Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Volume 11, issue 12, 2023

The Estimation of Risk Premia with Omitted Variable Bias: Evidence from China pp. 1-9

Jie Mao and Tianliang Xia

Inconsistency in Managers’ Disclosure Tone: The Signalling Perspective pp. 1-14

Azam Pouryousof, Farzaneh Nassirzadeh and Davood Askarany

Bidual Representation of Expectiles pp. 1-21

Alejandro Balbás, Beatriz Balbás, Raquel Balbás and Jean-Philippe Charron

Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility pp. 1-13

Rhenan G. S. Queiroz and Sergio A. David

Consumer Preferences for Health Services Offered by Health Insurance Companies in Germany pp. 1-27

Raphael Schilling, Milena Pavlova and Andrea Karaman

Effectiveness of Green Bonds in Selected CEE Countries: Analysis of Similarities pp. 1-36

Maria Czech, Monika Hadaś-Dyduch and Blandyna Puszer

From Transition Risks to the Relationship between Carbon Emissions, Economic Growth, and Renewable Energy pp. 1-15

Elisa Di Febo, Eliana Angelini and Tu Le

Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing pp. 1-25

Huijing Li, Rui Zhou and Min Ji

Stochastic Chain-Ladder Reserving with Modeled General Inflation pp. 1-31

Massimo De Felice and Franco Moriconi

The Applications of Generalized Poisson Regression Models to Insurance Claim Data pp. 1-17

Pouya Faroughi, Shu Li and Jiandong Ren

Enhancing Sustainable Finance through Green Hydrogen Equity Investments: A Multifaceted Risk-Return Analysis pp. 1-22

Cristiana Tudor

On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach pp. 1-18

Shuai Yang and Kenneth Q. Zhou

Disentangling Trend Risk and Basis Risk with Functional Time Series pp. 1-18

Yanxin Liu and Johnny Siu-Hang Li

Asymmetric Effects of Tax Competition on FDI vs. Budget Balance in European OECD Economies: Heterogeneous Panel Approach pp. 1-18

Marina Beljić, Olgica Glavaški, Emilija Beker Pucar, Stefan Stojkov and Jovica Pejčić

Research on the Impact of Digital Inclusive Finance on the Financial Vulnerability of Aging Families pp. 1-24

Xingqi Wang and Zhenhua Mao

Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk pp. 1-24

Roman N. Makarov

Financial Stress and COVID-19: A Comprehensive Analysis of the Factors Associated with the Pandemic pp. 1-24

Keewon Moon, Wookjae Heo, Jae Min Lee and John E. Grable

Volume 11, issue 11, 2023

Coupled Price–Volume Equity Models with Auto-Induced Regime Switching pp. 1-20

Manuel L. Esquível, Nadezhda P. Krasii, Pedro P. Mota and Victoria V. Shamraeva

Unveiling the Role of Investment Tangibility on Financial Leverage: Insights from African-Listed Firms pp. 1-19

Edson Vengesai

Claims Modelling with Three-Component Composite Models pp. 1-16

Jackie Li and Jia Liu

Market Reaction to Delisting Announcements in Frontier Markets: Evidence from the Vietnam Stock Market pp. 1-14

Loc Dong Truong, H. Swint Friday and Tran My Ngo

The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States pp. 1-9

Xin Sheng, Rangan Gupta and Qiang Ji

The Dynamic Endogeneity Issue between Corporate Ownership Structure and Real-Based Earnings Manipulation in an Emerging Market: Advanced Dynamic Panel Model pp. 1-27

Eman Fathi Attia and Messaoud Mehafdi

New Classes of Distortion Risk Measures and Their Estimation pp. 1-21

Jungsywan H. Sepanski and Xiwen Wang

Model Error (or Ambiguity) and Its Estimation, with Particular Application to Loss Reserving pp. 1-28

Greg Taylor and Gráinne McGuire

Toward Sustainable Development: Assessing the Effects of Financial Contagion on Human Well-Being in Romania pp. 1-32

Ionuț Nica, Irina Georgescu, Camelia Delcea and Nora Chiriță

Country Risk and Financial Stability: A Focus on Commercial Banks in Africa pp. 1-18

Damilola Oyetade and Paul-Francois Muzindutsi

Domain Knowledge Features versus LASSO Features in Predicting Risk of Corporate Bankruptcy—DEA Approach pp. 1-18

Martina Mokrišová and Jarmila Horváthová

Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries pp. 1-22

Yu-Fen Chen, Thomas Chinan Chiang and Fu-Lai Lin

Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data pp. 1-17

Qian Zhao, Sahadeb Upretee and Daoping Yu

Copula Models of COVID-19 Mortality in Minnesota and Wisconsin pp. 1-17

Xianhui Lei and Arkady Shemyakin

Discovering Intraday Tail Dependence Patterns via a Full-Range Tail Dependence Copula pp. 1-17

