# Risks
2013 - 2019
Current editor(s): *Prof. Dr. J. David Cummins* From MDPI, Open Access Journal Bibliographic data for series maintained by XML Conversion Team (). Access Statistics for this journal.
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**Volume 7, issue 2, 2019**
- Experience Prospective Life-Tables for the Algerian Retirees pp. 1-21
*Farid Flici* and *Frédéric Planchet*
- Contingent Convertible Debt: The Impact on Equity Holders pp. 1-35
*Delphine Boursicot*, *Geneviève Gauthier* and *Farhad Pourkalbassi*
- Pricing of Longevity Derivatives and Cost of Capital pp. 1-29
*Fadoua Zeddouk* and *Pierre Devolder*
- Revisiting Calibration of the Solvency II Standard Formula for Mortality Risk: Does the Standard Stress Scenario Provide an Adequate Approximation of Value-at-Risk? pp. 1-24
*Rokas Gylys* and *Jonas Šiaulys*
- Bank Competition in India: Some New Evidence Using Risk-Adjusted Lerner Index Approach pp. 1-12
*Rakesh Arrawatia*, *Arun Misra*, *Varun Dawar* and *Debasish Maitra*
- Defining Geographical Rating Territories in Auto Insurance Regulation by Spatially Constrained Clustering pp. 1-20
*Shengkun Xie*
- Practice Oriented and Monte Carlo Based Estimation of the Value-at-Risk for Operational Risk Measurement pp. 1-20
*Francesca Greselin*, *Fabio Piacenza* and *Ričardas Zitikis*
- American Options on High Dividend Securities: A Numerical Investigation pp. 1-20
*Francesco Rotondi*
- Recent Regulation in Credit Risk Management: A Statistical Framework pp. 1-19
*Logan Ewanchuk* and *Christoph Frei*
- Measuring and Allocating Systemic Risk pp. 1-19
*Markus Brunnermeier* and *Patrick Cheridito*
- The Determinants of Market-Implied Recovery Rates pp. 1-15
*Pascal François*
- Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models pp. 1-23
*Matteo Brachetta* and *Claudia Ceci*
- Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation pp. 1-23
*Søren Asmussen*, *Bent Jesper Christensen* and *Julie Thøgersen*
- Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples pp. 1-22
*Yasutaka Shimizu* and *Zhimin Zhang*
- Treatment Level and Store Level Analyses of Healthcare Data pp. 1-22
*Kaiwen Wang*, *Jiehui Ding*, *Kristen R. Lidwell*, *Scott Manski*, *Gee Y. Lee* and *Emilio Xavier Esposito*
- Direct and Hierarchical Models for Aggregating Spatially Dependent Catastrophe Risks pp. 1-22
*Rafał Wójcik*, *Charlie Wusuo Liu* and *Jayanta Guin*
- Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions pp. 1-16
*Vytaras Brazauskas* and *Sahadeb Upretee*
- Mortality Projections for Small Populations: An Application to the Maltese Elderly pp. 1-25
*Massimiliano Menzietti*, *Maria Francesca Morabito* and *Manuela Stranges*
- Imbalance Market Real Options and the Valuation of Storage in Future Energy Systems pp. 1-30
*John Moriarty* and *Jan Palczewski*
- The Optimum Leverage Level of the Banking Sector pp. 1-30
*Sagara Dewasurendra*, *Pedro Judice* and *Qiji Zhu*
- Sound Deposit Insurance Pricing Using a Machine Learning Approach pp. 1-18
*Hirbod Assa*, *Mostafa Pouralizadeh* and *Abdolrahim Badamchizadeh*
- Spatial Risk Measures and Rate of Spatial Diversification pp. 1-26
*Erwan Koch*
- The Population Accuracy Index: A New Measure of Population Stability for Model Monitoring pp. 1-11
*Ross Taplin* and *Clive Hunt*
- Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model pp. 1-14
*Jean-Philippe Aguilar* and *Jan Korbel*
- Statistical Inference for the Beta Coefficient pp. 1-14
*Taras Bodnar*, *Arjun K. Gupta*, *Valdemar Vitlinskyi* and *Taras Zabolotskyy*
**Volume 7, issue 1, 2019**
- Optimal Portfolio Selection in an Itô–Markov Additive Market pp. 1-32
*Zbigniew Palmowski*, *Łukasz Stettner* and *Anna Sulima*
- The OFR Financial Stress Index pp. 1-21
*Phillip J. Monin*
- Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II pp. 1-21
*Fabien Le Floc’h* and *Cornelis W. Oosterlee*
- Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange pp. 1-29
