Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Volume 9, issue 12, 2021

The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic pp. 1-16

Danai Likitratcharoen, Nopadon Kronprasert, Karawan Wiwattanalamphong and Chakrin Pinmanee

Regional Government Revenue Forecasting: Risk Factors of Investment Financing pp. 1-15

Barbara Batóg and Jacek Batóg

Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies pp. 1-20

Elena G. Popkova and Bruno S. Sergi

Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds pp. 1-19

Morteza Tavanaie Marvi and Daniël Linders

Impact of the COVID-19 Pandemic on the Consumer Credit Market in V4 Countries pp. 1-19

Maria Czech and Blandyna Puszer

Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets pp. 1-12

Chia-Lin Chang, Jukka Ilomäki and Hannu Laurila

Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World pp. 1-21

Julia V. Ragulina, Vladimir F. Ukolov and Oleg V. Shabunevich

Quantum Support Vector Regression for Disability Insurance pp. 1-9

Boualem Djehiche and Björn Löfdahl

Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector pp. 1-14

Carlotta Penone, Elisa Giampietri and Samuele Trestini

Evolutionary Game Analysis of the Partners’ Behavior in the Rural E-Payment Market of China pp. 1-14

Jerzy Witold Wiśniewski, Ewelina Sokołowska, Jinghua Wu and Anna Dziadkiewicz

Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model pp. 1-14

Madiha Kazmi, Umara Noreen, Imran Abbas Jadoon and Attayah Shafique

Cyber Insurance Ratemaking: A Graph Mining Approach pp. 1-34

Yeftanus Antonio, Sapto Wahyu Indratno and Rinovia Simanjuntak

Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data pp. 1-24

Tomasz Berent and Radosław Rejman

Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility pp. 1-11

Agnessa O. Inshakova, Anastasia A. Sozinova and Tatiana N. Litvinova

Does Engagement Partners’ Effort Affect Audit Quality? With a Focus on the Effects of Internal Control System pp. 1-17

Suyon Kim

Drivers of the Cash Paradox pp. 1-17

Jacek Pietrucha

Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation pp. 1-18

Karol Gellert and Erik Schlogl

Common Factor Cause-Specific Mortality Model pp. 1-30

Geert Zittersteyn and Jennifer Alonso-García

Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector pp. 1-26

Rafał Balina and Marta Idasz-Balina

ESG as a Measure of Credit Ratings pp. 1-26

Patrycja Chodnicka-Jaworska

Volume 9, issue 11, 2021

Crop Insurance Policies in India: An Empirical Analysis of Pradhan Mantri Fasal Bima Yojana pp. 1-26

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

Chamay Kruger, Willem Daniel Schutte and Tanja Verster

Stochastic Claims Reserving Methods with State Space Representations: A Review pp. 1-55

Nataliya Chukhrova and Arne Johannssen

Improving Disaster Risk Management According to Development Projects pp. 1-17

Chang-Jae Kwak and Jung-Soo Kim

ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation pp. 1-23

Bertrand Candelon, Jean-Baptiste Hasse and Quentin Lajaunie

The Competency Niche: An Exploratory Study pp. 1-11

Zbysław Dobrowolski, Grzegorz Drozdowski and Józef Ledzianowski

Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study pp. 1-22

Douw Gerbrand Breed, Niel van Jaarsveld, Carsten Gerken, Tanja Verster and Helgard Raubenheimer

Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario pp. 1-18

Annamaria Olivieri

Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections pp. 1-18

Georgios Symeonidis, Platon Tinios and Michail Chouzouris

Indonesian Hotels’ Dynamic Capability under the Risks of COVID-19 pp. 1-18

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

Baljinder Kaur, Sood Kiran, Simon Grima and Ramona Rupeika-Apoga

An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression pp. 1-24

Youssef Zizi, Amine Jamali-Alaoui, Badreddine El Goumi, Mohamed Oudgou and Abdeslam El Moudden

