Similar Search Results

Covid-19 and excess mortality : an actuarial study

Delbrouck, Camille; Alonso-García, Jennifer - In: Risks : open access journal 12 (2024) 4, pp. 1-27

establish a method for the study of excess mortality due to an epidemic and to quantify these effects in the context of the …The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly … being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in …

Persistent link: https://www.econbiz.de/10014636530

Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model

Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality … projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee … mortality model, which has become a standard for projecting mortality in Belgium and the Netherlands. We calibrate this …

Persistent link: https://www.econbiz.de/10012805929

Impact of the COVID-19 pandemic on the consumer credit market in V4 countries

Czech, Maria; Puszer, Blandyna - In: Risks : open access journal 9 (2021) 12, pp. 1-19

The aim of this article is to analyse and assess the impact of the COVID-19 pandemic on the consumer credit market in the countries of the Visegrad Group (V4, i.e., the Czech Republic, Poland, Slovakia, and Hungary). There is no doubt that the pandemic has determined the amount of household debt...

Persistent link: https://www.econbiz.de/10012794253

Multivariate analysis of energy commodities during the COVID-19 pandemic : evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks : open access journal 9 (2021) 8, pp. 1-20

This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths related to COVID-19 in the United States. The...

Persistent link: https://www.econbiz.de/10012612379

Dilemmas in managing the COVID-19 crisis

Dorczak, Roman; Farnicka, Marzanna; Nowosad, Inetta - In: Risks : open access journal 9 (2021) 5, pp. 1-14

The aim of this article was to present the current research on coping with coronavirus disease 2019 (COVID-19) and, on …

Persistent link: https://www.econbiz.de/10012508794

The sovereign-bank nexus in the face of the COVID-19 pandemic outbreak : evidence from EU member states

Boitan, Iustina Alina; Marchewka-Bartkowiak, Kamilla - In: Risks : open access journal 9 (2021) 5, pp. 1-21

The major focus of this paper is on the sovereign-banks relationship following the COVID- 19 pandemic crisis outbreak, with a view to gaining an insight into banks' exposure to the sovereign. We rely on a series of complementary research approaches, such as desk research, comparative statistical...

Persistent link: https://www.econbiz.de/10012597067

Impairment of assets and market reaction during COVID-19 pandemic on the example of WSE

Lisicki, Bartłomiej - In: Risks : open access journal 9 (2021) 10, pp. 1-21

The main task of the article is to examine the impact of the reported impairment of assets (IoA) on the market reaction of investors on the Warsaw Stock Exchange [WSE] in the crisis condition caused by the COVID-19 pandemic. There is a need to verify whether the disclosure of this information in...

Persistent link: https://www.econbiz.de/10012698323

An actuarial approach for modeling pandemic risk

Hainaut, Donatien - In: Risks : open access journal 9 (2021) 1/3, pp. 1-28

timing of the epidemic peak. A second extension consists of adding a Brownian noise and a jump process to explain the erratic … evolution of the population of confirmed cases. The jump component allows for local resurgences of the epidemic. …

Persistent link: https://www.econbiz.de/10012422887

Parents' expectations about educational institutions during the pandemic : results of nationwide questionnaire research in Poland

Szczudlińska-Kanoś, Agnieszka; Marzec, Małgorzata; … - In: Risks : open access journal 10 (2022) 1, pp. 1-13

Background: The coronavirus pandemic has highlighted the problem of combining work and private life. The pandemic …

Persistent link: https://www.econbiz.de/10012805337

From the great recession to the COVID-19 pandemic : the risk of expansionary monetary policies

Echarte Fernández, Miguel Ángel; Alonso, Sergio Luis … - In: Risks : open access journal 10 (2022) 2, pp. 1-17

Central banks have been pursuing an expansionary monetary policy since before the pandemic, although the health and economic crisis of COVID-19 has boosted asset purchase programmes. After the Great Recession, a new phase began, characterised by low interest rates and liquidity injections. These...

Persistent link: https://www.econbiz.de/10012805898