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Content
September 2015, Volume 3, Issue 3
- 1-25 Supervising System Stress in Multiple Markets
by Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong - 1-25 The Financial Stress Index: Identification of Systemic Risk Conditions
by Mikhail V. Oet & John M. Dooley & Stephen J. Ong - 1-27 Valuation of Index-Linked Cash Flows in a Heath–Jarrow–Morton Framework
by Jonas Alm & Filip Lindskog - 1-30 Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints
by Massimiliano Kaucic & Roberto Daris
August 2015, Volume 3, Issue 3
- 1-20 Delivering Left-Skewed Portfolio Payoff Distributions in the Presence of Transaction Costs
by Jacek B Krawczyk
July 2015, Volume 3, Issue 3
- 1-13 Monopolistic Insurance and the Value of Information
by Arthur Snow - 1-16 Options with Extreme Strikes
by Lingjiong Zhu - 1-27 Best-Estimates in Bond Markets with Reinvestment Risk
by Anne MacKay & Mario V. Wüthrich - 1-28 Life Insurance Cash Flows with Policyholder Behavior
by Kristian Buchardt & Thomas Møller
May 2015, Volume 3, Issue 2
- 1-9 Rationality Parameter for Exercising American Put
by Kamille Sofie Tågholt Gad & Jesper Lund Pedersen - 1-25 Interconnectedness of Financial Conglomerates
by Gaël Hauton & Jean-Cyprien Héam - 1-27 Custom v. Standardized Risk Models
by Zura Kakushadze & Jim Kyung-Soo Liew
June 2015, Volume 3, Issue 2
- 1-15 Multiscale Analysis of the Predictability of Stock Returns
by Paweł Fiedor - 1-19 The Impact of Reinsurance Strategies on Capital Requirements for Premium Risk in Insurance
by Gian Paolo Clemente & Nino Savelli & Diego Zappa - 1-36 A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk
by Ninna Reitzel Jensen & Kristian Juul Schomacker
February 2015, Volume 3, Issue 1
- 1-16 Double Crowding-Out Effects of Means-Tested Public Provision for Long-Term Care
by Christophe Courbage & Peter Zweifel
March 2015, Volume 3, Issue 1
- 1-26 Portability, Salary and Asset Price Risk: A Continuous-Time Expected Utility Comparison of DB and DC Pension Plans
by An Chen & Filip Uzelac
January 2015, Volume 3, Issue 1
- 1-2 Acknowledgement to Reviewers of Risks in 2014
by Risks Editorial Office - 1-9 Paradox-Proof Utility Functions for Heavy-Tailed Payoffs: Two Instructive Two-Envelope Problems
by Michael R. Powers - 1-23 Inhomogeneous Long-Range Percolation for Real-Life Network Modeling
by Philippe Deprez & Rajat Subhra Hazra & Mario V. Wüthrich - 1-26 Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework
by Andreas Niemeyer
October 2014, Volume 2, Issue 4
- 1-9 A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty
by Erhan Bayraktar & Yuchong Zhang & Zhou Zhou
September 2014, Volume 2, Issue 4
- 1-14 Measuring Risk When Expected Losses Are Unbounded
by Alejandro Balbás & Iván Blanco & José Garrido - 1-18 Tail Risk in Commercial Property Insurance
by Enrico Biffis & Erik Chavez
November 2014, Volume 2, Issue 4
- 1-2 Special Issue on Risk Management Techniques for Catastrophic and Heavy-Tailed Risks
by Alejandro Balbás & José Garrido - 1-11 A Duality Result for the Generalized Erlang Risk Model
by Lanpeng Ji & Chunsheng Zhang - 1-22 A Markov Chain Model for Contagion
by Angelos Dassios & Hongbiao Zhao
December 2014, Volume 2, Issue 4
- 1-20 Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk
by Tina Engler & Ralf Korn
July 2014, Volume 2, Issue 3
- 1-11 Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk
by Vsevolod K. Malinovskii - 1-12 Random Shifting and Scaling of Insurance Risks
by Enkelejd Hashorva & Lanpeng Ji - 1-17 The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
by Marc Busse & Michel Dacorogna & Marie Kratz - 1-26 Joint Asymptotic Distributions of Smallest and Largest Insurance Claims
by Hansjörg Albrecher & Christian Y. Robert & Jef L. Teugels
September 2014, Volume 2, Issue 3
August 2014, Volume 2, Issue 3
- 1-34 Model Risk in Portfolio Optimization
by David Stefanovits & Urs Schubiger & Mario V. Wüthrich
May 2014, Volume 2, Issue 2
- 1-15 When the U.S. Stock Market Becomes Extreme?