Value-Based Financial Risk Prediction Model pp. 1-24

Jiří Pospíšil, Nataša Matulayová, Pavla Macháčková, Pavlína Jurníčková, Ivana Olecká and Helena Pospíšilová

Supply Chain Management and Risk Management in an Environment of Stochastic Uncertainty (Retail) pp. 1-14

Sergey A. Lochan, Tatiana P. Rozanova, Valery V. Bezpalov and Dmitry V. Fedyunin

Establishing a Credit Risk Evaluation System for SMEs Using the Soft Voting Fusion Model pp. 1-12

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

Simon Grima and Pierpaolo Marano

Equity Risk and Return across Hidden Market Regimes pp. 1-21

Dmitry A. Endovitsky, Viacheslav V. Korotkikh and Denis A. Khripushin

Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors pp. 1-21

Qian Lu, Katja Hanewald and Xiaojun Wang

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

Stephan Höcht, Dilip B. Madan, Wim Schoutens and Eva Verschueren

A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes pp. 1-20

David Allen and Michael McAleer

Does Working Capital Management Influence Operating and Market Risk of Firms? pp. 1-20

Ahsan Akbar, Minhas Akbar, Marina Nazir, Petra Poulova and Samrat Ray

Risking Sustainability: Political Risk Culture as Inhibiting Ecology-Centered Sustainability pp. 1-15

Susan T. Jackson

Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review pp. 1-15

Anil Kumar, Suneel Sharma and Mehregan Mahdavi

A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets pp. 1-15

Yianni Doumenis, Javad Izadi, Pradeep Dhamdhere, Epameinondas Katsikas and Dimitrios Koufopoulos

Volume 9, issue 10, 2021

A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk pp. 1-19

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

Adi Alsyouf, Ra’ed Masa’deh, Moteb Albugami, Mohammad Al-Bsheish, Abdalwali Lutfi and Nizar Alsubahi

Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future pp. 1-23

Anna Bartoszewicz and Anna Rutkowska-Ziarko

FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead pp. 1-23

Ramona Rupeika-Apoga and Stefan Wendt

Modeling the Future Value Distribution of a Life Insurance Portfolio pp. 1-17

Massimo Costabile and Fabio Viviano

Effect of Structural Funds on Housing Market Sustainability Development—Correlation, Regression and Wavelet Coherence Analysis pp. 1-17

Łukasz Mach, Karina Bedrunka, Anna Kuczuk and Marzena Szewczuk-Stępień

How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe pp. 1-22

Ewa Miklaszewska, Krzysztof Kil and Marcin Idzik

Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk pp. 1-12

Albina Orlando

Regulation of InsurTech: Is the Principle of Proportionality an Answer? pp. 1-12

Marta Ostrowska

Impairment of Assets and Market Reaction during COVID-19 Pandemic on the Example of WSE pp. 1-21

Bartłomiej Lisicki

ESG Disclosure and Portfolio Performance pp. 1-14

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

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

Hemant Manuj

Concordance Probability for Insurance Pricing Models pp. 1-26

Jolien Ponnet, Robin Van Oirbeek and Tim Verdonck

Volume 9, issue 9, 2021

Option Pricing, Zero Lower Bound, and COVID-19 pp. 1-13

Giacomo Morelli and Lea Petrella

Coherent Mortality Forecasting for Less Developed Countries pp. 1-21

Hong Li, Yang Lu and Pintao Lyu

Corruption, Shadow Economy and Deforestation: Friends or Strangers? pp. 1-21

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

Teresa H. Bednarczyk, Ilona Skibińska-Fabrowska and Anna Szymańska

COVID-19 Interruptions and SMEs Heterogeneity: Evidence from Poland pp. 1-21

Monika Wieczorek-Kosmala, Joanna Błach and Anna Doś

An Analysis of Bank Financial Strength Ratings and Credit Rating Data pp. 1-16

John A. Ruddy

Risk Management Committee, Auditor Choice and Audit Fees pp. 1-16

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

Ferenc Bognár and Petra Benedek

Overdue Debts and Financial Exclusion pp. 1-20

Edina Berlinger, Katalin Dobránszky-Bartus and György Molnár

The Leniency of Personal Bankruptcy Regulations in the EU Countries pp. 1-20

Gyorgy Walter and Jens Valdemar Krenchel

Decentralized Enterprise Risk Management Issues under Rapidly Changing Environments pp. 1-19

