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Content
December 2021, Volume 10, Issue 1
- 1-20 AHP–TOPSIS Methodology for Stock Portfolio Investments
by Jaime Alberto Vásquez & John Willmer Escobar & Diego Fernando Manotas - 1-20 Comparison of National Innovation Systems in the European Union Countries
by Edyta Dworak & Maria Magdalena Grzelak & Elżbieta Roszko-Wójtowicz - 1-23 mSHAP: SHAP Values for Two-Part Models
by Spencer Matthews & Brian Hartman - 1-28 Lévy Interest Rate Models with a Long Memory
by Donatien Hainaut
December 2021, Volume 9, Issue 12
- 1-9 Quantum Support Vector Regression for Disability Insurance
by Boualem Djehiche & Björn Löfdahl - 1-12 Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila - 1-14 Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector
by Carlotta Penone & Elisa Giampietri & Samuele Trestini - 1-14 Evolutionary Game Analysis of the Partners’ Behavior in the Rural E-Payment Market of China
by Jerzy Witold Wiśniewski & Ewelina Sokołowska & Jinghua Wu & Anna Dziadkiewicz - 1-14 Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
by Madiha Kazmi & Umara Noreen & Imran Abbas Jadoon & Attayah Shafique - 1-16 The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic
by Danai Likitratcharoen & Nopadon Kronprasert & Karawan Wiwattanalamphong & Chakrin Pinmanee - 1-17 Does Engagement Partners’ Effort Affect Audit Quality? With a Focus on the Effects of Internal Control System
by Suyon Kim - 1-17 Drivers of the Cash Paradox
by Jacek Pietrucha - 1-18 Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation
by Karol Gellert & Erik Schlögl - 1-19 Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds
by Morteza Tavanaie Marvi & Daniël Linders - 1-19 Impact of the COVID-19 Pandemic on the Consumer Credit Market in V4 Countries
by Maria Czech & Blandyna Puszer - 1-21 Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World
by Julia V. Ragulina & Vladimir F. Ukolov & Oleg V. Shabunevich - 1-24 Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data
by Tomasz Berent & Radosław Rejman - 1-26 Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector
by Rafał Balina & Marta Idasz-Balina - 1-26 ESG as a Measure of Credit Ratings
by Patrycja Chodnicka-Jaworska - 1-30 Common Factor Cause-Specific Mortality Model
by Geert Zittersteyn & Jennifer Alonso-García - 1-34 Cyber Insurance Ratemaking: A Graph Mining Approach
by Yeftanus Antonio & Sapto Wahyu Indratno & Rinovia Simanjuntak
November 2021, Volume 9, Issue 12
- 1-11 Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility
by Agnessa O. Inshakova & Anastasia A. Sozinova & Tatiana N. Litvinova - 1-15 Regional Government Revenue Forecasting: Risk Factors of Investment Financing
by Barbara Batóg & Jacek Batóg - 1-20 Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies
by Elena G. Popkova & Bruno S. Sergi
October 2021, Volume 9, Issue 11
- 1-11 The Competency Niche: An Exploratory Study
by Zbysław Dobrowolski & Grzegorz Drozdowski & Józef Ledzianowski - 1-15 Risking Sustainability: Political Risk Culture as Inhibiting Ecology-Centered Sustainability
by Susan T. Jackson - 1-15 Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review
by Anil Kumar & Suneel Sharma & Mehregan Mahdavi - 1-18 Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario
by Annamaria Olivieri - 1-18 Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections
by Georgios Symeonidis & Platon Tinios & Michail Chouzouris - 1-21 Equity Risk and Return across Hidden Market Regimes
by Dmitry A. Endovitsky & Viacheslav V. Korotkikh & Denis A. Khripushin - 1-26 Crop Insurance Policies in India: An Empirical Analysis of Pradhan Mantri Fasal Bima Yojana
by Sandeep Kaur & Hem Raj & Harpreet Singh & Vijay Kumar Chattu
November 2021, Volume 9, Issue 11
- 1-12 Establishing a Credit Risk Evaluation System for SMEs Using the Soft Voting Fusion Model
by Ge Gao & Hongxin Wang & Pengbin Gao - 1-12 Designing a Model for Testing the Effectiveness of a Regulation: The Case of DORA for Insurance Undertakings
by Simon Grima & Pierpaolo Marano - 1-14 Supply Chain Management and Risk Management in an Environment of Stochastic Uncertainty (Retail)
by Sergey A. Lochan & Tatiana P. Rozanova & Valery V. Bezpalov & Dmitry V. Fedyunin - 1-15 A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets
by Yianni Doumenis & Javad Izadi & Pradeep Dhamdhere & Epameinondas Katsikas & Dimitrios Koufopoulos - 1-17 Improving Disaster Risk Management According to Development Projects
by Chang-Jae Kwak & Jung-Soo Kim - 1-18 Indonesian Hotels’ Dynamic Capability under the Risks of COVID-19
by Muhammad Yunus Amar & Alim Syariati & Ridwan Ridwan & Rika Dwi Ayu Parmitasari - 1-18 Digital Banking in Northern India: The Risks on Customer Satisfaction
by Baljinder Kaur & Sood Kiran & Simon Grima & Ramona Rupeika-Apoga - 1-19 It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
by Stephan Höcht & Dilip B. Madan & Wim Schoutens & Eva Verschueren - 1-20 A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes
by David E. Allen & Michael McAleer - 1-20 Does Working Capital Management Influence Operating and Market Risk of Firms?
by Ahsan Akbar & Minhas Akbar & Marina Nazir & Petra Poulova & Samrat Ray - 1-21 Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors
by Qian Lu & Katja Hanewald & Xiaojun Wang - 1-22 Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study
by Douw Gerbrand Breed & Niel van Jaarsveld & Carsten Gerken & Tanja Verster & Helgard Raubenheimer - 1-23 ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
by Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie - 1-24 An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression
by Youssef Zizi & Amine Jamali-Alaoui & Badreddine El Goumi & Mohamed Oudgou & Abdeslam El Moudden - 1-24 Value-Based Financial Risk Prediction Model
by Jiří Pospíšil & Nataša Matulayová & Pavla Macháčková & Pavlína Jurníčková & Ivana Olecká & Helena Pospíšilová - 1-26 Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions
by Chamay Kruger & Willem Daniel Schutte & Tanja Verster - 1-55 Stochastic Claims Reserving Methods with State Space Representations: A Review
by Nataliya Chukhrova & Arne Johannssen
September 2021, Volume 9, Issue 10
- 1-14 ESG Disclosure and Portfolio Performance
by Ramón Bermejo Climent & Isabel Figuerola-Ferretti Garrigues & Ioannis Paraskevopoulos & Alvaro Santos - 1-14 Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility
by Julia V. Ragulina & Stanislav E. Prokofyev & Tatyana V. Bratarchuk - 1-14 Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
by Hemant Manuj - 1-19 A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk
by Gian Paolo Clemente & Francesco Della Corte & Nino Savelli
October 2021, Volume 9, Issue 10
- 1-12 Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk
by Albina Orlando - 1-12 Regulation of InsurTech: Is the Principle of Proportionality an Answer?
by Marta Ostrowska - 1-17 Modeling the Future Value Distribution of a Life Insurance Portfolio
by Massimo Costabile & Fabio Viviano - 1-17 Effect of Structural Funds on Housing Market Sustainability Development—Correlation, Regression and Wavelet Coherence Analysis
by Łukasz Mach & Karina Bedrunka & Anna Kuczuk & Marzena Szewczuk-Stępień - 1-19 Risk of Fear and Anxiety in Utilising Health App Surveillance Due to COVID-19: Gender Differences Analysis
by Adi Alsyouf & Ra’ed Masa’deh & Moteb Albugami & Mohammad Al-Bsheish & Abdalwali Lutfi & Nizar Alsubahi - 1-21 Impairment of Assets and Market Reaction during COVID-19 Pandemic on the Example of WSE
by Bartłomiej Lisicki - 1-22 How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe
by Ewa Miklaszewska & Krzysztof Kil & Marcin Idzik - 1-23 Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future
by Anna Bartoszewicz & Anna Rutkowska-Ziarko - 1-23 FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead
by Ramona Rupeika-Apoga & Stefan Wendt - 1-26 Concordance Probability for Insurance Pricing Models
by Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck
August 2021, Volume 9, Issue 9
- 1-16 An Analysis of Bank Financial Strength Ratings and Credit Rating Data
by John A. Ruddy - 1-16 Risk Management Committee, Auditor Choice and Audit Fees
by Iman Harymawan & Aditya Aji Prabhawa & Mohammad Nasih & Fajar Kristanto Gautama Putra - 1-17 How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
by Jing Wang & Zbigniew Palmowski & Corina Constantinescu - 1-20 Overdue Debts and Financial Exclusion
by Edina Berlinger & Katalin Dobránszky-Bartus & György Molnár - 1-21 Coherent Mortality Forecasting for Less Developed Countries
by Hong Li & Yang Lu & Pintao Lyu - 1-21 Corruption, Shadow Economy and Deforestation: Friends or Strangers?
