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Report NEP-RMG-2018-02-12
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:
- Ricardo Antunes & Daniel Birchal & Jo~ao M'arcio Abijaodi & Paulo Abreu & Rog'erio Peixoto, 2018, "Modelo de maturidade em gerenciamento de riscos em projetos (Project Risk Management Model Maturity)," Papers, arXiv.org, number 1801.06595, Jan.
- Seho, Mirzet & Alaaabed, Alaa & Masih, Mansur, 2016, "Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk?," MPRA Paper, University Library of Munich, Germany, number 82558, Dec.
- Héctor Pérez Saiz & Blair Williams & Gabriel Xerri, 2018, "Tail Risk in a Retail Payment System: An Extreme-Value Approach," Discussion Papers, Bank of Canada, number 18-2, DOI: 10.34989/sdp-2018-2.
- Hosung Jung, 2017, "An Empirical Analysis of Mortgage Loan Delinquency Using Personal Panel Data in Korea (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-6, Feb.
- Fabio Baione & Paolo De Angelis & Ivan Granito, 2018, "On a capital allocation principle coherent with the Solvency 2 standard formula," Papers, arXiv.org, number 1801.09004, Jan.
- Anne Corcos & François Pannequin & Claude Montmarquette,, 2017, "Measuring individual risk-attitudes: an experimental comparison between Holt & Laury measure and an insurance-choices-based procedure," Working Papers, Center for Research in Economics and Statistics, number 2017-79, Dec.
- Zailei Cheng & Youngsoo Seol, 2018, "Gaussian Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims," Papers, arXiv.org, number 1801.07595, Jan, revised Aug 2019.
- Luting Li & Hao Xing, 2018, "Capital allocation under the Fundamental Review of Trading Book," Papers, arXiv.org, number 1801.07358, Jan, revised Jan 2019.
- Henrik Dam & Andrea Macrina & David Skovmand & David Sloth, 2018, "Rational Models for Inflation-Linked Derivatives," Papers, arXiv.org, number 1801.08804, Jan, revised Jul 2020.
- Jean Baccelli, 2018, "Risk Attitudes in Axiomatic Decision Theory: a Conceptual Perspective," Post-Print, HAL, number hal-01620886, Jan, DOI: 10.1007/s11238-017-9636-6.
- Item repec:bof:bofrdp:2018_002 is not listed on IDEAS anymore
- Yasuhiro Sakai, 2018, "On the Economics of Risk and Uncertainty: A Historical Perspective," Discussion Papers CRR Discussion Paper Series A: General, Shiga University, Faculty of Economics,Center for Risk Research, number 28, Jan.