Levente Bakos and Dănuț Dumitru Dumitrașcu

Hattendorff Differential Equation for Multi-State Markov Insurance Models pp. 1-19

Rajeev Rajaram and Nathan Ritchey

Intellectual Capital and Innovation Performance: Systematic Literature Review pp. 1-19

Mostafa A. Ali, Nazimah Hussin, Hossam Haddad, Reem Al-Araj and Ibtihal A. Abed

Household Financial Situation during the COVID-19 Pandemic with Particular Emphasis on Savings—An Evidence from Poland Compared to Other CEE States pp. 1-15

Grażyna Szustak, Witold Gradoń and Łukasz Szewczyk

One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model pp. 1-29

Marcin Szatkowski and Łukasz Delong

Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review pp. 1-24

Inzamam Ul Haq, Apichit Maneengam, Supat Chupradit, Wanich Suksatan and Chunhui Huo

How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability pp. 1-17

Jing Wang, Zbigniew Palmowski and Corina Constantinescu

Empirics of Korean Shipping Companies’ Default Predictions pp. 1-17

Sunghwa Park, Hyunsok Kim, Janghan Kwon and Taeil Kim

COVID-19 Pandemic and Investor Herding in International Stock Markets pp. 1-11

Elie Bouri, Riza Demirer, Rangan Gupta and Jacobus Nel

Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis pp. 1-22

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

Tatyana Rogulenko, Evgeniy Vladimirovich Orlov, Oleg Alexandrovich Smolyakov, Anna Vladimirovna Bodiako and Svetlana Valeryevna Ponomareva

Volume 9, issue 8, 2021

Management of Distribution Risks and Digital Transformation of Insurance Distribution—A Regulatory Gap in the IDD pp. 1-11

Pierpaolo Marano

The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches pp. 1-17

Katarzyna Czech and Łukasz Pietrych

Mean-Reverting 4/2 Principal Components Model. Financial Applications pp. 1-23

Marcos Escobar-Anel and Zhenxian Gong

Influence of Financial Variables on the Development of Rural Communes of Eastern Poland in 2009–2018 pp. 1-22

Andrzej Pawlik, Paweł Dziekański and Jarosław W. Przybytniowski

Special Issue “Interplay between Financial and Actuarial Mathematics” pp. 1-3

Corina Constantinescu and Julia Eisenberg

Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control pp. 1-26

Grzegorz Zimon, Andrea Appolloni, Hossein Tarighi, Seyedmohammadali Shahmohammadi and Ebrahim Daneshpou

Eliciting Risk Preferences Experimentally versus Using a General Risk Question. Does Financial Literacy Bridge the Gap? pp. 1-16

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

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

Cristiana Tudor

Determinants Affecting Profitability of State-Owned Commercial Banks: Case Study of China pp. 1-19

Ekaterina Koroleva, Shawuya Jigeer, Anqi Miao and Angi Skhvediani

Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach pp. 1-20

Mila Andreani, Vincenzo Candila, Giacomo Morelli and Lea Petrella

Transformations of Telegraph Processes and Their Financial Applications pp. 1-21

Anatoliy A. Pogorui, Anatoliy Swishchuk and Ramón M. Rodríguez-Dagnino

Volume 9, issue 7, 2021

Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets pp. 1-29

Ewa Dziwok and Marta A. Karaś

A Priori Ratemaking Selection Using Multivariate Regression Models Allowing Different Coverages in Auto Insurance pp. 1-18

Emilio Gómez-Déniz and Enrique Calderín-Ojeda

Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non-Homogeneous and Mixed Poisson Risk Model pp. 1-22

Franck Adékambi and Kokou Essiomle

Reliability of Seismic Performance Assessments for Individual Buildings and Portfolios pp. 1-46

