Report NEP-RMG-2018-10-29

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:

• Catalina Bolancé & Montserrat Guillén & Arelly Ornelas, 2018. "Alternative methods of estimating the longevity risk," Working Papers XREAP2018-5, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
• Antonio Di Cesare & Anna Rogantini Picco, 2018. "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers) 458, Bank of Italy, Economic Research and International Relations Area.
• Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01835164, HAL.
• Stefan Ankirchner & Christophette Blanchet-Scalliet & Nabil Kazi-Tani, 2018. "The De Vylder-Goovaerts conjecture holds true within the diffusion limit," Working Papers hal-01887402, HAL.
• Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
• Andor, Mark A. & Parmeter, Christopher & Sommer, Stephan, 2018. "Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes," Ruhr Economic Papers 770, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Waithira, Waweru Caroline, 2017. "An Analysis Of Risk Attitudes And Risk Management Strategies Among Dairy Farmers In Murang’A County, Kenya," Research Theses 276428, Collaborative Masters Program in Agricultural and Applied Economics.
• Chen, Zhenshan & Towe, Charles A., 2018. "Learning the Flood Risk," 2018 Annual Meeting, August 5-7, Washington, D.C. 274458, Agricultural and Applied Economics Association.
• Yan, Lei & Garcia, Philip, 2018. "Estimating Cost of Volatility Risk in Agricultural Commodity Markets," 2018 Annual Meeting, August 5-7, Washington, D.C. 274461, Agricultural and Applied Economics Association.
• Alexandre Brouste & Anis Matoussi & Tom Rohmer & Christophe Dutang & Vanessa Désert & Erwan Gales & Pierre Golhen & Bérengère Milleville & Willie Lekeufack, 2018. "Solvency tuned premium for a composite loss distribution," Working Papers hal-01883508, HAL.
• Bonciani, Dario & Ricci, Martino, 2018. "The global effects of global risk and uncertainty," Working Paper Series 2179, European Central Bank.
• Park, Eunchun & Maples, Josh, 2018. "Extreme Events and Serial Dependence in Commodity Prices," 2018 Annual Meeting, August 5-7, Washington, D.C. 274469, Agricultural and Applied Economics Association.
• Daniel J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.