Lei Hua

Risk-Based Assessment of the Performance of Territorial Bodies of the Federal Treasury of the Russian Federation pp. 1-17

Elena A. Fedchenko, Lyubov V. Gusarova, Inna M. Vankovich, Alexander S. Lozhechko and Anastasia A. Lysenko

Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves pp. 1-37

Anas Abdallah and Lan Wang

Macroeconomic Risks and Monetary Policy in Central European Countries: Parallels in the Czech Republic, Hungary, and Poland pp. 1-26

Istvan Abel and Pierre Siklos

Empirical Testing of Models of Autoregressive Conditional Heteroscedasticity Used for Prediction of the Volatility of Bulgarian Investment Funds pp. 1-30

Mariana Petrova and Teodor Todorov

Business Risks in COVID-19 Crisis Dataset Modeling: Regulatory vs. Marketing Tools of Risk Management pp. 1-43

Shakhlo T. Ergasheva, Azizkhan A. Tillyakhodjaev, Yokutxon K. Karrieva, Elena G. Popkova and Zhanna V. Gornostaeva

Volume 11, issue 10, 2023

Comparative Analysis of Machine Learning Models for Bankruptcy Prediction in the Context of Pakistani Companies pp. 1-17

Domicián Máté, Hassan Raza and Ishtiaq Ahmad

FMEA Model in Risk Analysis for the Implementation of AGV/AMR Robotic Technologies into the Internal Supply System of Enterprises pp. 1-31

Yuriy Bekishev, Zhanna Pisarenko and Vladislav Arkadiev

An Exponentiality Test of Fit Based on a Tail Characterization against Heavy and Light-Tailed Alternatives pp. 1-22

Alex Karagrigoriou, Ioannis Mavrogiannis, Georgia Papasotiriou and Ilia Vonta

Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation pp. 1-18

Loretta Mastroeni, Alessandro Mazzoccoli and Maurizio Naldi

An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies pp. 1-18

Hemendra Gupta and Rashmi Chaudhary

Microinsurance and Economic Growth in Africa pp. 1-29

Tsvetanka Karagyozova

Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options pp. 1-25

Federico Maglione and Maria Elvira Mancino

Multifactor Risk Attribution Applied to Systemic, Climate and Geopolitical Tail Risks for the Eurozone Banking Sector pp. 1-26

Giulia Bettin, Gian Marco Mensi and Maria Cristina Recchioni

A Semi-Static Replication Method for Bermudan Swaptions under an Affine Multi-Factor Model pp. 1-41

Jori Hoencamp, Shashi Jain and Drona Kandhai

Discretionary Extensions to Unemployment Insurance Compensation and Some Potential Costs for a McCall Worker pp. 1-39

Rich Ryan

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility pp. 1-15

David Allen and Shelton Peiris

Internet of Things and Big Data Analytics for Risk Management in Digital Tourism Ecosystems pp. 1-15

Petya Popova, Kremena Marinova and Veselin Popov

Determinants of Cash Distribution Options in South African Listed Firms: An Empirical Analysis of Earnings, Company Size, and Economic Value Added pp. 1-20

Ntungufhadzeni Freddy Munzhelele and Ayodeji Michael Obadire

Mapping Risks Faced by Startup Investors: An Approach Based on the Apriori Algorithm pp. 1-19

Claudio Roberto Silva Júnior, Julio Cezar Mairesse Siluk, Alvaro Luis Neuenfeldt-Júnior, Matheus Binotto Francescatto and Cláudia de Freitas Michelin

Taguchi Risk and Process Capability pp. 1-12

Alexandru Isaic-Maniu, Irina-Maria Dragan, Ana-Maria Grigore and Florentina Constantin

A Three-Factor Market Model for Incorporating Explicit General Inflation in Non-Life Claims Reserving pp. 1-32

Franco Moriconi

Risk Structure of Banks in Spain: Do BHCs Have Greater Cost of Debt? pp. 1-13

Natalia Boliari, Kudret Topyan and Chia-Jane Wang

Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate? pp. 1-21

Miguel Santolino

Volume 11, issue 9, 2023

Risks for Companies during the COVID-19 Crisis: Dataset Modelling and Management through Digitalisation pp. 1-44

Tatiana V. Skryl, Elena B. Gerasimova, Yuliya V. Chutcheva and Sergey V. Golovin

Assessing ChatGPT’s Proficiency in Quantitative Risk Management pp. 1-29

Marius Hofert

Cyber Risk Contagion pp. 1-10

Arianna Agosto and Paolo Giudici

Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting pp. 1-23

Wanying Fu, Barry R. Smith, Patrick Brewer and Sean Droms

Fraud Detection in Healthcare Insurance Claims Using Machine Learning pp. 1-11

Eman Nabrawi and Abdullah Alanazi

Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities pp. 1-22

Anatoliy Swishchuk and Sebastian Franco

Pricing Pandemic Bonds under Hull–White & Stochastic Logistic Growth Model pp. 1-28