Charles C. Thiel, Theodore C. Zsutty and Yajie J. Lee

Machine Learning Applied to Banking Supervision a Literature Review pp. 1-24

Pedro Guerra and Mauro Castelli

Mathematical Model for Choosing Counterparty When Assessing Information Security Risks pp. 1-13

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

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

Shengkun Xie

Reputational Risk and Sustainability: A Bibliometric Analysis of Relevant Literature pp. 1-21

Haitham Nobanee, Maryam Alhajjar, Ghada Abushairah and Safaa Al Harbi

Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland pp. 1-15

Krzysztof Kil, Radosław Ciukaj and Justyna Chrzanowska

Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods pp. 1-19

Beata Bieszk-Stolorz and Krzysztof Dmytrów

Progressive Pension Formula and Life Expectancy Heterogeneity pp. 1-19

Keivan Diakite and Pierre Devolder

Risk Factors Affecting Bancassurance Development in Poland pp. 1-19

Adam Śliwiński, Joanna Dropia and Norbert Duczkowski

A Bibliometric Analysis of Objective and Subjective Risk pp. 1-20

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

Mateusz Trzeciak

Deep Hedging under Rough Volatility pp. 1-20

Blanka Horvath, Josef Teichmann and Žan Žurič

Bibliometric Analysis of the Literature on Measuring Techniques for Manipulating Financial Statements pp. 1-16

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

Angelo Frascarelli, Simone Del Sarto and Giada Mastandrea

Volume 9, issue 6, 2021

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

Muhammad Rafiq, Saif Maqbool, José Moleiro Martins, Mário Nuno Mata, Rui Miguel Dantas, Shumaila Naz and Anabela Batista Correia

Privacy Intrusiveness in Financial-Banking Fraud Detection pp. 1-22

Larisa Găbudeanu, Iulia Brici, Codruța Mare, Ioan Cosmin Mihai and Mircea Constantin Șcheau

Credit Risk Management of Property Investments through Multi-Criteria Indicators pp. 1-23

Marco Locurcio, Francesco Tajani, Pierluigi Morano, Debora Anelli and Benedetto Manganelli

Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD pp. 1-17

Morne Joubert, Tanja Verster, Helgard Raubenheimer and Willem D. Schutte

Economic and Non-Economic Variables Affecting Fraud in European Countries pp. 1-17

Bashir Ahmad, Maria Ciupac-Ulici and Daniela-Georgeta Beju

On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review pp. 1-30

Raphael Iten, Joël Wagner and Angela Zeier Röschmann

A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures pp. 1-25

Despoina Makariou, Pauline Barrieu and George Tzougas

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

Łukasz Gębski

A New Model Averaging Approach in Predicting Credit Risk Default pp. 1-15

Paritosh Navinchandra Jha and Marco Cucculelli

A Statistical Model of Fraud Risk in Financial Statements. Case for Romania Companies pp. 1-15

Andrada-Ioana Sabău (Popa), Codruța Mare and Ioana Lavinia Safta

Sustainability Reporting in Cooperatives pp. 1-15

Gamze Yakar Pritchard and Kıymet Tunca Çalıyurt

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

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

Corina-Narcisa (Bodescu) Cotoc, Maria Nițu, Mircea Constantin Șcheau and Adeline-Cristina Cozma

Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving pp. 1-5

Nataliya Chukhrova and Arne Johannssen

Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management pp. 1-36

Alessandro Gennaro

A Digital Individual Benefit Statement to Mitigate the Risk of Poverty in Retirement: The Case of Switzerland pp. 1-14

Catherine Equey Balzli

The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types pp. 1-14

Jatin Malhotra and Angelo Corelli

Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models pp. 1-13

Anatoliy Swishchuk

Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time pp. 1-21

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

Grzegorz Drozdowski, Joanna Rogozińska-Mitrut and Jacek Stasiak

Volume 9, issue 5, 2021

Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach pp. 1-10

Krzysztof Burnecki, Marek Teuerle and Aleksandra Wilkowska

Is Economic Uncertainty a Risk Factor in Bank Loan Pricing Decisions? International Evidence pp. 1-17

