Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Dependence Uncertainty Bounds for the Expectile of a Portfolio pp. 1-25: Edgars Jakobsons and Steven Vanduffel
Combining Alphas via Bounded Regression pp. 1-17: Zura Kakushadze
Hidden Markov Model for Stock Selection pp. 1-19: Nguyet Nguyen and Dung Nguyen
Risk Classification Efficiency and the Insurance Market Regulation pp. 1-10: Donatella Porrini
Production Flexibility and Hedging pp. 1-10: Georges Dionne and Marc Santugini
Information-Based Trade in German Real Estate and Equity Markets pp. 1-26: Marco Wölfle
Stochastic Optimal Control for Online Seller under Reputational Mechanisms pp. 1-20: Milan Bradonjić, Matthew Causley and Albert Cohen
Modified Munich Chain-Ladder Method pp. 1-23: Michael Merz and Mario V. Wüthrich
The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature pp. 1-28: Alexander Bohnert
On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy pp. 1-24: Eric C.K. Cheung, Haibo Liu and Jae-Kyung Woo

Monopolistic Insurance and the Value of Information pp. 1-13: Arthur Snow
Supervising System Stress in Multiple Markets pp. 1-25: Mikhail Oet, John M. Dooley, Amanda C. Janosko, Dieter Gramlich and Stephen J. Ong
The Financial Stress Index: Identification of Systemic Risk Conditions pp. 1-25: Mikhail Oet, John M. Dooley and Stephen J. Ong
Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints pp. 1-30: Massimiliano Kaucic and Roberto Daris
Options with Extreme Strikes pp. 1-16: Lingjiong Zhu
Delivering Left-Skewed Portfolio Payoff Distributions in the Presence of Transaction Costs pp. 1-20: Jacek Krawczyk
Best-Estimates in Bond Markets with Reinvestment Risk pp. 1-27: Anne MacKay and Mario V. Wüthrich
Valuation of Index-Linked Cash Flows in a Heath–Jarrow–Morton Framework pp. 1-27: Jonas Alm and Filip Lindskog
Life Insurance Cash Flows with Policyholder Behavior pp. 1-28: Kristian Buchardt and Thomas Møller

A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk pp. 1-36: Ninna Reitzel Jensen and Kristian Juul Schomacker
Custom v. Standardized Risk Models pp. 1-27: Zura Kakushadze and Jim Kyung-Soo Liew
Multiscale Analysis of the Predictability of Stock Returns pp. 1-15: Paweł Fiedor
Rationality Parameter for Exercising American Put pp. 1-9: Kamille Sofie Tågholt Gad and Jesper Lund Pedersen
Interconnectedness of Financial Conglomerates pp. 1-25: Gaël Hauton and Jean-Cyprien Héam
The Impact of Reinsurance Strategies on Capital Requirements for Premium Risk in Insurance pp. 1-19: Gian Paolo Clemente, Nino Savelli and Diego Zappa

Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework pp. 1-26: Andreas Niemeyer
Portability, Salary and Asset Price Risk: A Continuous-Time Expected Utility Comparison of DB and DC Pension Plans pp. 1-26: An Chen and Filip Uzelac
Inhomogeneous Long-Range Percolation for Real-Life Network Modeling pp. 1-23: Philippe Deprez, Rajat Subhra Hazra and Mario V. Wüthrich
Double Crowding-Out Effects of Means-Tested Public Provision for Long-Term Care pp. 1-16: Christophe Courbage and Peter Zweifel
Paradox-Proof Utility Functions for Heavy-Tailed Payoffs: Two Instructive Two-Envelope Problems pp. 1-9: Michael Powers
Acknowledgement to Reviewers of Risks in 2014 pp. 1-2: Risks Editorial Office

Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk pp. 1-20: Tina Engler and Ralf Korn
A Duality Result for the Generalized Erlang Risk Model pp. 1-11: Lanpeng Ji and Chunsheng Zhang
Special Issue on Risk Management Techniques for Catastrophic and Heavy-Tailed Risks pp. 1-2: Alejandro Balbás and José Garrido
A Markov Chain Model for Contagion pp. 1-22: Angelos Dassios and Hongbiao Zhao
Measuring Risk When Expected Losses Are Unbounded pp. 1-14: Alejandro Balbás, Iván Blanco and José Garrido
Tail Risk in Commercial Property Insurance pp. 1-18: Enrico Biffis and Erik Chavez
A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty pp. 1-9: Erhan Bayraktar, Yuchong Zhang and Zhou Zhou

The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio pp. 1-17: Marc Busse, Michel Dacorogna and Marie Kratz
Model Risk in Portfolio Optimization pp. 1-34: David Stefanovits, Urs Schubiger and Mario V. Wüthrich
An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality pp. 1-44: Iosif Pinelis
Joint Asymptotic Distributions of Smallest and Largest Insurance Claims pp. 1-26: Hansjörg Albrecher, Christian Y. Robert and Jef L. Teugels
Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk pp. 1-11: Vsevolod K. Malinovskii
Random Shifting and Scaling of Insurance Risks pp. 1-12: Enkelejd Hashorva and Lanpeng Ji

Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms pp. 1-14: Sancho Salcedo-Sanz, Leo Carro-Calvo, Mercè Claramunt, Ana Castañer and Maite Mármol
Initial Investigations of Intra-Day News Flow of S&P500 Constituents pp. 1-14: Jim Kyung-Soo Liew and Zhechao Zhou
Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands pp. 1-25: Evelien Bergrath, Milena Pavlova and Wim Groot
1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future pp. 1-29: Didier Sornette and Peter Cauwels
Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims pp. 1-16: Siti Norafidah Mohd Ramli and Jiwook Jang
Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee pp. 1-24: Morten Tolver Kronborg
Demand of Insurance under the Cost-of-Capital Premium Calculation Principle pp. 1-23: Michael Merz and Mario V. Wüthrich
When the U.S. Stock Market Becomes Extreme? pp. 1-15: Sofiane Aboura

Publishing Risks pp. 1-2: Mogens Steffensen
Modeling Cycle Dependence in Credit Insurance pp. 1-15: Anisa Caja and Frédéric Planchet
An Academic Response to Basel 3.5 pp. 1-24: Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf, Ruodu Wang and Antonela Beleraj
Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction pp. 1-25: Søren Asmussen
Catastrophe Insurance Modeled by Shot-Noise Processes pp. 1-22: Thorsten Schmidt