Combined custom hedging : optimal design, noninsurable exposure, and operational risk management
Year of publication: |
2022
|
---|---|
Authors: | Guiotto, Paolo ; Roncoroni, Andrea |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 1, p. 38-54
|
Subject: | COVID-19 pandemic | Financial Engineering | financial product design | integrated risk management | noninsurable risk | Coronavirus | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Epidemie | Epidemic | Operationelles Risiko | Operational risk | Financial engineering |
-
Integrated risk measurement system in commercial bank
Zhevaga, Alexander, (2021)
-
Coşkun, Yener, (2013)
-
Covid-19 : implications for insurer risk management and the insurability of pandemic risk
Richter, Andreas, (2020)
- More ...
-
Shape factors and cross-sectional risk
Roncoroni, Andrea, (2010)
-
Optimal positioning in the derivative market : review, foundations, and trends
Guiotto, Paolo, (2019)
-
Theory and calibration of HJM with shape factors
Roncoroni, Andrea, (2002)
- More ...