Downloads
Anna Gagat-Matula
Liability for Incorrect Client Personalization in the Distribution of Consumer Insurance pp. 1-15 Downloads
Piotr Tereszkiewicz and Katarzyna Południak-Gierz

Volume 9, issue 4, 2021

Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility pp. 1-21 Downloads
Yumo Zhang
Bayesian Mixture Modelling for Mortality Projection pp. 1-12 Downloads
Jackie Li and Atsuyuki Kogure
Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency pp. 1-14 Downloads
Jussi Lindgren
Improving on Defaults: Helping Pension Participants Manage Financial Market Risk in Target Date Funds pp. 1-14 Downloads
John A. Turner and Bruce W. Klein
Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk pp. 1-23 Downloads
Catalina Bolancé and Montserrat Guillen
Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits pp. 1-28 Downloads
Cláudia Simões, Luís Oliveira and Jorge Bravo
Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model pp. 1-25 Downloads
Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck
Inventory Management in SMEs Operating in Polish Group Purchasing Organizations during the COVID-19 Pandemic pp. 1-16 Downloads
Grzegorz Zimon, Vitalina Babenko, Beata Sadowska, Katarzyna Chudy-Laskowska and Blanka Gosik
An Optimal Tail Selection in Risk Measurement pp. 1-16 Downloads
Małgorzata Just and Krzysztof Echaust
Cumulative Prospect Theory Version with Fuzzy Values of Outcome Estimates pp. 1-16 Downloads
Oleg Uzhga-Rebrov and Peter Grabusts
The Outlines of a Possible Pension System Funded with Human Capital pp. 1-32 Downloads
József Banyár
Impact of Income on Life Expectancy: A Challenge for the Pension Policy pp. 1-13 Downloads
Damian Walczak, Jacek Wantoch-Rekowski and Robert Marczak
Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak pp. 1-13 Downloads
Ahmet Aysan, Asad Ul Islam Khan and Humeyra Topuz
Forecasting in Small Business Management pp. 1-17 Downloads
Jerzy Witold Wiśniewski
The Use of Discriminant Analysis to Assess the Risk of Bankruptcy of Enterprises in Crisis Conditions Using the Example of the Tourism Sector in Poland pp. 1-11 Downloads
Joanna Wieprow and Agnieszka Gawlik
Synthetic Dataset Generation of Driver Telematics pp. 1-19 Downloads
Banghee So, Jean-Philippe Boucher and Emiliano A. Valdez
Household’s Overindebtedness during the COVID-19 Crisis: The Role of Debt and Financial Literacy pp. 1-19 Downloads
Łukasz Kurowski
Economic and Financial Crime: Corruption, Shadow Economy, and Money Laundering: Book Review. Written by Monica Violeta Achim and Sorin Nicolae Borlea. Springer Nature: Cham, Switzerland, 2021. ISBN 978-3-030-51780-9 pp. 1-2 Downloads
Friedrich Schneider
Matrix-Tilted Archimedean Copulas pp. 1-24 Downloads
Marius Hofert and Johanna F. Ziegel
The Importance of Betting Early pp. 1-15 Downloads
Alessandro Innocenti, Tommaso Nannicini and Roberto Ricciuti
The Role of Information in Assessing the Risk of Conducting Bankruptcy Proceedings pp. 1-18 Downloads
Michał Baran and Kinga Bauer
Risk of Increased Acceptance for Organizational Nepotism and Cronyism during the COVID-19 Pandemic pp. 1-35 Downloads
Grzegorz Ignatowski, Łukasz Sułkowski and Bartłomiej Stopczyński

