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Solvency prediction for property-liability insurance companies : evidence from the financial crisis

Rauch, Jannes; Wende, Sabine - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 1, pp. 47-65

Persistent link: https://www.econbiz.de/10011280103

Regulatory solvency prediction in property-liability insurance : risk-based capital, audit ratios, and cash flow simulation

Cummins, John David; Grace, Martin Francis; Phillips, … - 1998

Persistent link: https://www.econbiz.de/10000995941

Quantile methods for financial risk management

Schaumburg, Julia - 2013

This thesis develops new methods to assess two types of financial risk. Market risk is defined as the risk of losing money due to drops in the values of asset portfolios. Systemic risk refers to the breakdown risk for the financial system induced by the distress of individual companies. During...

Persistent link: https://www.econbiz.de/10009783478

The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach

Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 52 (2020) 5, pp. 528-536

Persistent link: https://www.econbiz.de/10012197432

The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach

Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10011804281

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables

Hernandez Tinoco, Mario; Wilson, Nicholas - In: International review of financial analysis 30 (2013), pp. 394-419

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The effect of national culture on financial distress prediction modelling : evidence from European countries

Laitinen, Erkki K.; Suvas, Arto - In: International journal of accounting and finance 6 (2016) 4, pp. 299-318

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Using fundamental, market and macroeconomic variables to predict financial distress : a study of companies listed on the Johannesburg Stock Exchange

Sabela, Sibusiso W.; Brummer, Leon M.; Hall, John; … - In: Journal of economic and financial sciences : JEF 11 (2018) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012017398

Predicting financial distress of Chinese listed companies using a novel hybrid model framework with an imbalanced-data perspective

Zhang, Tong; Zhao, Zhichong - In: The journal of risk model validation 16 (2022) 1, pp. 23-52

Persistent link: https://www.econbiz.de/10014540541

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