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Report NEP-RMG-2023-01-23
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:
- Item repec:ies:wpaper:f202211 is not listed on IDEAS anymore
- Joseph Levitas & Konstantin Yavilberg & Oleg Korol & Genadi Man, 2022, "Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction," Papers, arXiv.org, number 2212.09385, Dec, revised Mar 2023.
- Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022, "Economic Scenario Generators: a risk management tool for insurance," Post-Print, HAL, number hal-03671943.
- Haufler, Andreas & Lülfesmann, Christoph, 2022, "Voluntary Equity, Project Risk, and Capital Requirements," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 357, Dec.
- Guohui Guan & Zongxia Liang & Yilun Song, 2022, "A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility," Papers, arXiv.org, number 2212.14327, Dec.
- Roger Knecktys & Henrik Bette & Rudiger Kiesel & Thomas Guhr, 2022, "Risk Theory and Pricing of "Pay-for-Performance" Business Models," Papers, arXiv.org, number 2212.09585, Dec.
- Xavier Mateos-Planas & Giulio Seccia, 2021, "Trade Credit Default," Discussion Papers, Centre for Macroeconomics (CFM), number 2125, Nov.
- Andrew Y. Chen & Alejandro Lopez-Lira & Tom Zimmermann, 2022, "Does Peer-Reviewed Research Help Predict Stock Returns?," Papers, arXiv.org, number 2212.10317, Dec, revised Dec 2025.
- Matthias Nadler & Felix Bekemeier & Fabian Schar, 2022, "DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol," Papers, arXiv.org, number 2212.10308, Dec.
- Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022, "Capital regulation, market-making, and liquidity," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 44.
- Andreas J. Dambaur & Keith Marzilli Ericson & Johannes G. Jaspersen & Sandra Zoller, 2022, "Risk Management and the Autonomy of Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 30793, Dec.
- Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Sciences Po Economics Publications (main), HAL, number hal-03881493, Dec.
- Daiya Mita & Akihiko Takahashi, 2022, "Multi-Agent Model Based Proactive Risk Management For Equity Investment," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1207, Dec.
- Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter, 2022, "Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models," Papers, arXiv.org, number 2212.11833, Dec, revised Oct 2025.
- Matthew Lorig & Natchanon Suaysom, 2022, "Explicit Caplet Implied Volatilities for Quadratic Term-Structure Models," Papers, arXiv.org, number 2212.04425, Dec.
- Kochov, Asen & Song, Yangwei, 2022, "Intertemporal Hedging and Trade in Repeated Games with Recursive Utility," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 361, Dec.
- FATICA Serena & OLIVIERO Tommaso & RANCAN Michela, 2022, "On the determinants of corporate default in the EU-27: Evidence from a large sample of companies," JRC Research Reports, Joint Research Centre, number JRC131613, Dec.
- Michele Fioretti & Hongming Wang, 2021, "Performance Pay in Insurance Markets: Evidence from Medicare," Sciences Po Economics Publications (main), HAL, number hal-03791843, Oct, DOI: 10.1162/rest_a_01127.