Volume 9, issue 3, 2021

Alleviating Class Imbalance in Actuarial Applications Using Generative Adversarial Networks pp. 1-33 Downloads
Kwanda Sydwell Ngwenduna and Rendani Mbuvha
Regularization of Autoencoders for Bank Client Profiling Based on Financial Transactions pp. 1-16 Downloads
Andrey Filchenkov, Natalia Khanzhina, Arina Tsai and Ivan Smetannikov
Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model pp. 1-32 Downloads
Simon Schnürch, Torsten Kleinow and Ralf Korn
Quantifying the Role of Occurrence Losses in Catastrophe Excess of Loss Reinsurance Pricing pp. 1-40 Downloads
Shree Khare and Keven Roy
Risk Assessment for Personalized Health Insurance Based on Real-World Data pp. 1-15 Downloads
Aristodemos Pnevmatikakis, Stathis Kanavos, George Matikas, Konstantina Kostopoulou, Alfredo Cesario and Sofoklis Kyriazakos
Recruitment of Employees—Assumptions of the Risk Model pp. 1-15 Downloads
Halina Sobocka-Szczapa
Applications of Clustering with Mixed Type Data in Life Insurance pp. 1-19 Downloads
Shuang Yin, Guojun Gan, Emiliano A. Valdez and Jeyaraj Vadiveloo
Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models pp. 1-10 Downloads
Anthony Medford
Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide pp. 1-22 Downloads
Fabrizio Culotta
Financial Transactions Using FINTECH during the Covid-19 Crisis in Bulgaria pp. 1-28 Downloads
Ivanka Vasenska, Preslav Dimitrov, Blagovesta Koyundzhiyska-Davidkova, Vladislav Krastev, Pavol Durana and Ioulia Poulaki
Assessing the Performance of Random Forests for Modeling Claim Severity in Collision Car Insurance pp. 1-28 Downloads
Yves Staudt and Joël Wagner
A Machine Learning Approach for Micro-Credit Scoring pp. 1-20 Downloads
Apostolos Ampountolas, Titus Nyarko Nde, Paresh Date and Corina Constantinescu
Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland pp. 1-14 Downloads
Błażej Prusak and Marcin Potrykus

Volume 9, issue 2, 2021

Triggers and Obstacles to the Development of the FinTech Sector in Poland pp. 1-27 Downloads
Agata Kliber, Barbara Będowska-Sójka, Aleksandra Rutkowska and Katarzyna Świerczyńska
Machine Learning Approaches for Auto Insurance Big Data pp. 1-23 Downloads
Mohamed Hanafy and Ruixing Ming
Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis pp. 1-20 Downloads
Mark Richard and Jan Vecer
Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies pp. 1-20 Downloads
Syeda Hina Zaidi and Ramona Rupeika-Apoga
What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains pp. 1-19 Downloads
Keijo Kohv and Oliver Lukason
Estimating the BIS Capital Adequacy Ratio for Korean Banks Using Machine Learning: Predicting by Variable Selection Using Random Forest Algorithms pp. 1-19 Downloads
Jaewon Park, Minsoo Shin and Wookjae Heo
Mortality Forecasting with an Age-Coherent Sparse VAR Model pp. 1-19 Downloads
Hong Li and Yanlin Shi
Myopic Savings Behaviour of Future Polish Pensioners pp. 1-19 Downloads
Sonia Buchholtz, Jan Gąska and Marek Góra
A Two-Population Mortality Model to Assess Longevity Basis Risk pp. 1-19 Downloads
Selin Özen and Şule Şahin
Sensitivity of Performance Indexes to Disaster Risk pp. 1-22 Downloads
Jiro Hodoshima and Toshiyuki Yamawake
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 pp. 1-25 Downloads
Matteo Foglia, Maria Cristina Recchioni and Gloria Polinesi
Acknowledgment to Reviewers of Risks in 2020 pp. 1-5 Downloads
Risks Editorial Office
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis pp. 1-16 Downloads
Luca Di Persio, Matteo Garbelli and Kai Wallbaum
Cardless Banking System in Malaysia: An Extended TAM pp. 1-16 Downloads
Qaisar Ali, Shazia Parveen, Hakimah Yaacob and Zaki Zaini
Developing a Risk Model for Assessment and Control of the Spread of COVID-19 pp. 1-15 Downloads
Usama H. Issa, Ashraf Balabel, Mohammed Abdelhakeem and Medhat M. A. Osman
Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care pp. 1-17 Downloads
Manuel L. Esquível, Gracinda R. Guerreiro, Matilde C. Oliveira and Pedro Corte Real
Tail Risk and Extreme Events: Connections between Oil and Clean Energy pp. 1-13 Downloads
Elisa Di Febo, Matteo Foglia and Eliana Angelini