Vajira Manathunga and Linmiao Deng

Bayesian Inference for the Loss Models via Mixture Priors pp. 1-27

Min Deng and Mostafa S. Aminzadeh

The Role of Internal Auditing in Improving the Accounting Information System in Jordanian Banks by Using Organizational Commitment as a Mediator pp. 1-14

Mo’taz Kamel Al Zobi and Baker Akram Falah Jarah

Optimal Cyber Security Investment in a Mixed Risk Management Framework: Examining the Role of Cyber Insurance and Expenditure Analysis pp. 1-14

Alessandro Mazzoccoli

Pump It: Twitter Sentiment Analysis for Cryptocurrency Price Prediction pp. 1-14

Vladyslav Koltun and Ivan P. Yamshchikov

Some Stochastic Orders over an Interval with Applications pp. 1-14

Lazaros Kanellopoulos

Machine Learning in Forecasting Motor Insurance Claims pp. 1-19

Thomas Poufinas, Periklis Gogas, Theophilos Papadimitriou and Emmanouil Zaganidis

Effect of Macroeconomic Dynamics on Bank Asset Quality under Different Market Conditions: Evidence from Ghana pp. 1-15

Richard Apau, Athenia Sibindi and Leward Jeke

Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting pp. 1-20

Carina Clemente, Gracinda R. Guerreiro and Jorge Bravo

Volume 11, issue 8, 2023

Distributed Least-Squares Monte Carlo for American Option Pricing pp. 1-16

Lu Xiong, Jiyao Luo, Hanna Vise and Madison White

A Hyperbolic Bid Stack Approach to Electricity Price Modelling pp. 1-39

Krisztina Katona, Christina Sklibosios Nikitopoulos and Erik Schlogl

Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model pp. 1-19

Yifan Tang, Conghua Wen, Chengxiu Ling and Yuqing Zhang

The Effect of COVID-19 Transmission on Cryptocurrencies pp. 1-12

Nesrine Dardouri, Abdelkader Aguir and Mounir Smida

Trinomial: Return-Risk and Sustainability: Is Sustainability Valued by Investors? A Choice Experiment for Spanish Investors Applied to SDG 12 pp. 1-12

Carlos Díaz-Caro, Eva Crespo-Cebada, Borja Encinas Goenechea and Ángel-Sabino Mirón Sanguino

The Relationship between Innovation and Risk Taking: The Role of Firm Performance pp. 1-13

Yuni Pristiwati Noer Widianingsih, Doddy Setiawan, Y. Anni Aryani and Evi Gantyowati

Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures pp. 1-27

Alexandre Carbonneau and Frédéric Godin

Understanding Key Drivers of Participant Cash Flows for Individually Managed Stable Value Funds pp. 1-27

Behzad Alimoradian, Jeffrey Jakubiak, Stephane Loisel and Yahia Salhi

Technical Analysis, Fundamental Analysis, and Ichimoku Dynamics: A Bibliometric Analysis pp. 1-24

Luís Almeida and Elisabete Vieira

Co-Movement and Performance Comparison of Conventional and Islamic Stock Indices during the Pre- and Post-COVID-19 Pandemic Era pp. 1-37

Muhammad Alamgir and Ming-Chang Cheng

On the Diversification Effect in Solvency II for Extremely Dependent Risks pp. 1-22

Yongzhao Chen, Ka Chun Cheung, Sheung Chi Phillip Yam, Fei Lung Yuen and Jia Zeng

Pricing of Pseudo-Swaps Based on Pseudo-Statistics pp. 1-30

Sebastian Franco and Anatoliy Swishchuk

Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada pp. 1-30

Anatoliy Swishchuk

Volume 11, issue 7, 2023

Thermodynamic Approach to the Discount Rate and Discounted Cash Flow Method pp. 1-12

Mieczysław Dobija and Jurij Renkas

Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers pp. 1-21

Vanessa Hanna and Pierre Devolder

Risk Management in Electricity Markets: Dominant Topics and Research Trends pp. 1-13

Adriana A. Londoño and Juan D. Velásquez

Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR pp. 1-14

Pedro Coelho, Luís Gomes and Patrícia Ramos

Predicting Stock Market Volatility Using MODWT with HyFIS and FS.HGD Models pp. 1-16