by Adeline-Cristina Cozma & Corina-Narcisa (Bodescu) Cotoc & Viorela Ligia Vaidean & Monica Violeta Achim - 1-22 Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis
by Karl Oton Rudolf & Samer Ajour El Zein & Nicola Jackman Lansdowne - 1-29 One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model
by Marcin Szatkowski & Łukasz Delong
September 2021, Volume 9, Issue 9
- 1-11 COVID-19 Pandemic and Investor Herding in International Stock Markets
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel - 1-13 Option Pricing, Zero Lower Bound, and COVID-19
by Giacomo Morelli & Lea Petrella - 1-15 Household Financial Situation during the COVID-19 Pandemic with Particular Emphasis on Savings—An Evidence from Poland Compared to Other CEE States
by Grażyna Szustak & Witold Gradoń & Łukasz Szewczyk - 1-16 Case Study on a Potential Application of Failure Mode and Effects Analysis in Assessing Compliance Risks
by Ferenc Bognár & Petra Benedek - 1-17 Empirics of Korean Shipping Companies’ Default Predictions
by Sunghwa Park & Hyunsok Kim & Janghan Kwon & Taeil Kim - 1-19 Decentralized Enterprise Risk Management Issues under Rapidly Changing Environments
by Levente Bakos & Dănuț Dumitru Dumitrașcu - 1-19 Hattendorff Differential Equation for Multi-State Markov Insurance Models
by Rajeev Rajaram & Nathan Ritchey - 1-19 Intellectual Capital and Innovation Performance: Systematic Literature Review
by Mostafa A. Ali & Nazimah Hussin & Hossam Haddad & Reem Al-Araj & Ibtihal A. Abed - 1-20 The Leniency of Personal Bankruptcy Regulations in the EU Countries
by György Walter & Jens Valdemar Krenchel - 1-21 An Empirical Study on the Financial Preparation for Retirement of the Independent Workers for Profit in Poland
by Teresa H. Bednarczyk & Ilona Skibińska-Fabrowska & Anna Szymańska - 1-21 COVID-19 Interruptions and SMEs Heterogeneity: Evidence from Poland
by Monika Wieczorek-Kosmala & Joanna Błach & Anna Doś - 1-22 Analytical Methods to Assess Financial Capacity in Face of Innovation Projects Risks
by Tatyana Rogulenko & Evgeniy Vladimirovich Orlov & Oleg Alexandrovich Smolyakov & Anna Vladimirovna Bodiako & Svetlana Valeryevna Ponomareva - 1-24 Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review
by Inzamam Ul Haq & Apichit Maneengam & Supat Chupradit & Wanich Suksatan & Chunhui Huo
July 2021, Volume 9, Issue 8
- 1-3 Special Issue “Interplay between Financial and Actuarial Mathematics”
by Corina Constantinescu & Julia Eisenberg - 1-16 Eliciting Risk Preferences Experimentally versus Using a General Risk Question. Does Financial Literacy Bridge the Gap?
