Risk and Insurance

From University Library of Munich, Germany
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0511001: TRUST OF MODERNITY, MODERNITY OF TRUST. CONSIDERATIONS AND RESEARCH HYPOTHESIS

Massimo Conte

0510001: Blackouts, risk, and fat-tailed distributions

Rafał Weron and Ingve Simonsen

0509001: Value-at-Risk: The Delta-normal Approach

Marc Henrard

0508002: Risk and Insurance in Sharecropping

Luis Braido

0508001: ASSESSMENT OF TRANSMISSION CONGESTION PRICE RISK AND HEDGING IN THE BRAZILIAN ELECTRICITY MARKET

Fernando Porrua, Luiz Barroso, Max Junqueira, Gladis Schuch and Alexandre Street

0507004: Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model

Pavel Okunev

0507003: Extreme Value Theory: the bivariate case and an application for assesing risks

Federico Alcalde Bessia and María Teresa Casparri

0507002: Financial Instability and Life Insurance Demand

Mahito Okura and Norihiro Kasuga

0507001: Pay per mile insurance

Dr. Fayyaz Zahid

0506003: Private Crop Insurers and the Reinsurance Fund Allocation Decision

Keith Coble, Robert Dismukes and Joseph Glauber

0506002: A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model

Pavel Okunev

0506001: The Effect of FSD Changes in Multiplicative Background Risk on Risk-taking Attitude

Yoshitaka Sakagami

0505001: Price risk management instruments in agricultural and other unstable markets

Jean-Marc Boussard

0502001: Modeling the risk process in the XploRe computing environment

Krzysztof Burnecki and Rafał Weron

0501003: Interest-rate risk in the Indian banking system

Ila Patnaik and Ajay Shah

0501002: When prices hardly matter: Incomplete insurance contracts and markets for repair goods

Martin Nell, Andreas Richter and Joerg Schiller

0501001: The Effectiveness of Insurance Fraud Statutues: Evidence from Automobile Insurance

Robert E. Hoyt, David Mustard and Lars S. Powell

0409003: Development, Evaluation and Analysis of a 20-Year Deferred Annuity Product

Rohitha Goonatilake

0409002: Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events

Alexander Harin

0409001: Risk Management – Managing Risks, not Calculating Them

Philip Kostov and John Lingard

0408001: Stakeholder und Unternehmensrisiko

Frank Figge

0407002: Optimization of Risk Measures

Andrzej Ruszczynski and Alexander Shapiro

0407001: STRUCTURAL MODELS IN CONSUMER CREDIT

Fabio de Andrade and Lyn Thomas

0406001: VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors

Jules Sadefo Kamdem

0405001: Implementing Volatility Trades in the Athens Derivatives Exchange

Georgios Pappas

0404002: Conditional Risk Mappings

Andrzej Ruszczynski and Alexander Shapiro

0404001: Optimization of Convex Risk Functions

Andrzej Ruszczynski and Alexander Shapiro

0403001: Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors

Jules Sadefo Kamdem

0311001: Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations

Peter Blum, Michel Dacorogna and Lars Jaeger

0310003: Currency basket as asset or base currency in value-at-risk computation

Marc Henrard

0310002: Parameter risk in the Black and Scholes model

Marc Henrard

0310001: Comparisons of cashflow maps for value-at-risk

Marc Henrard

0309001: Convex Imprecise Previsions for Risk Measurement

Renato Pelessoni and Paolo Vicig

0308005: Risque de Défaut et Risque de Liquidité: Une Etude de Deux Composantes du Spread de Crédit

Hayette Gatfaoui

0308004: How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market

Hayette Gatfaoui

0308003: From Fault Tree to Credit Risk Assessment: An Empirical Attempt

Hayette Gatfaoui

0308002: How Does Systematic Risk Impact US Credit Spreads? A Copula Study

Hayette Gatfaoui

0308001: On Higher Derivatives of Expectations

Robert de Rozario

0306004: Extreme Moves in Foreign Exchange Rates and Risk Limit Setting

Michel Dacorogna and Peter Blum

0306003: Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment

Michel Dacorogna, Gianluca Oderda and Tobias Jung

0306002: Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance

Peter Blum and Michel Dacorogna

0306001: How Much Reinsurance Do You Really Need? A Case Study

Peter Boller, Michel Dacorogna and Hubert Niggli

0305001: Stochastics for the worst case: distributions and risk measures for minimal returns

Mihnea-Stefan Mihai

0301001: The feasibility of an international tropical plywood futures contract

Lamon Rutten

0209001: An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios

Enrico De Giorgi

0201001: Coherent Risk Measures and Upper Previsions

Renato Pelessoni and Paolo Vicig

9507002: The Demand For Reinsurance: Theory and Empirical Tests

James R. Garven

9507001: EVENT STUDY METHODOLOGY: A NEW AND STOCHASTICALLY FLEXIBLE APPROACH

Patrick L. Brockett, Hwei-Mei Chen and James R. Garven

9501001: An Empirical Test of the Effect of Basis Risk on Cash Market Postitions

Janet S. Netz

9407008: Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles

Ronald K. Chung, Hung-Gay Fung, Gene C. Lai and Robert C. Witt

9407007: THE UNDERINVESTMENT PROBLEM, BOND COVENANTS AND INSURANCE

James R. Garven and Richard D. Macminn

9407006: The Complex Role of Age in Employer-Mandated Health Insurance

Norma Nielson

9407005: THE EFFECT OF COSTLY RISK BEARING ON INSURERS' SUPPLY DECISIONS

Anne E. Kleffner and Neil A. Doherty

9407004: COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM

Montserrat Guillen and Manuel Artís

9407003: Efficiency Comparisons between Mutual and Stock Life Insurance Companies

Martin Grace and L. A. Gardner

9407002: External Impacts on the Property-Liability Insurance Cycle

Martin Grace and Julie Hotchkiss

9407001: INSURANCE CYCLES: INTEREST RATES AND THE CAPACITY CONSTRAINT MODEL

Neil A. Doherty and James R. Garven