Abdullah H. Alenezy, Mohd Tahir Ismail, Sadam Al Wadi and Jamil J. Jaber

Financial Inclusion and Sustainable Growth in North African Firms: A Dynamic-Panel-Threshold Approach pp. 1-19

Wafa Khémiri, Ahmed Chafai and Faizah Alsulami

Earnings Management and Sustainability Reporting Disclosure: Some Insights from Indonesia pp. 1-19

Sri Ningsih, Khusnul Prasetyo, Novi Puspitasari, Suham Cahyono and Khairul Anuar Kamarudin

Multiscale Volatility Analysis for Noisy High-Frequency Prices pp. 1-20

Tim Leung and Theodore Zhao

Dataset Analysis of the Risks for Russian IT Companies Amid the COVID-19 Crisis pp. 1-20

Tatiana M. Vorozheykina, Aleksei Yu. Shchetinin, Galina N. Semenova and Maria A. Vakhrushina

Cox-Based and Elliptical Telegraph Processes and Their Applications pp. 1-15

Anatoliy Pogorui, Anatoly Swishchuk, Ramón M. Rodríguez-Dagnino and Alexander Sarana

Is Additional CEO Remuneration a Performance Driver? DAX CEOs Evidence pp. 1-15

Magali Costa, Inês Lisboa and René Marzinzik

Power Laws and Inequalities: The Case of British District House Price Dispersion pp. 1-15

David Paul Gray

The Risk Landscape in the Digital Transformation of Finance and Insurance pp. 1-2

Ramona Rupeika-Apoga and Pierpaolo Marano

Special Issue “Actuarial Mathematics and Risk Management” pp. 1-3

Annamaria Olivieri

Estimating the Acceptance Probabilities of Consumer Loan Offers in an Online Loan Comparison and Brokerage Platform pp. 1-30

Renatas Špicas, Airidas Neifaltas, Rasa Kanapickienė, Greta Keliuotytė-Staniulėnienė and Deimantė Vasiliauskaitė

Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit pp. 1-26

Qian Xiong, Zuoxiang Peng and Saralees Nadarajah

Building a Macroeconomic Simulator with Multi-Layered Supplier–Customer Relationships pp. 1-31

Takahiro Obata, Jun Sakazaki and Setsuya Kurahashi

Correlation Pitfalls with ChatGPT: Would You Fall for Them? pp. 1-17

Marius Hofert

Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins pp. 1-17

Perry Sadorsky and Irene Henriques

AutoReserve: A Web-Based Tool for Personal Auto Insurance Loss Reserving with Classical and Machine Learning Methods pp. 1-17

Lu Xiong, Vajira Manathunga, Jiyao Luo, Nicholas Dennison, Ruicheng Zhang and Zhenhai Xiang

Assessing the Impact of Syrian Refugee Influx on the Jordanian Stock Exchange Market pp. 1-18

Nadia Al-Rousan, Dana Al-Najjar and Hazem Al-Najjar

The Silicon Valley Bank Failure: Application of Benford’s Law to Spot Abnormalities and Risks pp. 1-18

Anurag Dutta, Liton Chandra Voumik, Lakshmanan Kumarasankaralingam, Abidur Rahaman and Grzegorz Zimon

Cryptocurrency Trading and Downside Risk pp. 1-18

Farhat Iqbal, Mamoona Zahid and Dimitrios Koutmos

On the Identification of the Riskiest Directional Components from Multivariate Heavy-Tailed Data pp. 1-18

Miriam Hägele and Jaakko Lehtomaa

Credit Scoring for Peer-to-Peer Lending pp. 1-8

Daniel Felix Ahelegbey and Paolo Giudici

Volume 11, issue 6, 2023

Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies pp. 1-14

Daniele Mancinelli and Immacolata Oliva

Do Behavioral Biases Affect Investors’ Investment Decision Making? Evidence from the Pakistani Equity Market pp. 1-32

Zain UI Abideen, Zeeshan Ahmed, Huan Qiu and Yiwei Zhao

The Explanatory Factors of Risk Disclosure in the Integrated Reports of Listed Entities in Brazil pp. 1-28

Fabio Albuquerque, Eveline Monteiro and Maria Albertina Barreiro Rodrigues

Context-Based and Adaptive Cybersecurity Risk Management Framework pp. 1-22

Henock Mulugeta Melaku

ESG Disclosure and Firm Performance: An Asset-Pricing Approach pp. 1-22

Vinay Khandelwal, Prashant Sharma and Varun Chotia

The Relationship between Capital Structure and Firm Performance: The Moderating Role of Agency Cost pp. 1-17