Badar Nadeem Ashraf

Risk Approach—Risk Hierarchy or Construction Investment Risks in the Light of Interim Empiric Primary Research Conclusions pp. 1-17

Tibor Pál Szemere, Mónika Garai-Fodor and Ágnes Csiszárik-Kocsir

Risk Management and Financial Stability in the Polish Public Hospitals: The Moderating Effect of the Stakeholders’ Engagement in the Decision-Making pp. 1-23

Aldona Frączkiewicz-Wronka, Tomasz Ingram, Karolina Szymaniec-Mlicka and Piotr Tworek

Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector pp. 1-31

Elżbieta Izabela Szczepankiewicz

Educational Leadership in Times of Crisis pp. 1-8

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

Anna Gagat-Matula

Dilemmas in Managing the COVID-19 Crisis pp. 1-14

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

Katarzyna Mormul

Financial Distress and Information Sharing: Evidences from the Italian Credit Register pp. 1-12

Lucia Gibilaro and Gianluca Mattarocci

Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters pp. 1-28

Mercedes Ayuso, Jorge Bravo, Robert Holzmann and Edward Palmer

Implicit Interpretation of Indonesian Export Bans on LME Nickel Prices: Evidence from the Announcement Effect pp. 1-7

Byungkwon Lim, Hyeon Sook Kim and Jaehwan Park

Impact of Fintech on Bank Risk-Taking: Evidence from China pp. 1-27

Liurui Deng, Yongbin Lv, Ye Liu and Yiwen Zhao

The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States pp. 1-21

Iustina Boitan and Kamilla Marchewka-Bartkowiak

Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis pp. 1-16

Chin Tiong Cheng, Gabriel Hoh Teck Ling, Yee-Siang Gan, Wai Fang Wong and Kong Seng Lai

Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions pp. 1-35

Giuseppe Orlando and Michele Bufalo

Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach pp. 1-20

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

Monica Violeta Achim, Viorela Ligia Văidean, Sorin Nicolae Borlea and Decebal Remus Florescu

Liability for Incorrect Client Personalization in the Distribution of Consumer Insurance pp. 1-15

Piotr Tereszkiewicz and Katarzyna Południak-Gierz

The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach pp. 1-19

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

Victor Shevchuk and Roman Kopych

Volume 9, issue 4, 2021

Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency pp. 1-14

Jussi Lindgren

Improving on Defaults: Helping Pension Participants Manage Financial Market Risk in Target Date Funds pp. 1-14

John A. Turner and Bruce W. Klein

Impact of Income on Life Expectancy: A Challenge for the Pension Policy pp. 1-13

Damian Walczak, Jacek Wantoch-Rekowski and Robert Marczak

Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak pp. 1-13

Ahmet Aysan, Asad Ul Islam Khan and Humeyra Topuz

Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility pp. 1-21

Yumo Zhang

Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits pp. 1-28

Cláudia Simões, Luís Oliveira and Jorge Bravo

Bayesian Mixture Modelling for Mortality Projection pp. 1-12

Jackie Li and Atsuyuki Kogure

The Outlines of a Possible Pension System Funded with Human Capital pp. 1-32

József Banyár

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

Friedrich Schneider

Risk of Increased Acceptance for Organizational Nepotism and Cronyism during the COVID-19 Pandemic pp. 1-35

Grzegorz Ignatowski, Łukasz Sułkowski and Bartłomiej Stopczyński

Synthetic Dataset Generation of Driver Telematics pp. 1-19

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

Łukasz Kurowski

The Importance of Betting Early pp. 1-15

Alessandro Innocenti, Tommaso Nannicini and Roberto Ricciuti

Inventory Management in SMEs Operating in Polish Group Purchasing Organizations during the COVID-19 Pandemic pp. 1-16

Grzegorz Zimon, Vitalina Babenko, Beata Sadowska, Katarzyna Chudy-Laskowska and Blanka Gosik