by Calvin Mudzingiri & Ur Koumba - 1-23 Mean-Reverting 4/2 Principal Components Model. Financial Applications
by Marcos Escobar-Anel & Zhenxian Gong
August 2021, Volume 9, Issue 8
- 1-11 Management of Distribution Risks and Digital Transformation of Insurance Distribution—A Regulatory Gap in the IDD
by Pierpaolo Marano - 1-17 The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches
by Katarzyna Czech & Łukasz Pietrych - 1-19 Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint
by Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi - 1-19 Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market
by Cristiana Tudor - 1-19 Determinants Affecting Profitability of State-Owned Commercial Banks: Case Study of China
by Ekaterina Koroleva & Shawuya Jigeer & Anqi Miao & Angi Skhvediani - 1-20 Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
by Mila Andreani & Vincenzo Candila & Giacomo Morelli & Lea Petrella - 1-21 Transformations of Telegraph Processes and Their Financial Applications
by Anatoliy A. Pogorui & Anatoliy Swishchuk & Ramón M. Rodríguez-Dagnino - 1-22 Influence of Financial Variables on the Development of Rural Communes of Eastern Poland in 2009–2018
by Andrzej Pawlik & Paweł Dziekański & Jarosław W. Przybytniowski - 1-26 Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control
by Grzegorz Zimon & Andrea Appolloni & Hossein Tarighi & Seyedmohammadali Shahmohammadi & Ebrahim Daneshpou
June 2021, Volume 9, Issue 7
- 1-19 Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods
by Beata Bieszk-Stolorz & Krzysztof Dmytrów - 1-22 Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non-Homogeneous and Mixed Poisson Risk Model
by Franck Adékambi & Kokou Essiomle
July 2021, Volume 9, Issue 7
- 1-13 Mathematical Model for Choosing Counterparty When Assessing Information Security Risks
by Andrey Koltays & Anton Konev & Alexander Shelupanov - 1-15 Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland
by Krzysztof Kil & Radosław Ciukaj & Justyna Chrzanowska - 1-16 Bibliometric Analysis of the Literature on Measuring Techniques for Manipulating Financial Statements
by Ioana Lavinia Safta & Andrada-Ioana Sabău (Popa) & Neli Muntean - 1-16 A New Tool for Covering Risk in Agriculture: The Revenue Insurance Policy
by Angelo Frascarelli & Simone Del Sarto & Giada Mastandrea - 1-18 A Priori Ratemaking Selection Using Multivariate Regression Models Allowing Different Coverages in Auto Insurance
by Emilio Gómez-Déniz & Enrique Calderín-Ojeda - 1-19 Progressive Pension Formula and Life Expectancy Heterogeneity
by Keivan Diakite & Pierre Devolder - 1-19 Risk Factors Affecting Bancassurance Development in Poland
by Adam Śliwiński & Joanna Dropia & Norbert Duczkowski - 1-20 A Bibliometric Analysis of Objective and Subjective Risk
by Haitham Nobanee & Maryam Alhajjar & Mohammed Ahmed Alkaabi & Majed Musabah Almemari & Mohamed Abdulla Alhassani & Naema Khamis Alkaabi & Saeed Abdulla Alshamsi & Hanan Hamed AlBlooshi - 1-20 Sustainable Risk Management in IT Enterprises
by Mateusz Trzeciak - 1-20 Deep Hedging under Rough Volatility
by Blanka Horvath & Josef Teichmann & Žan Žurič - 1-21 The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer
by Khreshna Syuhada & Arief Hakim & Suci Sari - 1-21 Improving Explainability of Major Risk Factors in Artificial Neural Networks for Auto Insurance Rate Regulation
by Shengkun Xie - 1-21 Reputational Risk and Sustainability: A Bibliometric Analysis of Relevant Literature
by Haitham Nobanee & Maryam Alhajjar & Ghada Abushairah & Safaa Al Harbi - 1-24 Machine Learning Applied to Banking Supervision a Literature Review
by Pedro Guerra & Mauro Castelli - 1-29 Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets
by Ewa Dziwok & Marta A. Karaś - 1-46 Reliability of Seismic Performance Assessments for Individual Buildings and Portfolios
by Charles C. Thiel & Theodore C. Zsutty & Yajie J. Lee