Amanj Mohamed Ahmed, Deni Pandu Nugraha and István Hágen

Regulation and De-Risking: Theoretical and Empirical Insights pp. 1-23

Lawrence Haar and Andros Gregoriou

Big Data Analytics to Support Open Innovation Strategies in Banks pp. 1-23

Tasya Aspiranti, Qaisar Ali and Ima Amaliah

On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model pp. 1-23

Roman V. Ivanov

Estimating Territory Risk Relativity Using Generalized Linear Mixed Models and Fuzzy C -Means Clustering pp. 1-20

Shengkun Xie and Chong Gan

Investigating Causes of Model Instability: Properties of the Prediction Accuracy Index pp. 1-15

Ross Taplin

Uncovering Hidden Insights with Long-Memory Process Detection: An In-Depth Overview pp. 1-15

Hossein Hassani, Masoud Yarmohammadi and Leila Marvian Mashhad

On Valuation and Investments of Pension Plans in Discrete Incomplete Markets pp. 1-24

Michail Anthropelos and Evmorfia Blontzou

The Generalised Pareto Distribution Model Approach to Comparing Extreme Risk in the Exchange Rate Risk of BitCoin/US Dollar and South African Rand/US Dollar Returns pp. 1-16

Thabani Ndlovu and Delson Chikobvu

A Guaranteed-Return Structured Product as an Investment Risk-Hedging Instrument in Pension Savings Plans pp. 1-16

Zvika Afik, Elroi Hadad and Rami Yosef

Volume 11, issue 5, 2023

Sparse Modeling Approach to the Arbitrage-Free Interpolation of Plain-Vanilla Option Prices and Implied Volatilities pp. 1-24

Daniel Guterding

Prospect Theory and the Favorite Long-Shot Bias in Baseball pp. 1-11

James Nutaro

A Non-Performing Loans (NPLs) Portfolio Pricing Model Based on Recovery Performance: The Case of Greece pp. 1-17

Alexandra Z. Marouli, Eugenia N. Giannini and Yannis D. Caloghirou

Pricing Kernels and Risk Premia implied in Bitcoin Options pp. 1-18

Julian Winkel and Wolfgang Karl Härdle

BeVIXed: Trading Fear in the Volatility Complex pp. 1-18

Chakravarthy Varadarajan and Klaus Schenk-Hoppé

A Diversification Framework for Multiple Pairs Trading Strategies pp. 1-18

Kiseop Lee, Tim Leung and Boming Ning

Methodology for Environmental Risk Analysis Based on Intuitionistic Fuzzy Values pp. 1-22

Oleg Uzhga-Rebrov and Peter Grabusts

Special Issue “Data Science in Insurance” pp. 1-3

Gian Paolo Clemente, Francesco Della Corte, Nino Savelli and Diego Zappa

Estimating the Value-at-Risk by Temporal VAE pp. 1-26

Robert Buch, Stefanie Grimm, Ralf Korn and Ivo Richert

Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector pp. 1-16

Chekani Nkwaira and Huibrecht Margaretha Van der Poll

A Survey on AI Implementation in Finance, (Cyber) Insurance and Financial Controlling pp. 1-16

Aleksandrina Aleksandrova, Valentina Ninova and Zhelyo Zhelev

Risk Mitigation in Agriculture in Support of COVID-19 Crisis Management pp. 1-36

Boris M. Leybert, Oksana V. Shmaliy, Zhanna V. Gornostaeva and Daria D. Mironova

Developing a System for Monitoring Human Resource Risks in a Digital Economy pp. 1-20

Ivan Babkin, Valentina Pulyaeva, Irina Ivanova, Yulya Veys and Guljakhon Makhmudova

How to Gain Confidence in the Results of Internal Risk Models? Approaches and Techniques for Validation pp. 1-20

Michel Dacorogna

The COVID-19 Crises: The Threats, Uncertainties and Risks in Entrepreneurial Development pp. 1-19

Nadia Abdelhamid Abdelmegeed Abdelwahed and Bahadur Ali Soomro

Assessing the Causality Relationship between the Geopolitical Risk Index and the Agricultural Commodity Markets pp. 1-15

Joseph Micallef, Simon Grima, Jonathan Spiteri and Ramona Rupeika-Apoga

Economic Consequences of Greylisting by the Financial Action Task Force pp. 1-32

Louis de Koker, John Howell and Nicholas Morris

Bankruptcy Prediction for Micro and Small Enterprises Using Financial, Non-Financial, Business Sector and Macroeconomic Variables: The Case of the Lithuanian Construction Sector pp. 1-33

Rasa Kanapickienė, Tomas Kanapickas and Audrius Nečiūnas

COVID-19 Media Chatter and Macroeconomic Reflectors on Black Swan: A Spanish and Indian Stock Markets Comparison pp. 1-27

