Narrow search
Showing 1 - 10 of 12,442
Cover Image
Neural network time series models for financial risk management
Virili, Francesco - 2001
Persistent link: https://www.econbiz.de/10001608000
Cover Image
About the impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard - 2011
. Utilizing real insurance data we specify, estimate and simulate various linear and nonlinear time series models for the …
Persistent link: https://www.econbiz.de/10008909530
Cover Image
Stochastic mortality model with respect to mixed fractional Poisson process : calibration and empirical analysis of long-range dependence in actuarial valuation
Jiang, Haoran; Zhang, Zhehao; Zhu, Xiaojun - In: Insurance : mathematics and economics 119 (2024), pp. 64-92
Persistent link: https://www.econbiz.de/10015067206
Cover Image
Perspective on Bank Capital Adequacy : Time-Series Analysis
Sharpe, William F. - 2010
proposed in Sharpe (quot;Bank Capital Adequacy, Deposit Insurance and Security Values,quot; June 1978) to gain information …
Persistent link: https://www.econbiz.de/10012763265
Cover Image
Perspective on Bank Capital Adequacy : Time-Series Analysis
Goodman, Laurie - 1978
proposed in Sharpe ("Bank Capital Adequacy, Deposit Insurance and Security Values," June 1978) to gain information about …
Persistent link: https://www.econbiz.de/10012478896
Cover Image
Insurability of cyber risk : an empirical analysis
Biener, Christian; Eling, Martin; Wirfs, Jan Hendrik - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 1, pp. 131-158
Persistent link: https://www.econbiz.de/10011280095
Cover Image
Common risk factors of infrastructure investments
Ben Ammar, Semir; Eling, Martin - In: Essays on alternative investments and insurance, (pp. 1-51). 2016
Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente (Aktien, Fonds und Optionen) wird die Bilanz eines...
Persistent link: https://www.econbiz.de/10011540177
Cover Image
Cyber Risk Frequency, Severity and Insurance Viability
Malavasi, Matteo; Peters, Gareth; Shevchenko, Pavel V.; … - 2021
In this study an exploration of insurance risk transfer is undertaken for the cyber insurance industry in the United … frequency and severity of cyber risk loss processes. We investigate the viability of insurance for cyber risk using a utility … two insurance questions posed in a real data driven case study analysis …
Persistent link: https://www.econbiz.de/10013322184
Cover Image
Some risk analysis problems in cyber insurance economics
Ríos Insua, David; Couce-Vieira, Aitor; Musaraj, Kreshnik - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 181-194
Persistent link: https://www.econbiz.de/10011972713