Report NEP-RMG-2016-06-09

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Ojo, Marianne, 2016. "Basel III and responding to the recent Financial Crisis: progress made by the Basel Committee in relation to the need for increased bank capital and increased quality of loss absorbing capital," MPRA Paper 70887, University Library of Munich, Germany, revised Apr 2016.
• Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Water-Related Disasters and Disaster Risk Management in the People's Republic of China," ADB Reports RPT157747, Asian Development Bank (ADB).
• Katrien Antonio & Els Godecharle & Robin Van Oirbeek, 2016. "A multi-state approach and flexible payment distributions for micro-level reserving in general insurance," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 540323, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
• Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
• Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2016. "What does past correlation structure tell us about the future? An answer from network filtering," Papers 1605.08908, arXiv.org.
• Outlaw, Joe & Waller, Mark & Richardson, James & Richburg, Nicholas & Russell, Levi & Welch, Mark & Falconer, Larry & Guidry, Kurt & Smith, Nathan, 2016. "Economics of Aflatoxin Risk Management in the Selected Southern States," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236001, Agricultural and Applied Economics Association.
• Luo, Rui & Fortenbery, T. Randall, 2016. "Corporate Hedging In Incomplete Markets: A Solution Under Price Transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235444, Agricultural and Applied Economics Association.
• Xiaoqing Liang & Zbigniew Palmowski, 2016. "A note on optimal expected utility of dividend payments with proportional reinsurance," Papers 1605.06849, arXiv.org, revised May 2017.
• Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2016. "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting," Papers 1605.09484, arXiv.org.
• François Legrand & Xavier Ragot, 2015. "Incomplete markets and derivative assets," SciencePo Working papers Main halshs-01513312, HAL.
• Alessandro Spelta, 2016. "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza def041, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried, 2016. "Hedging with Small Uncertainty Aversion," Papers 1605.06429, arXiv.org.