An Optimal Tail Selection in Risk Measurement pp. 1-16

Małgorzata Just and Krzysztof Echaust

Cumulative Prospect Theory Version with Fuzzy Values of Outcome Estimates pp. 1-16

Oleg Uzhga-Rebrov and Peter Grabusts

Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model pp. 1-25

Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck

The Role of Information in Assessing the Risk of Conducting Bankruptcy Proceedings pp. 1-18

Michał Baran and Kinga Bauer

Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk pp. 1-23

Catalina Bolancé and Montserrat Guillen

Forecasting in Small Business Management pp. 1-17

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

Joanna Wieprow and Agnieszka Gawlik

Matrix-Tilted Archimedean Copulas pp. 1-24

Marius Hofert and Johanna F. Ziegel

Volume 9, issue 3, 2021

A Machine Learning Approach for Micro-Credit Scoring pp. 1-20

Apostolos Ampountolas, Titus Nyarko Nde, Paresh Date and Corina Constantinescu

Risk Assessment for Personalized Health Insurance Based on Real-World Data pp. 1-15

Aristodemos Pnevmatikakis, Stathis Kanavos, George Matikas, Konstantina Kostopoulou, Alfredo Cesario and Sofoklis Kyriazakos

Recruitment of Employees—Assumptions of the Risk Model pp. 1-15

Halina Sobocka-Szczapa

Applications of Clustering with Mixed Type Data in Life Insurance pp. 1-19

Shuang Yin, Guojun Gan, Emiliano A. Valdez and Jeyaraj Vadiveloo

Regularization of Autoencoders for Bank Client Profiling Based on Financial Transactions pp. 1-16

Andrey Filchenkov, Natalia Khanzhina, Arina Tsai and Ivan Smetannikov

Alleviating Class Imbalance in Actuarial Applications Using Generative Adversarial Networks pp. 1-33

Kwanda Sydwell Ngwenduna and Rendani Mbuvha

Financial Transactions Using FINTECH during the Covid-19 Crisis in Bulgaria pp. 1-28

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

Yves Staudt and Joël Wagner

Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model pp. 1-32

Simon Schnürch, Torsten Kleinow and Ralf Korn

Quantifying the Role of Occurrence Losses in Catastrophe Excess of Loss Reinsurance Pricing pp. 1-40

Shree Khare and Keven Roy

Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland pp. 1-14

Błażej Prusak and Marcin Potrykus

Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide pp. 1-22

Fabrizio Culotta

Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models pp. 1-10

Anthony Medford

Volume 9, issue 2, 2021

Tail Risk and Extreme Events: Connections between Oil and Clean Energy pp. 1-13

Elisa Di Febo, Matteo Foglia and Eliana Angelini

Triggers and Obstacles to the Development of the FinTech Sector in Poland pp. 1-27

Agata Kliber, Barbara Będowska-Sójka, Aleksandra Rutkowska and Katarzyna Świerczyńska

Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis pp. 1-20

Mark Richard and Jan Vecer

Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies pp. 1-20

Syeda Hina Zaidi and Ramona Rupeika-Apoga

Developing a Risk Model for Assessment and Control of the Spread of COVID-19 pp. 1-15

Usama H. Issa, Ashraf Balabel, Mohammed Abdelhakeem and Medhat M. A. Osman

What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains pp. 1-19

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

Jaewon Park, Minsoo Shin and Wookjae Heo

Mortality Forecasting with an Age-Coherent Sparse VAR Model pp. 1-19

Hong Li and Yanlin Shi

Myopic Savings Behaviour of Future Polish Pensioners pp. 1-19

Sonia Buchholtz, Jan Gaska and Marek Góra

A Two-Population Mortality Model to Assess Longevity Basis Risk pp. 1-19

Selin Özen and Şule Şahin

Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis pp. 1-16

Luca Di Persio, Matteo Garbelli and Kai Wallbaum

Cardless Banking System in Malaysia: An Extended TAM pp. 1-16

Qaisar Ali, Shazia Parveen, Hakimah Yaacob and Zaki Zaini

Acknowledgment to Reviewers of Risks in 2020 pp. 1-5

Risks Editorial Office

Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 pp. 1-25

Matteo Foglia, Maria Cristina Recchioni and Gloria Polinesi

Sensitivity of Performance Indexes to Disaster Risk pp. 1-22

Jiro Hodoshima and Toshiyuki Yamawake

Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care pp. 1-17

Manuel L. Esquível, Gracinda R. Guerreiro, Matilde C. Oliveira and Pedro Corte Real

