EconWPA

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Series handle: repec:wpa:wuwpri

• 0511001 Trust Of Modernity, Modernity Of Trust. Considerations And Research Hypothesis
  by Massimo Conte [Downloadable!]
• 0510001 Blackouts, risk, and fat-tailed distributions
  by Rafal Weron & Ingve Simonsen [Downloadable!]
• 0509001 Value-at-Risk: The Delta-normal Approach
  by Marc Henrard [Downloadable!]
• 0508002 Risk and Insurance in Sharecropping
  by Luis H.B. Braido [Downloadable!]
• 0508001 Assessment Of Transmission Congestion Price Risk And Hedging In The Brazilian Electricity Market
  by Fernando Porrua & Luiz Barroso & Max Junqueira & Gladis SCHUCH & Alexandre Street [Downloadable!]
• 0507004 Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model
  by Pavel Okunev [Downloadable!]
• 0507003 Extreme Value Theory: the bivariate case and an application for assesing risks
  by Federico Agustín Alcalde Bessia & María Teresa Casparri [Downloadable!]
• 0507002 Financial Instability and Life Insurance Demand
  by Mahito Okura & Norihiro Kasuga [Downloadable!]
• 0507001 Pay per mile insurance
  by Dr. Fayyaz Zahid [Downloadable!]
• 0506003 Private Crop Insurers and the Reinsurance Fund Allocation Decision
  by Keith Coble & Robert Dismukes & Joseph Glauber [Downloadable!]
• 0506002 A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model
  by Pavel Okunev [Downloadable!]
• 0506001 The Effect of FSD Changes in Multiplicative Background Risk on Risk-taking Attitude
  by Yoshitaka Sakagami [Downloadable!]
• 0505001 Price risk management instruments in agricultural and other unstable markets
  by Jean-Marc Boussard [Downloadable!]
• 0502001 Modeling the risk process in the XploRe computing environment
  by Krzysztof Burnecki & Rafal Weron [Downloadable!]
• 0501003 Interest-rate risk in the Indian banking system
  by Ila Patnaik & Ajay Shah [Downloadable!]
• 0501002 When prices hardly matter: Incomplete insurance contracts and markets for repair goods
  by Martin Nell & Andreas Richter & Jörg Schiller [Downloadable!]
• 0501001 The Effectiveness of Insurance Fraud Statutues: Evidence from Automobile Insurance
  by Robert E. Hoyt & David B. Mustard & Lars S. Powell [Downloadable!]

• 0409003 Development, Evaluation and Analysis of a 20-Year Deferred Annuity Product
  by Rohitha Goonatilake [Downloadable!]
• 0409002 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events
  by Alexander Harin [Downloadable!]
• 0409001 Risk Management – Managing Risks, not Calculating Them
  by Philip Kostov & John Lingard [Downloadable!]
• 0408001 Stakeholder und Unternehmensrisiko
  by Frank Figge [Downloadable!]
• 0407002 Optimization of Risk Measures
  by Andrzej Ruszczynski & Alexander Shapiro [Downloadable!]
• 0407001 Structural Models In Consumer Credit
  by Fabio de Andrade & Lyn Thomas [Downloadable!]
• 0406001 VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors
  by SADEFO KAMDEM Jules [Downloadable!]
• 0405001 Implementing Volatility Trades in the Athens Derivatives Exchange
  by Georgios Pappas [Downloadable!]
• 0404002 Conditional Risk Mappings
  by Andrzej Ruszczynski & Alexander Shapiro [Downloadable!]
• 0404001 Optimization of Convex Risk Functions
  by Andrzej Ruszczynski & Alexander Shapiro [Downloadable!]
• 0403001 Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors
  by SADEFO KAMDEM Jules [Downloadable!]

• 0311001 Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
  by Peter Blum & Michel Dacorogna & Lars Jaeger [Downloadable!]
• 0310003 Currency basket as asset or base currency in value-at-risk computation
  by Marc Henrard [Downloadable!]
• 0310002 Parameter risk in the Black and Scholes model
  by Henrard Marc [Downloadable!]
• 0310001 Comparisons of cashflow maps for value-at-risk
  by Henrard Marc [Downloadable!]
• 0309001 Convex Imprecise Previsions for Risk Measurement
  by Renato Pelessoni & Paolo Vicig [Downloadable!]
• 0308005 Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit
  by Hayette Gatfaoui [Downloadable!]
• 0308004 How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market
  by Hayette Gatfaoui [Downloadable!]
• 0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt
  by Hayette Gatfaoui [Downloadable!]
• 0308002 How Does Systematic Risk Impact US Credit Spreads? A Copula Study
  by Hayette Gatfaoui [Downloadable!]
• 0308001 On Higher Derivatives of Expectations
  by Robert de Rozario [Downloadable!]
• 0306004 Extreme Moves in Foreign Exchange Rates and Risk Limit Setting
  by Michel Dacorogna & Peter Blum [Downloadable!]
• 0306003 Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
  by Michel Dacorogna & Gianluca Oderda & Tobias Jung [Downloadable!]
• 0306002 Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance
  by Peter Blum & Michel Dacorogna [Downloadable!]
• 0306001 How Much Reinsurance Do You Really Need? A Case Study
  by Peter Boller & Michel Dacorogna & Hubert Niggli [Downloadable!]
• 0305001 Stochastics for the worst case: distributions and risk measures for minimal returns
  by Mihnea-Stefan Mihai [Downloadable!]
• 0301001 The feasibility of an international tropical plywood futures contract
  by Lamon Rutten [Downloadable!]

• 0209001 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
  by Enrico De Giorgi [Downloadable!]
• 0201001 Coherent Risk Measures and Upper Previsions
  by Renato Pelessoni & Paolo Vicig [Downloadable!]

• 9507002 The Demand For Reinsurance: Theory and Empirical Tests
  by James R. GARVEN [Downloadable!]
• 9507001 Event Study Methodology: A New And Stochastically Flexible Approach
  by Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN [Downloadable!]
• 9501001 An Empirical Test of the Effect of Basis Risk on Cash Market Postitions
  by Janet S. Netz [Downloadable!]

• 9407008 Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles
  by Ronald K. Chung & Hung-Gay Fung & Gene C. Lai & Robert C. Witt [Downloadable!]
• 9407007 The Underinvestment Problem, Bond Covenants And Insurance
  by James R. GARVEN & Richard D. MACMINN [Downloadable!]
• 9407006 The Complex Role of Age in Employer-Mandated Health Insurance
  by Norma Nielson [Downloadable!]
• 9407005 The Effect Of Costly Risk Bearing On Insurers' Supply Decisions
  by Anne E. Kleffner & Neil A. Doherty [Downloadable!]
• 9407004 Count Data Models For A Credit Scoring System
  by Montserrat Guillen & Manuel Artis [Downloadable!]
• 9407003 Efficiency Comparisons between Mutual and Stock Life Insurance Companies
  by M. F. Grace & L. A. Gardner [Downloadable!]
• 9407002 External Impacts on the Property-Liability Insurance Cycle
  by M. F. Grace & J. L. Hotchkiss [Downloadable!]
• 9407001 Insurance Cycles: Interest Rates And The Capacity Constraint Model
  by Neil A. DOHERTY & James R. GARVEN [Downloadable!]

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This page was last updated on 2010-1-31.