June 2021, Volume 9, Issue 6
- 1-5 Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving
by Nataliya Chukhrova & Arne Johannssen - 1-12 The Empirical Analysis of the Core Competencies of the Company’s Resource Management Risk. Preliminary Study
by Grzegorz Drozdowski & Joanna Rogozińska-Mitrut & Jacek Stasiak - 1-13 Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models
by Anatoliy Swishchuk - 1-14 A Digital Individual Benefit Statement to Mitigate the Risk of Poverty in Retirement: The Case of Switzerland
by Catherine Equey Balzli - 1-14 The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types
by Jatin Malhotra & Angelo Corelli - 1-15 The Impact of the Crisis Triggered by the COVID-19 Pandemic and the Actions of Regulators on the Consumer Finance Market in Poland and Other European Union Countries
by Łukasz Gębski - 1-15 A New Model Averaging Approach in Predicting Credit Risk Default
by Paritosh Navinchandra Jha & Marco Cucculelli - 1-15 A Statistical Model of Fraud Risk in Financial Statements. Case for Romania Companies
by Andrada-Ioana Sabău (Popa) & Codruța Mare & Ioana Lavinia Safta - 1-15 Sustainability Reporting in Cooperatives
by Gamze Yakar Pritchard & Kıymet Tunca Çalıyurt - 1-17 Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD
by Morne Joubert & Tanja Verster & Helgard Raubenheimer & Willem D. Schutte - 1-17 Economic and Non-Economic Variables Affecting Fraud in European Countries
by Bashir Ahmad & Maria Ciupac-Ulici & Daniela-Georgeta Beju - 1-18 A Study on Balanced Scorecard and Its Impact on Sustainable Development of Renewable Energy Organizations; A Mediating Role of Political and Regulatory Institutions
by Muhammad Rafiq & Saif Maqbool & José Moleiro Martins & Mário Nuno Mata & Rui Miguel Dantas & Shumaila Naz & Anabela Batista Correia - 1-19 Development and Validation of a Model for Assessing Potential Strategic Innovation Risk in Banks Based on Data Mining-Monte-Carlo in the “Open Innovation” System
by Viktoriya Valeryevna Manuylenko & Aminat Islamovna Borlakova & Alexander Vladimirovich Milenkov & Olga Borisovna Bigday & Elena Andreevna Drannikova & Tatiana Sergeevna Lisitskaya - 1-19 Efficiency of Money Laundering Countermeasures: Case Studies from European Union Member States
by Corina-Narcisa (Bodescu) Cotoc & Maria Nițu & Mircea Constantin Șcheau & Adeline-Cristina Cozma - 1-21 Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time
by Sharifah Farah Syed Yusoff Alhabshi & Zamira Hasanah Zamzuri & Siti Norafidah Mohd Ramli - 1-22 Privacy Intrusiveness in Financial-Banking Fraud Detection
by Larisa Găbudeanu & Iulia Brici & Codruța Mare & Ioan Cosmin Mihai & Mircea Constantin Șcheau - 1-23 Credit Risk Management of Property Investments through Multi-Criteria Indicators
by Marco Locurcio & Francesco Tajani & Pierluigi Morano & Debora Anelli & Benedetto Manganelli - 1-25 A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures
by Despoina Makariou & Pauline Barrieu & George Tzougas - 1-30 On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review
by Raphael Iten & Joël Wagner & Angela Zeier Röschmann - 1-36 Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management
by Alessandro Gennaro
May 2021, Volume 9, Issue 5
- 1-7 Implicit Interpretation of Indonesian Export Bans on LME Nickel Prices: Evidence from the Announcement Effect
by Byungkwon Lim & Hyeon Sook Kim & Jaehwan Park - 1-8 Educational Leadership in Times of Crisis
by Grzegorz Mazurkiewicz - 1-8 The Financial Situation of Families and the Quality of Life and Coping with Stress of Children with ASD during the SARS-CoV-2 Pandemic
by Anna Gagat-Matula - 1-10 Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach
by Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska - 1-12 Financial Distress and Information Sharing: Evidences from the Italian Credit Register