Indranil Ghosh, Esteban Alfaro-Cortés, Matías Gámez and Noelia García-Rubio

A Compound Up-and-In Call like Option for Wind Projects Pricing pp. 1-13

Michele Bufalo, Antonio Di Bari and Giovanni Villani

Volume 11, issue 4, 2023

A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan pp. 1-24

Eleftherios Thalassinos, Naveed Khan, Shakeel Ahmed, Hassan Zada and Anjum Ihsan

The Nexus of Competition, Loan Quality, and Ownership Structure for Risk-Taking Behaviour pp. 1-22

Syed Moudud-Ul-Huq, Md. Abdul Halim, Farid Ahammad Sobhani, Ziaul Karim and Zinnatun Nesa

Heuristic Biases as Mental Shortcuts to Investment Decision-Making: A Mediation Analysis of Risk Perception pp. 1-22

Jinesh Jain, Nidhi Walia, Himanshu Singla, Simarjeet Singh, Kiran Sood and Simon Grima

Economic Uncertainty and Firms’ Capital Structure: Evidence from China pp. 1-23

Chenglin Gao and Takuji Tsusaka

Machine Learning Algorithm for Mid-Term Projection of the EU Member States’ Indebtedness pp. 1-17

Silvia Zarkova, Dimitar Kostov, Petko Angelov, Tsvetan Pavlov and Andrey Zahariev

Whoops! It Happened Again: Demand for Insurance That Covers Multiple Risks pp. 1-17

Liang Hong, Harris Schlesinger and Boyi Zhuang

Financial Risk Management of the Russian Economy during the COVID-19 Pandemic pp. 1-11

Sergey Kolchin, Nadezda Glubokova, Mikhail Gordienko, Galina Semenova and Milyausha Khalilova

Underwriting Cycles in Property-Casualty Insurance: The Impact of Catastrophic Events pp. 1-25

Annette Hofmann and Cristina Sattarhoff

The Impact of Intellectual Capital on the Firm Performance of Russian Manufacturing Companies pp. 1-25

Angi Skhvediani, Anastasia Koklina, Tatiana Kudryavtseva and Diana Maksimenko

CEO Social Capital and the Value Relevance of Accounting Metrics pp. 1-35

Michael S. Luehlfing, William R. McCumber and Huan Qiu

Validating the Financial Literacy Index of Hungarian SMEs during the COVID-19 Pandemic and the Russian–Ukrainian War pp. 1-19

Robert Toth, Richard Kasa and Csaba Lentner

Data Analysis for Risk Management—Economics, Finance and Business: New Developments and Challenges pp. 1-5

Krzysztof Jajuga

Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process pp. 1-16

Sebastian Baran, Corina Constantinescu and Zbigniew Palmowski

A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks pp. 1-16

Luca Di Persio, Luca Prezioso and Yilun Jiang

Optimizing Pension Participation in Kenya through Predictive Modeling: A Comparative Analysis of Tree-Based Machine Learning Algorithms and Logistic Regression Classifier pp. 1-21

Nelson Kemboi Yego, Juma Kasozi and Joseph Nkurunziza

Volume 11, issue 3, 2023

Cryptocurrencies as Gamblified Financial Assets and Cryptocasinos: Novel Risks for a Public Health Approach to Gambling pp. 1-14

Maira Andrade and Philip W. S. Newall

Some Insights about the Applicability of Logistic Factorisation Machines in Banking pp. 1-21

Erika Slabber, Tanja Verster and Riaan de Jongh

The Determinants of Profitability in the City Commercial Banks: Case of China pp. 1-21

Shawuya Jigeer and Ekaterina Koroleva

The Convergence Rate of Option Prices in Trinomial Trees pp. 1-33

Guillaume Leduc and Kenneth Palmer

Cryptocurrency Risks, Fraud Cases, and Financial Performance pp. 1-15

David S. Kerr, Karen A. Loveland, Katherine Taken Smith and Lawrence Murphy Smith

An Analysis of the Readability of the Chairman’s Statement in South Africa pp. 1-15

Sinethemba Mankayi, Frank Ranganai Matenda and Mabutho Sibanda

A Note on a Modified Parisian Ruin Concept pp. 1-15

Eric C. K. Cheung and Jeff T. Y. Wong

Gender Pension Gap in EU Countries: A Between-Group Inequality Approach pp. 1-15

Antonio Abatemarco, Elena Lagomarsino and Maria Russolillo

Linking Financial Performance with CEO Statements: Testing Impression Management Theory pp. 1-16

Lonwabo Mlawu, Frank Ranganai Matenda and Mabutho Sibanda

A Forward-Looking IFRS 9 Methodology, Focussing on the Incorporation of Macroeconomic and Macroprudential Information into Expected Credit Loss Calculation pp. 1-16

Douw Gerbrand Breed, Jacques Hurter, Mercy Marimo, Matheba Raletjene, Helgard Raubenheimer, Vibhu Tomar and Tanja Verster

