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Report NEP-RMG-2011-11-01
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011, "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers, Central Bank of Luxembourg, number 63, Oct.
- Edwards, William M. & Hook, Ronald, 2011, "Lgm Dairy - A Risk Management Tool for Milk Producers," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34444, Oct.
- Anginer, Deniz & Demirguc-Kunt, Asli, 2011, "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series, The World Bank, number 5849, Oct.
- Francis X. Diebold & Kamil Yilmaz, 2011, "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers, Federal Reserve Bank of Philadelphia, number 11-45.
- Paola Ferretti & Antonella Campana, 2011, "XL reinsurance with reinstatements and initial premium feasibility in exchangeability hypothesis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_14.
- Hansjorg Albrecher & Corina Constantinescu & Zbigniew Palmowski & Georg Regensburger & Markus Rosenkranz, 2011, "Exact and asymptotic results for insurance risk models with surplus-dependent premiums," Papers, arXiv.org, number 1110.5276, Oct.