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Report NEP-RMG-2018-01-15
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:
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers, Banque de France, number 32.
- Elisa Letizia & Fabrizio Lillo, 2017, "Corporate payments networks and credit risk rating," Papers, arXiv.org, number 1711.07677, Nov, revised Sep 2018.
- Nicole Bauerle & Alexander Glauner, 2017, "Optimal Risk Allocation in Reinsurance Networks," Papers, arXiv.org, number 1711.10210, Nov.
- Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2017, "Quantile graphical models: prediction and conditional independence with applications to systemic risk," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP54/17, Dec.
- Jérôme Spielmann, 2018, "Classification of the Bounds on the Probability of Ruin for Lévy Processes with Light-tailed Jumps," Working Papers, HAL, number hal-01597828, Feb.
- Gould, Martin D. & Hautsch, Nikolaus & Howison, Sam D. & Porter, Mason A., 2017, "Counterparty credit limits: An effective tool for mitigating counterparty risk?," CFS Working Paper Series, Center for Financial Studies (CFS), number 581.
- Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017, "The Cross-Section of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24164, Dec.
- Gery Geenens & Richard Dunn, 2017, "A nonparametric copula approach to conditional Value-at-Risk," Papers, arXiv.org, number 1712.05527, Dec, revised Oct 2019.
- Cocioc, Paul, 2017, "On the attitude to risk and the decision-making behavior," MPRA Paper, University Library of Munich, Germany, number 83609, revised 2017.
- Eliska Hrabalova & Eva Vavrova & David Hampel, 2017, "New approaches to regulating insurance markets in the European Union in the aftermath of the financial crisis," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2017-72, Dec.
- P. Pessarossi & J.-L. Thevenon & L. Weill, 2017, "Does ‘Too High’ Profitability Hamper Stability for European Banks?," Débats Economiques et financiers, Banque de France, number 31.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018, "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-34.
- Imène Berguiga & Philippe Adair & Nadia Zrelli & Ali Abdallah, 2017, "The performance of Islamic banks in the MENA region: Are specific risks a minor attribute?," Working Papers, HAL, number hal-01667412, Dec.
- Bos, Frits & Zwaneveld, Peter, 2017, "Cost-benefit analysis for flood risk management and water governance in the Netherlands; an overview of one century," MPRA Paper, University Library of Munich, Germany, number 80933, Aug.