Report NEP-RMG-2016-01-29

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko, 2016, "Crunching Mortality and Life Insurance Portfolios with extended CreditRisk+," Papers, arXiv.org, number 1601.04557, Jan, revised Nov 2016.
• Item repec:bri:accfin:15/2 is not listed on IDEAS anymore

• Matt V. Leduc & Sebastian Poledna & Stefan Thurner, 2016, "Systemic Risk Management in Financial Networks with Credit Default Swaps," Papers, arXiv.org, number 1601.02156, Jan, revised Oct 2017.
• Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David, 2015, "Surfing through the GFC: systemic risk in Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-01, Apr.
• Dungey, Mardi & Tchatoka, Firmin Doko & Wells, Graeme & Yanotti, Maria Belen, 2014, "Mortgage Choice Determinants: the Role of Risk and Bank Regulation," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-03, Feb, revised 12 Feb 2014.
• J'ozsef Mezei & Peter Sarlin, 2016, "RiskRank: Measuring interconnected risk," Papers, arXiv.org, number 1601.06204, Jan.
• Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015, "Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2015-32, Dec.
• Ilya Khankov & Henry Penikas, 2015, "Modelling Probability of Default of Russian Banks and Companies Using Copula Models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 113, Dec.
• Szüle, Borbála, 2016, "Solvency risk minimizing guaranteed returns in life insurance," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/02, Jan.
• Micha{l} Barski, 2016, "Large losses - probability minimizing approach," Papers, arXiv.org, number 1601.03388, Jan.
• Ravi Kashyap, 2016, "Fighting Uncertainty with Uncertainty: A Baby Step," Papers, arXiv.org, number 1601.04043, Jan, revised Oct 2017.

Report NEP-RMG-2016-01-29

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: