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Report NEP-RMG-2013-07-15
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:
- Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 872, Jul.
- Pauline Barrieu & Giacomo Scandolo, 2013, "Assessing Financial Model Risk," Papers, arXiv.org, number 1307.0684, Jul, revised Jul 2013.
- Svend Rasmussen & Anders L. Madsen & Mogens Lund, 2013, "Bayesian network as a modelling tool for risk management in agriculture," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/12, May.
- Carlo Domenico Mottura & Luca Passalacqua, 2013, "Default dependence structure effects on the valuation of government guarantees," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0177, Jul.
- Erhan Bayraktar & Zhou Zhou, 2013, "On model-independent pricing/hedging using shortfall risk and quantiles," Papers, arXiv.org, number 1307.2493, Jul.
- Stefano Olgiati & Alessandro Danovi, 2013, "Contraction or steady state? An analysis of credit risk management in Italy in the period 2008-2012," Papers, arXiv.org, number 1307.2465, Jul.
- Eva Schliephake, 2013, "Risk Weighted Capital Regulation and Government Debt," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 130011, Jun.
- Moshe A. Milevsky & Thomas S. Salisbury, 2013, "Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693," Papers, arXiv.org, number 1307.2824, Jul.