by Sofiane Aboura - 1-16 Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims
by Siti Norafidah Mohd Ramli & Jiwook Jang - 1-24 Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee
by Morten Tolver Kronborg
April 2014, Volume 2, Issue 2
- 1-14 Initial Investigations of Intra-Day News Flow of S&P500 Constituents
by Jim Kyung-Soo Liew & Zhechao Zhou - 1-14 Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms
by Sancho Salcedo-Sanz & Leo Carro-Calvo & Mercè Claramunt & Ana Castañer & Maite Mármol - 1-25 Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands
by Evelien Bergrath & Milena Pavlova & Wim Groot - 1-29 1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future
by Didier Sornette & Peter Cauwels
June 2014, Volume 2, Issue 2
- 1-23 Demand of Insurance under the Cost-of-Capital Premium Calculation Principle
by Michael Merz & Mario V. Wüthrich
March 2014, Volume 2, Issue 1
- 1-15 Modeling Cycle Dependence in Credit Insurance
by Anisa Caja & Frédéric Planchet - 1-25 Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
by Søren Asmussen
February 2014, Volume 2, Issue 1
- 1-2 Publishing Risks
by Mogens Steffensen - 1-22 Catastrophe Insurance Modeled by Shot-Noise Processes
by Thorsten Schmidt - 1-24 An Academic Response to Basel 3.5
by Paul Embrechts & Giovanni Puccetti & Ludger Rüschendorf & Ruodu Wang & Antonela Beleraj
November 2013, Volume 1, Issue 3
- 1-14 A Risk Model with an Observer in a Markov Environment
by Hansjörg Albrecher & Jevgenijs Ivanovs - 1-18 Optimal Deterministic Investment Strategies for Insurers
by Nicole Bäuerle & Ulrich Rieder - 1-29 Optimal Dynamic Portfolio with Mean-CVaR Criterion
by Jing Li & Mingxin Xu
October 2013, Volume 1, Issue 3
- 1-20 Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates
by Marcus C. Christiansen
December 2013, Volume 1, Issue 3
- 1-14 U.S. Equity Mean-Reversion Examined
by Jim Liew & Ryan Roberts - 1-16 Impact of Climate Change on Heat Wave Risk
by Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel - 1-21 Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
by Claude Lefèvre & Philippe Picard
August 2013, Volume 1, Issue 2
- 1-12 Optimal Reinsurance: A Risk Sharing Approach
by Alejandro Balbas & Beatriz Balbas & Raquel Balbas
September 2013, Volume 1, Issue 2
- 1-24 A Welfare Analysis of Capital Insurance
by Ekaterina Panttser & Weidong Tian
March 2013, Volume 1, Issue 1
- 1-20 Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model
by Alexandru V. Asimit & Raluca Vernic & Riċardas Zitikis
May 2013, Volume 1, Issue 1
- 1-2 Surrounding Risks
by Mogens Steffensen - 1-9 Understanding the “Black Box” of Employer Decisions about Health Insurance Benefits: The Case of Depression Products
by Kathryn Rost & Airia Papadopoulos & Su Wang & Donna Marshall
January 2013, Volume 1, Issue 1
- 1-13 Early Warning to Insolvency in the Pension Fund: The French Case
by Noël Bonneuil