Report NEP-RMG-2013-08-05This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013. "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series 318, Central Bank of Brazil, Research Department.
- Mohamed Majri & François-Xavier De Lauzon, 2013. "An effective equity model allowing long term investments within the framework of Solvency II," Working Papers hal-00847887, HAL.
- Helena Aro, 2013. "Systematic and non-systematic mortality risk in pension portfolios," Papers 1307.8020, arXiv.org, revised Jul 2013.
- Vorobyev, Oleg Yu., 2013. "Applicable eventology of safety: inconclusive totals," MPRA Paper 48103, University Library of Munich, Germany, revised 27 Apr 2013.
- Yannick Appert-Raullin & Laurent Devineau & Hinarii Pichevin & Philippe Tann, 2013. "One-Year Volatility of Reserve Risk in a Multivariate Framework," Working Papers hal-00848492, HAL.
- Alicia H. Munnell & Steven A. Sass, 2013. "New Brunswick’s New Shared Risk Pension Plan," Issues in Brief ibslp33, Center for Retirement Research.
- Helena Aro & Teemu Pennanen, 2013. "Liability-driven investment in longevity risk management," Papers 1307.8261, arXiv.org.