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Content
February 2024, Volume 12, Issue 2
- 1-33 Pricing Life Contingencies Linked to Impaired Life Expectancies Using Intuitionistic Fuzzy Parameters
by Jorge de Andrés-Sánchez - 1-36 The Impacts of CAP Subsidies on the Financial Risk and Resilience of Hungarian Farms, 2014–2021
by Péter Szálteleki & Gabriella Bánhegyi & Zsuzsanna Bacsi - 1-42 Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms
by Ionuț Nica & Ștefan Ionescu & Camelia Delcea & Nora Chiriță
January 2024, Volume 12, Issue 2
- 1-13 Enhancing Sell-Type Home Reversion Products for Retirement Financing
by Koon Shing Kwong & Jing Rong Goh & Ting Lin Collin Chua - 1-15 Risk Management in Islamic Banking: The Impact of Financial Technologies through Empirical Insights from the UAE
by Mohamed Al Hammadi & Juan Antonio Jimber-Del Río & María Salomé Ochoa-Rico & Orlando Arencibia Montero & Arnaldo Vergara-Romero - 1-17 Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization
by Ivica Turkalj & Mohammad Assadsolimani & Markus Braun & Pascal Halffmann & Niklas Hegemann & Sven Kerstan & Janik Maciejewski & Shivam Sharma & Yuanheng Zhou - 1-23 The Role of Artificial Intelligence Technology in Predictive Risk Assessment for Business Continuity: A Case Study of Greece
by Stavros Kalogiannidis & Dimitrios Kalfas & Olympia Papaevangelou & Grigoris Giannarakis & Fotios Chatzitheodoridis - 1-23 Impact Assessment of Climate Change on Hailstorm Risk in Spanish Wine Grape Crop Insurance: Insights from Linear and Quantile Regressions
by Nan Zhou & José L. Vilar-Zanón - 1-26 Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market
by Sudeesha Warunasinghe & Anatoliy Swishchuk - 1-28 Responsible Innovations as Tools for the Management of Financial Risks to Projects of High-Tech Companies for Their Sustainable Development
by Elena G. Popkova & Muxabbat F. Xakimova & Marija A. Troyanskaya & Elena S. Petrenko & Olga V. Fokina - 1-29 Stochastic Claims Reserve in the Healthcare System: A Methodology Applied to Italian Data
by Claudio Mazzi & Angelo Damone & Andrea Vandelli & Gastone Ciuti & Milena Vainieri - 1-33 A Generalized Linear Model and Machine Learning Approach for Predicting the Frequency and Severity of Cargo Insurance in Thailand’s Border Trade Context
by Praiya Panjee & Sataporn Amornsawadwatana
January 2024, Volume 12, Issue 1
- 1-15 Multivariate Spectral Backtests of Forecast Distributions under Unknown Dependencies
by Janine Balter & Alexander J. McNeil - 1-16 A Hybrid Model for Forecasting Realized Volatility Based on Heterogeneous Autoregressive Model and Support Vector Regression
by Yue Zhuo & Takayuki Morimoto - 1-17 Centrality-Based Equal Risk Contribution Portfolio
by Shreya Patki & Roy H. Kwon & Yuri Lawryshyn - 1-17 Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences
by Pierpaolo Angelini - 1-19 Socially Responsible Investment Funds—An Analysis Applied to Funds Domiciled in the Portuguese and Spanish Markets
by Luísa Carvalho & Carlos Mota & Patrícia Ramos - 1-19 The Moderating Role of Corporate Governance in the Relationship between Leverage and Firm Value: Evidence from the Korean Market
by Ana Belén Tulcanaza-Prieto & Younghwan Lee & Wendy Anzules-Falcones - 1-21 Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates
by Aimee Jean Batoon & Edit Rroji - 1-26 Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics
by Alexandra Dias - 1-27 Credibility Distribution Estimation with Weighted or Grouped Observations
by Georgios Pitselis
December 2023, Volume 12, Issue 1
- 1-14 Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach
by Yining Feng & Shuanming Li - 1-17 Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
by Onno Boxma & Fabian Hinze & Michel Mandjes - 1-19 Equity Price Dynamics under Shocks: In Distress or Short Squeeze
by Cho-Hoi Hui & Chi-Fai Lo & Chi-Hei Liu - 1-20 Board Response to Transnational Regulation on Corporate Governance: A Case Study on EU Banking Regulation
by Seppo Ikäheimo & Eduardo Schiehll & Vikash Kumar Sinha - 1-20 Simulation of Dynamic Performance of DeFi Protocol Based on Historical Crypto Market Behavior
by Iveta Grigorova & Aleksandar Karamfilov & Radostin Merakov & Aleksandar Efremov - 1-20 Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees
