The literature on capital allocation is biased towards an asset modeling framework rather than an actuarial framework … should be based on a Lévy process. It discusses the impact of different loss models on marginal capital allocations. It shows … that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how parameter risk …

a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … estimated amount of capital and account for it in their pricing. …

execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between …Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate … risk and return in optimal execution should reflect the same risk preferences as in ordinary investment. The paper develops …

execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between …Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate … risk and return in optimal execution should reflect the same risk preferences as in ordinary investment. The paper develops …

, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …