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Banking union and single market : consistent setup and risk mitigation
Tressel, Thierry - In: From fragmentation to financial integration in Europe, (pp. 169-192). 2014
Persistent link: https://www.econbiz.de/10010356348
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Bounds in Bank Regulation
Kim, Sung Eun (Summer) - 2015
make the argument that more bounds can and should be used in bank regulation, first, by showing that the banking …
Persistent link: https://www.econbiz.de/10013011337
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Risk-return optimization with different risk-aggregation strategies
Uryasev, Stan; Theiler, Ursula A.; Serraino, Gaia - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10003953347
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Modelling banking sector stability with multicriteria approaches
Gaganis, Chrysovalantis; Pasiouras, Fotios; Doumpos, Michael - In: Optimization letters 4 (2010) 4, pp. 543-558
Persistent link: https://www.econbiz.de/10008660520
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Contributions to credit portfolio modeling and optimization
Onwunta, Akwum - 2011
Persistent link: https://www.econbiz.de/10008935882
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A primer on moral-hazard models
Prescott, Edward Simpson - In: Economic quarterly 85 (1999) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10001417687
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Modelling Banking Sector Stability with Multicriteria Approaches
Gaganis, Chrysovalantis - 2012
Banking crises can be damaging for the economy, and as the recent experience has shown, nowadays they can spread rapidly across the globe with contagious effects. Therefore, the assessment of the stability of the banking sectors is important for regulators, depositors, investors and the general...
Persistent link: https://www.econbiz.de/10013116499
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A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016
Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the … valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance … liabilities as closely as possible. We minimize the L1 error between the discounted life insurance liability cash flows and the …
Persistent link: https://www.econbiz.de/10011515725
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Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints
Kaucic, Massimiliano; Daris, Roberto - In: Risks : open access journal 3 (2015) 3, pp. 390-419
experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance …
Persistent link: https://www.econbiz.de/10011402555
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Analyzing firm performance in the insurance industry using frontier efficiency methods
Cummins, John David; Weiss, Mary A. - 1998
Persistent link: https://www.econbiz.de/10001424379