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" (RMORSA) to improve risk-to-reward decision-making in general, and business planning in particular. This paper profiles …Insurance companies can leverage the regulatory requirement of a "Risk Management Own Risk and Solvency Assessment …
Persistent link: https://www.econbiz.de/10013100389
Simulated models suffer intrinsically from validation and comparison problems. The choice of a suitable indicator quantifying the distance between the model and the data is pivotal to model selection. However, how to validate and discriminate between alternative models is still an open problem...
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The paper examines in the laboratory how risk-taking situations are affected by the conditions of observing other …
Persistent link: https://www.econbiz.de/10013078619
-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil … analysis of profit-loss and hedging against price risk. …
Persistent link: https://www.econbiz.de/10012544443
-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil … analysis of profit-loss and hedging against price risk. …
Persistent link: https://www.econbiz.de/10012545165
Persistent link: https://www.econbiz.de/10012628398
-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil … analysis of profit-loss and hedging against price risk. …
Persistent link: https://www.econbiz.de/10012795319