by Lucia Gibilaro & Gianluca Mattarocci - 1-14 Risk Management in the Management Control System in Polish Local Government Units—Assumptions and Practice
by Katarzyna Mormul - 1-15 Liability for Incorrect Client Personalization in the Distribution of Consumer Insurance
by Piotr Tereszkiewicz & Katarzyna Południak-Gierz - 1-16 Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis
by Chin Tiong Cheng & Gabriel Hoh Teck Ling & Yee-Siang Gan & Wai Fang Wong & Kong Seng Lai - 1-17 Risk Approach—Risk Hierarchy or Construction Investment Risks in the Light of Interim Empiric Primary Research Conclusions
by Tibor Pál Szemere & Mónika Garai-Fodor & Ágnes Csiszárik-Kocsir - 1-19 Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries
by Victor Shevchuk & Roman Kopych - 1-19 The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach
by Maren Diane Schmeck & Stefan Schwerin - 1-20 Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach
by Muhammad Sheraz & Imran Nasir - 1-20 The Impact of the Development of Society on Economic and Financial Crime. Case Study for European Union Member States
by Monica Violeta Achim & Viorela Ligia Văidean & Sorin Nicolae Borlea & Decebal Remus Florescu - 1-21 The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States
by Iustina Alina Boitan & Kamilla Marchewka-Bartkowiak - 1-23 Risk Management and Financial Stability in the Polish Public Hospitals: The Moderating Effect of the Stakeholders’ Engagement in the Decision-Making
by Aldona Frączkiewicz-Wronka & Tomasz Ingram & Karolina Szymaniec-Mlicka & Piotr Tworek - 1-27 Impact of Fintech on Bank Risk-Taking: Evidence from China
by Liurui Deng & Yongbin Lv & Ye Liu & Yiwen Zhao - 1-28 Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters
by Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer - 1-31 Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector
by Elżbieta Izabela Szczepankiewicz - 1-35 Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
by Giuseppe Orlando & Michele Bufalo
April 2021, Volume 9, Issue 5
- 1-14 Dilemmas in Managing the COVID-19 Crisis
by Roman Dorczak & Marzanna Farnicka & Inetta Nowosad - 1-17 Is Economic Uncertainty a Risk Factor in Bank Loan Pricing Decisions? International Evidence
by Badar Nadeem Ashraf
April 2021, Volume 9, Issue 4
- 1-2 Economic and Financial Crime: Corruption, Shadow Economy, and Money Laundering: Book Review. Written by Monica Violeta Achim and Sorin Nicolae Borlea. Springer Nature: Cham, Switzerland, 2021. ISBN 978-3-030-51780-9
by Friedrich Schneider - 1-11 The Use of Discriminant Analysis to Assess the Risk of Bankruptcy of Enterprises in Crisis Conditions Using the Example of the Tourism Sector in Poland
by Joanna Wieprow & Agnieszka Gawlik - 1-12 Bayesian Mixture Modelling for Mortality Projection
by Jackie Li & Atsuyuki Kogure - 1-13 Impact of Income on Life Expectancy: A Challenge for the Pension Policy
by Damian Walczak & Jacek Wantoch-Rekowski & Robert Marczak - 1-13 Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak
by Ahmet Faruk Aysan & Asad Ul Islam Khan & Humeyra Topuz - 1-14 Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency
by Jussi Lindgren - 1-14 Improving on Defaults: Helping Pension Participants Manage Financial Market Risk in Target Date Funds
by John A. Turner & Bruce W. Klein - 1-15 The Importance of Betting Early
by Alessandro Innocenti & Tommaso Nannicini & Roberto Ricciuti - 1-16 Inventory Management in SMEs Operating in Polish Group Purchasing Organizations during the COVID-19 Pandemic
by Grzegorz Zimon & Vitalina Babenko & Beata Sadowska & Katarzyna Chudy-Laskowska & Blanka Gosik - 1-16 An Optimal Tail Selection in Risk Measurement
by Małgorzata Just & Krzysztof Echaust - 1-16 Cumulative Prospect Theory Version with Fuzzy Values of Outcome Estimates
by Oleg Uzhga-Rebrov & Peter Grabusts - 1-17 Forecasting in Small Business Management