Backward Deep BSDE Methods and Applications to Nonlinear Problems pp. 1-16

Yajie Yu, Narayan Ganesan and Bernhard Hientzsch

Current and Expected Development of Corporate Strategies for Managing Environmental Risks in Hungary pp. 1-29

Hajnalka Fekete-Berzsenyi, Katalin Molnárné Barna and Melinda Koczor-Keul

Weather Conditions and Telematics Panel Data in Monthly Motor Insurance Claim Frequency Models pp. 1-18

Jan Reig Torra, Montserrat Guillen, Ana M. Pérez-Marín, Lorena Rey Gámez and Giselle Aguer

The Impact of Blockchain on the Quality of Accounting Information: An Iraqi Case Study pp. 1-22

Bashaer Khudhair Abbas Alkafaji, Mahmoud Lari Dashtbayaz and Mahdi Salehi

A Model for Risk Adjustment (IFRS 17) for Surrender Risk in Life Insurance pp. 1-22

Magnus Carlehed

Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events pp. 1-11

Elroi Hadad, Tomer Shushi and Rami Yosef

A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review pp. 1-24

Melina, Sukono, Herlina Napitupulu and Norizan Mohamed

Volume 11, issue 2, 2023

A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model pp. 1-5

Jussi Lindgren

Perceived Risks of Autonomous Vehicles pp. 1-16

Kornélia Lazányi

Evaluating the Effectiveness of Modern Forecasting Models in Predicting Commodity Futures Prices in Volatile Economic Times pp. 1-16

László Vancsura, Tibor Tatay and Tibor Bareith

Optimal Structure of Real Estate Portfolio Using EVA: A Stochastic Markowitz Model Using Data from Greek Real Estate Market pp. 1-19

Theofanis Petropoulos, Konstantinos Liapis and Eleftherios Thalassinos

Effect of Family Control on Earnings Management: The Role of Leverage pp. 1-15

Sri Murni, Rahmawati Rahmawati, Ari Kuncara Widagdo, Eko Arief Sudaryono and Doddy Setiawan

A Systematic Literature Review of the Risk Landscape in Fintech pp. 1-15

Ruchika Jain, Satinder Kumar, Kiran Sood, Simon Grima and Ramona Rupeika-Apoga

Investigating the Determinants of Islamic Mobile FinTech Service Acceptance: A Modified UTAUT2 Approach pp. 1-15

Md. Sharif Hassan, Md. Aminul Islam, Mohd Faizal bin Yusof, Hussen Nasir and Nasrin Huda

The SEV-SV Model—Applications in Portfolio Optimization pp. 1-34

Marcos Escobar-Anel and Weili Fan

Application of the kNN-Based Method and Survival Approach in Estimating Loss Given Default for Unresolved Cases pp. 1-14

Aneta Ptak-Chmielewska, Paweł Kopciuszewski and Anna Matuszyk

Financial Literacy Confidence and Retirement Planning: Evidence from China pp. 1-14

Bingzheng Chen and Ze Chen

The Effects of Direct Democracy on Stock Market Risk and Returns: An Event Study from Switzerland pp. 1-13

Bruce Morley

Size-Threshold Effect in the Capital Structure–Firm Performance Nexus in the MENA Region: A Dynamic Panel Threshold Regression Model pp. 1-13

Eman Fathi Attia, Hamsa hany Ezz Eldeen and Sameh said Daher

Acknowledgment to the Reviewers of Risks in 2022 pp. 1-7

Risks Editorial Office

Feasibility of Establishing Operational Budgeting in Iraqi Public Universities pp. 1-21

Faisal Salman, Seyyed Abbas Hashemi and Daruosh Foroghi

Firm Risk and Tax Avoidance in Vietnam: Do Good Board Characteristics Interfere Effectively? pp. 1-17

Trung Kien Tran, Minh Tuan Truong, Kim Tu Bui, Phung Duc Duong, Minh Vuong Huynh and Tran Thai Ha Nguyen

Risk Sharing, SMEs’ Financial Strategy, and Lending Guarantee Technology pp. 1-23

Karima Saci and Walid Mansour

Analysing Quantiles in Models of Forward Term Rates pp. 1-18

Thomas A. McWalter, Erik Schlogl and Jacques van Appel

Dataset Analysis of Pandemic Risks and Risk Management Prospects Based on Management and Marketing in Conditions of COVID-19 Recession pp. 1-18

Anastasiya A. Sozinova and Elena G. Popkova

Dependency Modeling Approach of Cause-Related Mortality and Longevity Risks: HIV/AIDS pp. 1-18

