In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is …

and emotional status on risk behavior in general. …

framework is model-free and allows for stresses on the output such as (a) the mean and variance, (b) any distortion risk measure … including the Value-at-Risk and Expected-Shortfall, and (c) expected utility type constraints, thus making the reverse … sensitivity analysis framework suitable for risk models. …

area of environmental, social, and corporate governance (ESG) within portfolio decisions. It considers a risk- and … ambiguity-averse investor allocating resources to a risk-free asset, a market index, a green stock, and a brown stock. The study … study contrasts ambiguity-averse investors with their non-ambiguity counterparts, revealing more cautious risk exposures …

Mean-variance portfolio optimization is more popular than optimization procedures that employ downside risk measures … results hold even if the CVaR is used, because all downside risk measures are difficult to estimate. The popularity of … variance as a measure of risk appears therefore to be rationally justified. …

This article considers an economy where risk is insurable, but selection determines the pool of individuals who take it … expenditures in the U.S. to understand the role of changes in the medical risk distribution on the fraction of Americans without … medical insurance. We find that both the level and the shape of the distribution of risk are important in determining the …

, explaining-thoroughly and in detail-the essence of these risks, and opening possibilities for highly-effective risk management. …

prospects for risk management in agriculture based on innovations to increase its crisis resilience. Using the structural … equation modelling (SEM) method, we modelled the contribution of innovations to the risk management of agriculture during the … originality of this article lies in rethinking the risks of agriculture from the standpoint of "smart" technologies as a new risk …