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Report NEP-RMG-2014-04-11
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:
- Calypso Herrera & Louis Paulot, 2014, "Parallel American Monte Carlo," Papers, arXiv.org, number 1404.1180, Apr.
- Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
- Romain Biard, 2013, "Asymptotic multivariate finite-time ruin probabilities with heavy-tailed claim amounts: Impact of dependence and optimal reserve allocation," Post-Print, HAL, number hal-00538571.
- Minxian Yang, 2014, "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers, School of Economics, The University of New South Wales, number 2014-16, Mar.
- Aase, Knut K., 2014, "Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/13, Mar.
- Daniel Harenberg & Alexander Ludwig, 2014, "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Paper Series in Economics, University of Cologne, Department of Economics, number 71, Mar.
- Vitor Gonçalves & Francisco Vitorino Martins & Elísio Brandão, 2014, "The Determinants of Credit Default on Portuguese Start-Up Firms: .An Econometric model," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 534, Apr.
- Catalina Bolance & Montserrat Guillen & David Pitt, 2014, "Non-parametric Models for Univariate Claim Severity Distributions - an approach using R," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-01, Feb.
- Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Monetary policy implementation in an interbank network: Effects on systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 46, DOI: 10.2139/ssrn.2417219.
- Paulo Rocha & Frank Raischel & Jo~ao P. da Cruz & Pedro G. Lind, 2014, "Stochastic Evolution of Stock Market Volume-Price Distributions," Papers, arXiv.org, number 1404.1730, Apr, revised Oct 2014.