by Jerzy Witold Wiśniewski - 1-18 The Role of Information in Assessing the Risk of Conducting Bankruptcy Proceedings
by Michał Baran & Kinga Bauer - 1-23 Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk
by Catalina Bolancé & Montserrat Guillen - 1-24 Matrix-Tilted Archimedean Copulas
by Marius Hofert & Johanna F. Ziegel - 1-25 Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model
by Julia Eisenberg & Lukas Fabrykowski & Maren Diane Schmeck - 1-32 The Outlines of a Possible Pension System Funded with Human Capital
by József Banyár
March 2021, Volume 9, Issue 4
- 1-19 Synthetic Dataset Generation of Driver Telematics
by Banghee So & Jean-Philippe Boucher & Emiliano A. Valdez - 1-19 Household’s Overindebtedness during the COVID-19 Crisis: The Role of Debt and Financial Literacy
by Łukasz Kurowski - 1-21 Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility
by Yumo Zhang - 1-28 Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits
by Cláudia Simões & Luís Oliveira & Jorge M. Bravo - 1-35 Risk of Increased Acceptance for Organizational Nepotism and Cronyism during the COVID-19 Pandemic
by Grzegorz Ignatowski & Łukasz Sułkowski & Bartłomiej Stopczyński
March 2021, Volume 9, Issue 3
- 1-10 Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models
by Anthony Medford - 1-14 Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland
by Błażej Prusak & Marcin Potrykus - 1-15 Risk Assessment for Personalized Health Insurance Based on Real-World Data
by Aristodemos Pnevmatikakis & Stathis Kanavos & George Matikas & Konstantina Kostopoulou & Alfredo Cesario & Sofoklis Kyriazakos - 1-15 Recruitment of Employees—Assumptions of the Risk Model
by Halina Sobocka-Szczapa - 1-16 Regularization of Autoencoders for Bank Client Profiling Based on Financial Transactions
by Andrey Filchenkov & Natalia Khanzhina & Arina Tsai & Ivan Smetannikov - 1-19 Applications of Clustering with Mixed Type Data in Life Insurance
by Shuang Yin & Guojun Gan & Emiliano A. Valdez & Jeyaraj Vadiveloo - 1-20 A Machine Learning Approach for Micro-Credit Scoring
by Apostolos Ampountolas & Titus Nyarko Nde & Paresh Date & Corina Constantinescu - 1-22 Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide
by Fabrizio Culotta - 1-28 Financial Transactions Using FINTECH during the Covid-19 Crisis in Bulgaria
by Ivanka Vasenska & Preslav Dimitrov & Blagovesta Koyundzhiyska-Davidkova & Vladislav Krastev & Pavol Durana & Ioulia Poulaki - 1-28 Assessing the Performance of Random Forests for Modeling Claim Severity in Collision Car Insurance
by Yves Staudt & Joël Wagner - 1-32 Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model
by Simon Schnürch & Torsten Kleinow & Ralf Korn - 1-33 Alleviating Class Imbalance in Actuarial Applications Using Generative Adversarial Networks
by Kwanda Sydwell Ngwenduna & Rendani Mbuvha - 1-40 Quantifying the Role of Occurrence Losses in Catastrophe Excess of Loss Reinsurance Pricing
by Shree Khare & Keven Roy
January 2021, Volume 9, Issue 2
- 1-5 Acknowledgment to Reviewers of Risks in 2020
by Risks Editorial Office - 1-19 What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains
by Keijo Kohv & Oliver Lukason
February 2021, Volume 9, Issue 2
- 1-13 Tail Risk and Extreme Events: Connections between Oil and Clean Energy
by Elisa Di Febo & Matteo Foglia & Eliana Angelini - 1-15 Developing a Risk Model for Assessment and Control of the Spread of COVID-19
by Usama H. Issa & Ashraf Balabel & Mohammed Abdelhakeem & Medhat M. A. Osman - 1-16 Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
by Luca Di Persio & Matteo Garbelli & Kai Wallbaum - 1-16 Cardless Banking System in Malaysia: An Extended TAM
by Qaisar Ali & Shazia Parveen & Hakimah Yaacob & Zaki Zaini - 1-17 Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care
by Manuel L. Esquível & Gracinda R. Guerreiro & Matilde C. Oliveira & Pedro Corte Real