*Diby François Kassi*, *Dilesha Rathnayake*, *Pierre Axel Louembe* and *Ning Ding*
- Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint pp. 1-24
*Mauricio Junca*, *Harold A. Moreno-Franco* and *José Luis Pérez*
- An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan pp. 1-10
*Ahsan Nawaz*, *Ahsan Waqar*, *Syyed Adnan Raheel Shah*, *Muhammad Sajid* and *Muhammad Irslan Khalid*
- Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework pp. 1-12
*Jackie Li*, *Atsuyuki Kogure* and *Jia Liu*
- Surplus Sharing with Coherent Utility Functions pp. 1-12
*Delia Coculescu* and *Freddy Delbaen*
- Measuring Equity Share Related Risk Perception of Investors in Economically Backward Regions pp. 1-20
*Ranjit Singh* and *Jayashree Bhattacharjee*
- Determining Distribution for the Product of Random Variables by Using Copulas pp. 1-20
*Sel Ly*, *Kim-Hung Pho*, *Sal Ly* and *Wing-Keung Wong*
- Modelling Recovery Rates for Non-Performing Loans pp. 1-17
*Hui Ye* and *Anthony Bellotti*
- Using Neural Networks to Price and Hedge Variable Annuity Guarantees pp. 1-19
*Daniel Doyle* and *Chris Groendyke*
- Application of Machine Learning to Mortality Modeling and Forecasting pp. 1-19
*Susanna Levantesi* and *Virginia Pizzorusso*
- The W, Z / ν, δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps pp. 1-15
*Florin Avram*, *Danijel Grahovac* and *Ceren Vardar-Acar*
- Mortality Forecasting: How Far Back Should We Look in Time? pp. 1-15
*Han Li* and *Colin O’Hare*
- A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost pp. 1-15
*Zhuo Jin*, *Zhixin Yang* and *Quan Yuan*
- Risk Model Validation: An Intraday VaR and ES Approach Using the Multiplicative Component GARCH pp. 1-23
*Ravi Summinga-Sonagadu* and *Jason Narsoo*
- Pricing Options and Computing Implied Volatilities using Neural Networks pp. 1-22
*Shuaiqiang Liu*, *Cornelis W. Oosterlee* and *Sander M. Bohte*
- Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits pp. 1-22
*Søren Asmussen*, *Patrick J. Laub* and *Hailiang Yang*
- Credible Regression Approaches to Forecast Mortality for Populations with Limited Data pp. 1-22
*Apostolos Bozikas* and *Georgios Pitselis*
- Machine Learning in Banking Risk Management: A Literature Review pp. 1-22
*Martin Leo*, *Suneel Sharma* and *K. Maddulety*
- On Double Value at Risk pp. 1-22
*Wanbing Zhang*, *Sisi Zhang* and *Peibiao Zhao*
- An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap pp. 1-13
*Mariarosaria Coppola*, *Maria Russolillo* and *Rosaria Simone*
- A Deep Learning Integrated Lee–Carter Model pp. 1-16
*Andrea Nigri*, *Susanna Levantesi*, *Mario Marino*, *Salvatore Scognamiglio* and *Francesca Perla*
- Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives pp. 1-25
*Man Chung Fung*, *Katja Ignatieva* and *Michael Sherris*
- CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets pp. 1-25
*Shi Chen*, *Jyh-Horng Lin*, *Wenyu Yao* and *Fu-Wei Huang*
- Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution pp. 1-25
*Paolo Giudici* and *Laura Parisi*
- Acknowledgement to Reviewers of Risks in 2018 pp. 1-4
*Risks Editorial Office*
- Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM pp. 1-18
*Rui Zhou*, *Guangyu Xing* and *Min Ji*
- Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices pp. 1-18
*Mansi Jain*, *Gagan Deep Sharma* and *Mrinalini Srivastava*
- Dealing with Drift Uncertainty: A Bayesian Learning Approach pp. 1-18
*Carmine De Franco*, *Johann Nicolle* and *Huyên Pham*
- Convolutional Neural Network Classification of Telematics Car Driving Data pp. 1-18
*Guangyuan Gao* and *Mario V. Wüthrich*
- An Object-Oriented Bayesian Framework for the Detection of Market Drivers pp. 1-18
*Maria Elena De Giuli*, *Alessandro Greppi* and *Marina Resta*
- Efficient Retirement Portfolios: Using Life Insurance to Meet Income and Bequest Goals in Retirement pp. 1-11
*Fangyuan Dong*, *Nick Halen*, *Kristen Moore* and *Qinglai Zeng*
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