Nicholas Bett, Juma Kasozi and Daniel Ruturwa

Towards a More Resilient Festival Industry: An Analysis of the Adoption of Risk Management Models for Sustainability pp. 1-18

Katalin Lorincz, Katalin Formadi and Ildiko Ernszt

Designing Stress Tests for UK Fast-Growing Firms and Fintech pp. 1-22

Stavros Pantos

Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach pp. 1-45

Arief Hakim and Khreshna Syuhada

Risk Factor Disclosures in the US Airline Industry Following the COVID-19 Pandemic pp. 1-24

Daniela Penela and Miguel Palma

Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning pp. 1-25

Khreshna Syuhada, Venansius Tjahjono and Arief Hakim

Optimal Investment in a Dual Risk Model pp. 1-29

Arash Fahim and Lingjiong Zhu

Volume 11, issue 1, 2022

Deep Generators on Commodity Markets Application to Deep Hedging pp. 1-18

Nicolas Boursin, Carl Remlinger and Joseph Mikael

Rational versus Irrational Behavior of Indonesian Cryptocurrency Owners in Making Investment Decision pp. 1-18

Elisa Tjondro, Saarce Elsye Hatane, Retnaningtyas Widuri and Josua Tarigan

Customer Due Diligence in the FinTech Era: A Bibliometric Analysis pp. 1-17

William Gaviyau and Athenia Bongani Sibindi

Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies pp. 1-17

Behnaz Amerirad, Matteo Cattaneo, Ron Kenett and Elisa Luciano

Trade Credit Management and Profitability of Jordanian Manufacturing Firms pp. 1-11

Ghaith N. Al-Eitan, Ibrahim M. Khanji and Shadi A. Saraireh

FAANG Stocks, Gold, and Islamic Equity: Implications for Portfolio Management during COVID-19 pp. 1-11

Kashif Saleem, Osama AlHares, Haroon Khan and Omar Farooq

Relationship between Complex Integration Indices and Inflation Indicators and Their Impact on the Development of Regional Cooperation between Countries to Reduce the Level of Inflationary Risks: Case of the SCO Member Countries pp. 1-26

Valery V. Bezpalov, Sergey A. Lochan, Dmitry V. Fedyunin, Irina V. Polozhentseva and Tatiana V. Gorina

Valuation of Equity-Linked Death Benefits on Two Lives with Dependence pp. 1-26

Kokou Essiomle and Franck Adékambi

Dependence Modelling of Lifetimes in Egyptian Families pp. 1-25

Kira Henshaw, Waleed Hana, Corina Constantinescu and Dalia Khalil

Continuing Risks pp. 1-2

Corina Constantinescu, Montserrat Guillen and Mogens Steffensen

ECLIPSE: Holistic AI System for Preparing Insurer Policy Data pp. 1-19

Varun Sriram, Zijie Fan and Ni Liu

Opportunities for the Application of a Model of Cost Management and Reduction of Risks in Financial and Economic Activity Based on the OLAP Technology: The Case of the Agro-Industrial Sector of Russia pp. 1-19

Liudmila I. Khoruzhy, Yuriy N. Katkov, Ekaterina A. Katkova, Valeriy I. Khoruzhy and Meri K. Dzhikiya

Economic Value Added Research: Mapping Thematic Structure and Research Trends pp. 1-19

Prasoon Mani Tripathi, Varun Chotia, Umesh Solanki, Rahul Meena and Vinay Khandelwal

Analysis of Yields and Their Determinants in the European Corporate Green Bond Market pp. 1-19

Sergei Grishunin, Alesya Bukreeva, Svetlana Suloeva and Ekaterina Burova

Methodology for Economic Analysis of Highly Uncertain Innovative Projects of Improbability Type pp. 1-20

Aleksandr Babkin, Nadezhda Kvasha, Daniil Demidenko, Ekaterina Malevskaia-Malevich and Evgeny Voroshin

The Relationship between Integrated Thinking and Financial Risk: Panel Estimation in a Global Sample pp. 1-20

Oana-Marina Radu and Voicu D. Dragomir

The Role of Emotions and Knowledge on Preference for Uncertainty: Follow Your Heart but Listen to Your Brain! pp. 1-15

Tânia Saraiva and Tiago Gonçalves

Risk Measures in Simulation-Based Business Valuation: Classification of Risk Measures in Risk Axiom Systems and Application in Valuation Practice pp. 1-14

Dietmar Ernst

Regulating Robo-Advisors in Insurance Distribution: Lessons from the Insurance Distribution Directive and the AI Act pp. 1-13

Pierpaolo Marano and Shu Li

Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model pp. 1-21

Apostolos D. Papaioannou and Lewis Ramsden

A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO 2 Emissions pp. 1-21

Nini Johana Marín-Rodríguez, Juan David González-Ruiz and Sergio Botero