Volume 9, issue 1, 2021

Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate pp. 1-21 Downloads
Zuzana Rowland, George Lazaroiu and Ivana Podhorská
An Actuarial Approach for Modeling Pandemic Risk pp. 1-28 Downloads
Donatien Hainaut
Retrospective Reserves and Bonus with Policyholder Behavior pp. 1-28 Downloads
Debbie Kusch Falden and Anna Kamille Nyegaard
Optimal Investment in Cyber-Security under Cyber Insurance for a Multi-Branch Firm pp. 1-28 Downloads
Alessandro Mazzoccoli and Maurizio Naldi
A Method for Assessing Threats to the Economic Security of a Region: A Case Study of Public Procurement in Russia pp. 1-10 Downloads
Valentina Kravchenko, Tatiana Kudryavtseva and Yuriy Kuporov
Mining Actuarial Risk Predictors in Accident Descriptions Using Recurrent Neural Networks pp. 1-14 Downloads
Jean-Thomas Baillargeon, Luc Lamontagne and Etienne Marceau
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models pp. 1-20 Downloads
Yu Feng, Ralph Rudd, Christopher Baker, Qaphela Mashalaba, Melusi Mavuso and Erik Schlogl
Bayesian Predictive Analysis of Natural Disaster Losses pp. 1-23 Downloads
Min Deng, Mostafa Aminzadeh and Min Ji
Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment pp. 1-23 Downloads
Dhiti Osatakul and Xueyuan Wu
Supply Chain Risk Management: Literature Review pp. 1-16 Downloads
Amulya Gurtu and Jestin Johny
The Weak Convergence Rate of Two Semi-Exact Discretization Schemes for the Heston Model pp. 1-38 Downloads
Annalena Mickel and Andreas Neuenkirch
Enhancing Pension Adequacy While Reducing the Fiscal Budget and Creating Essential Capital for Domestic Investments and Growth: Analysing the Risks and Outcomes in the Case of Greece pp. 1-17 Downloads
Georgios Symeonidis, Platon Tinios and Panos Xenos
An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount pp. 1-17 Downloads
George Tzougas and Himchan Jeong
The Assignment Problem in Human Resource Project Management under Uncertainty pp. 1-17 Downloads
Helena Gaspars-Wieloch
Machine Learning in P&C Insurance: A Review for Pricing and Reserving pp. 1-26 Downloads
Christopher Blier-Wong, Hélène Cossette, Luc Lamontagne and Etienne Marceau
Modelling Volatile Time Series with V-Transforms and Copulas pp. 1-26 Downloads
Alexander J. McNeil
A Bayesian Approach to Measurement of Backtest Overfitting pp. 1-22 Downloads
Jiří Witzany
The Interaction between Banking Sector and Financial Technology Companies: Qualitative Assessment—A Case of Lithuania pp. 1-22 Downloads
Ruihui Pu, Deimante Teresiene, Ina Pieczulis, Jie Kong and Xiaoguang Yue
Pension Fund Management, Investment Performance, and Herding in the Context of Regulatory Changes: New Evidence from the Polish Pension System pp. 1-19 Downloads
Łukasz Dopierała and Magdalena Mosionek-Schweda
Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review pp. 1-9 Downloads
Philip W. S. Newall and Dominic Cortis
Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis pp. 1-15 Downloads
Falik Shear, Badar Nadeem Ashraf and Mohsin Sadaqat
Determinants of Demand for Private Long-Term Care Insurance (Empirical Evidence from Poland) pp. 1-15 Downloads
Łukasz Jurek and Wioletta Wolańska
Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect pp. 1-18 Downloads
Karim Barigou, Stéphane Loisel and Yahia Salhi
Global Stock Selection with Hidden Markov Model pp. 1-18 Downloads
Nguyet Nguyen and Dung Nguyen
A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand pp. 1-18 Downloads
Jacie Jia Liu
Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model pp. 1-18 Downloads
Leonie Violetta Brinker
On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk pp. 1-18 Downloads
Anna Rita Bacinello, An Chen, Thorsten Sehner and Pietro Millossovich
Page updated 2021-11-27