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Risk Management

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

Thu, 18 Jan 2018

[1]  arXiv:1801.05759 [pdf]
Title: Evaluating the role of risk networks on risk identification, classification and emergence
Comments: 21 pages, 7 Figures, 4 tables, To appear in Journal of Network Theory in Finance
Subjects: Risk Management (q-fin.RM); Computational Engineering, Finance, and Science (cs.CE); Physics and Society (physics.soc-ph)

Wed, 17 Jan 2018

[2]  arXiv:1801.05409 [pdf, other]
Title: The Influence of Seed Selection on the Solvency II Ratio
Comments: 2 figures
Subjects: Risk Management (q-fin.RM)

Mon, 15 Jan 2018

[3]  arXiv:1801.04112 [pdf, other]
Title: Regression Based Expected Shortfall Backtesting
Subjects: Risk Management (q-fin.RM)

Fri, 12 Jan 2018

[4]  arXiv:1801.03678 [pdf, ps, other]
Title: Is there a housing bubble in China
Authors: Tianhao Zhi (SYU), Zhongfei Li (SYU), Zhiqiang Jiang (ECUST), Lijian Wei (SYU), Didier Sornette (ETH Zurich)
Comments: 24 pages, 3 figures, and 10 tables
Subjects: Risk Management (q-fin.RM)

Wed, 10 Jan 2018

[5]  arXiv:1801.02935 [pdf, other]
Title: A time change strategy to model reporting delay dynamics in claims reserving
Subjects: Risk Management (q-fin.RM)
[6]  arXiv:1801.03050 (cross-list from stat.ML) [pdf, other]
Title: Sales forecasting and risk management under uncertainty in the media industry
Comments: presented at GDRR'17
Subjects: Machine Learning (stat.ML); Econometrics (econ.EM); Risk Management (q-fin.RM); Applications (stat.AP)
[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

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