Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Impact of Climate Change on Heat Wave Risk pp. 1-16: Romain Biard, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel and Stéphane Loisel
Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates pp. 1-20: Marcus C. Christiansen
Optimal Deterministic Investment Strategies for Insurers pp. 1-18: Nicole Bäuerle and Ulrich Rieder
Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach pp. 1-21: Claude Lefèvre and Philippe Picard
Optimal Dynamic Portfolio with Mean-CVaR Criterion pp. 1-29: Jing Li and Mingxin Xu
A Risk Model with an Observer in a Markov Environment pp. 1-14: Hansjörg Albrecher and Jevgenijs Ivanovs
U.S. Equity Mean-Reversion Examined pp. 1-14: Jim Liew and Ryan Roberts

A Welfare Analysis of Capital Insurance pp. 1-24: Ekaterina Panttser and Weidong Tian
Optimal Reinsurance: A Risk Sharing Approach pp. 1-12: Alejandro Balbas, Beatriz Balbas and Raquel Balbas

Understanding the “Black Box” of Employer Decisions about Health Insurance Benefits: The Case of Depression Products pp. 1-9: Kathryn Rost, Airia Papadopoulos, Su Wang and Donna Marshall
Surrounding Risks pp. 1-2: Mogens Steffensen
Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model pp. 1-20: Alexandru V. Asimit, Raluca Vernic and Riċardas Zitikis
Early Warning to Insolvency in the Pension Fund: The French Case pp. 1-13: Noël Bonneuil