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Risk Management

Authors and titles for recent submissions

[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

Wed, 8 Nov 2017

[1]  arXiv:1711.02600 (cross-list from q-fin.GN) [pdf]
Title: The perverse incentive for insurance instruments that are derivatives: solving the jackpot problem with a clawback lien for default insurance notes
Authors: Brian P. Hanley
Comments: 10 pages, 8 figures
Subjects: General Finance (q-fin.GN); Risk Management (q-fin.RM)

Thu, 2 Nov 2017

[2]  arXiv:1711.00443 [pdf, other]
Title: Optimizing S-shaped utility and implications for risk management
Subjects: Risk Management (q-fin.RM)

Wed, 1 Nov 2017

[3]  arXiv:1710.11512 [pdf, other]
Title: Network models of financial systemic risk: A review
Comments: 33 pages, 6 figures
Subjects: Risk Management (q-fin.RM)

Tue, 31 Oct 2017

[4]  arXiv:1710.11065 [pdf, other]
Title: On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
Comments: 25 pages, 3 figures
Subjects: Risk Management (q-fin.RM); Applications (stat.AP)
[5]  arXiv:1710.10980 [pdf, ps, other]
Title: Statistical validation of financial time series via visibility graph
Subjects: Risk Management (q-fin.RM); Social and Information Networks (cs.SI); Physics and Society (physics.soc-ph); Methodology (stat.ME)
[6]  arXiv:1710.10692 [pdf, other]
Title: Research on ruin probability of risk model based on AR(1) series
Comments: 9 pages
Subjects: Risk Management (q-fin.RM); Applications (stat.AP)

Tue, 17 Oct 2017

[7]  arXiv:1710.05204 [pdf, other]
Title: Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement
Comments: 38 pages, 11 figures
Subjects: Risk Management (q-fin.RM)
[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

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