This paper studies optimal property insurance in the presence of equity risk and conversion risk. Equity risk is … the risk aversion of the property owner. In contrast, conversion risk is randomness in the value the property would have …

The Value-at-Risk (VAR) measurements are widely applied to estimate exposure to market risks. The traditional …

The Value-at-Risk (VAR) measurements are widely applied to estimate exposure to market risks. The traditional …

occasional spikes. Appropriate pricing, portfolio, and risk management models have to incorporate these characteristics, and the …

) developed a non-parametric method based on binary risk classification. When the measure for the risk of a disease is ordinal or … quantitative, and possibly subject to random censoring, this method is inefficient because it requires dichotomizing the risk … with the addition or deletion of items, we can select risk-related items without specifying parametric models. The …