Machine Learning Approaches for Auto Insurance Big Data pp. 1-23

Mohamed Hanafy and Ruixing Ming

Volume 9, issue 1, 2020

Bayesian Predictive Analysis of Natural Disaster Losses pp. 1-23

Min Deng, Mostafa Aminzadeh and Min Ji

Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment pp. 1-23

Dhiti Osatakul and Xueyuan Wu

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

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

George Tzougas and Himchan Jeong

The Assignment Problem in Human Resource Project Management under Uncertainty pp. 1-17

Helena Gaspars-Wieloch

Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect pp. 1-18

Karim Barigou, Stéphane Loisel and Yahia Salhi

Global Stock Selection with Hidden Markov Model pp. 1-18

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

Jacie Jia Liu

Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model pp. 1-18

Leonie Violetta Brinker

On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk pp. 1-18

Anna Rita Bacinello, An Chen, Thorsten Sehner and Pietro Millossovich

A Bayesian Approach to Measurement of Backtest Overfitting pp. 1-22

Jiří Witzany

The Interaction between Banking Sector and Financial Technology Companies: Qualitative Assessment—A Case of Lithuania pp. 1-22

Ruihui Pu, Deimante Teresiene, Ina Pieczulis, Jie Kong and Xiaoguang Yue

The Weak Convergence Rate of Two Semi-Exact Discretization Schemes for the Heston Model pp. 1-38

Annalena Mickel and Andreas Neuenkirch

A Method for Assessing Threats to the Economic Security of a Region: A Case Study of Public Procurement in Russia pp. 1-10

Valentina Kravchenko, Tatiana Kudryavtseva and Yuriy Kuporov

Machine Learning in P&C Insurance: A Review for Pricing and Reserving pp. 1-26

Christopher Blier-Wong, Hélène Cossette, Luc Lamontagne and Etienne Marceau

Modelling Volatile Time Series with V-Transforms and Copulas pp. 1-26

Alexander J. McNeil

Supply Chain Risk Management: Literature Review pp. 1-16

Amulya Gurtu and Jestin Johny

Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis pp. 1-15

Falik Shear, Badar Nadeem Ashraf and Mohsin Sadaqat

Determinants of Demand for Private Long-Term Care Insurance (Empirical Evidence from Poland) pp. 1-15

Łukasz Jurek and Wioletta Wolańska

Pension Fund Management, Investment Performance, and Herding in the Context of Regulatory Changes: New Evidence from the Polish Pension System pp. 1-19

Łukasz Dopierała and Magdalena Mosionek-Schweda

Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models pp. 1-20

Yu Feng, Ralph Rudd, Christopher Baker, Qaphela Mashalaba, Melusi Mavuso and Erik Schlogl

Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review pp. 1-9

Philip W. S. Newall and Dominic Cortis

Mining Actuarial Risk Predictors in Accident Descriptions Using Recurrent Neural Networks pp. 1-14

Jean-Thomas Baillargeon, Luc Lamontagne and Etienne Marceau

An Actuarial Approach for Modeling Pandemic Risk pp. 1-28

Donatien Hainaut

Retrospective Reserves and Bonus with Policyholder Behavior pp. 1-28

Debbie Kusch Falden and Anna Kamille Nyegaard

Optimal Investment in Cyber-Security under Cyber Insurance for a Multi-Branch Firm pp. 1-28

Alessandro Mazzoccoli and Maurizio Naldi

Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate pp. 1-21

Zuzana Rowland, George Lazaroiu and Ivana Podhorská