by Junsen Tang - 1-22 On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science
by Emilio Gómez-Déniz & Enrique Calderín-Ojeda
December 2023, Volume 11, Issue 12
- 1-9 The Estimation of Risk Premia with Omitted Variable Bias: Evidence from China
by Jie Mao & Tianliang Xia - 1-13 Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility
by Rhenan G. S. Queiroz & Sergio A. David - 1-15 From Transition Risks to the Relationship between Carbon Emissions, Economic Growth, and Renewable Energy
by Elisa Di Febo & Eliana Angelini & Tu Le - 1-17 The Applications of Generalized Poisson Regression Models to Insurance Claim Data
by Pouya Faroughi & Shu Li & Jiandong Ren - 1-18 Asymmetric Effects of Tax Competition on FDI vs. Budget Balance in European OECD Economies: Heterogeneous Panel Approach
by Marina Beljić & Olgica Glavaški & Emilija Beker Pucar & Stefan Stojkov & Jovica Pejčić - 1-21 Bidual Representation of Expectiles
by Alejandro Balbás & Beatriz Balbás & Raquel Balbás & Jean-Philippe Charron - 1-22 Enhancing Sustainable Finance through Green Hydrogen Equity Investments: A Multifaceted Risk-Return Analysis
by Cristiana Tudor - 1-24 Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk
by Roman N. Makarov - 1-24 Financial Stress and COVID-19: A Comprehensive Analysis of the Factors Associated with the Pandemic
by Keewon Moon & Wookjae Heo & Jae Min Lee & John E. Grable - 1-27 Consumer Preferences for Health Services Offered by Health Insurance Companies in Germany
by Raphael Schilling & Milena Pavlova & Andrea Karaman - 1-31 Stochastic Chain-Ladder Reserving with Modeled General Inflation
by Massimo De Felice & Franco Moriconi - 1-36 Effectiveness of Green Bonds in Selected CEE Countries: Analysis of Similarities
by Maria Czech & Monika Hadaś-Dyduch & Blandyna Puszer
November 2023, Volume 11, Issue 12
- 1-14 Inconsistency in Managers’ Disclosure Tone: The Signalling Perspective
by Azam Pouryousof & Farzaneh Nassirzadeh & Davood Askarany - 1-18 On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
by Shuai Yang & Kenneth Q. Zhou - 1-18 Disentangling Trend Risk and Basis Risk with Functional Time Series
by Yanxin Liu & Johnny Siu-Hang Li - 1-24 Research on the Impact of Digital Inclusive Finance on the Financial Vulnerability of Aging Families
by Xingqi Wang & Zhenhua Mao - 1-25 Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing
by Huijing Li & Rui Zhou & Min Ji
November 2023, Volume 11, Issue 11
- 1-14 Market Reaction to Delisting Announcements in Frontier Markets: Evidence from the Vietnam Stock Market
by Loc Dong Truong & H. Swint Friday & Tran My Ngo - 1-16 Claims Modelling with Three-Component Composite Models
by Jackie Li & Jia Liu - 1-17 Copula Models of COVID-19 Mortality in Minnesota and Wisconsin
by Xianhui Lei & Arkady Shemyakin - 1-17 Discovering Intraday Tail Dependence Patterns via a Full-Range Tail Dependence Copula
by Lei Hua - 1-17 Risk-Based Assessment of the Performance of Territorial Bodies of the Federal Treasury of the Russian Federation
by Elena A. Fedchenko & Lyubov V. Gusarova & Inna M. Vankovich & Alexander S. Lozhechko & Anastasia A. Lysenko - 1-18 Country Risk and Financial Stability: A Focus on Commercial Banks in Africa
by Damilola Oyetade & Paul-Francois Muzindutsi - 1-18 Domain Knowledge Features versus LASSO Features in Predicting Risk of Corporate Bankruptcy—DEA Approach
by Martina Mokrišová & Jarmila Horváthová - 1-19 Unveiling the Role of Investment Tangibility on Financial Leverage: Insights from African-Listed Firms
by Edson Vengesai - 1-20 Coupled Price–Volume Equity Models with Auto-Induced Regime Switching
by Manuel L. Esquível & Nadezhda P. Krasii & Pedro P. Mota & Victoria V. Shamraeva - 1-21 New Classes of Distortion Risk Measures and Their Estimation
by Jungsywan H. Sepanski & Xiwen Wang - 1-26 Macroeconomic Risks and Monetary Policy in Central European Countries: Parallels in the Czech Republic, Hungary, and Poland
by István Ábel & Pierre Siklos - 1-30 Empirical Testing of Models of Autoregressive Conditional Heteroscedasticity Used for Prediction of the Volatility of Bulgarian Investment Funds
by Mariana Petrova & Teodor Todorov - 1-32 Toward Sustainable Development: Assessing the Effects of Financial Contagion on Human Well-Being in Romania
by Ionuț Nica & Irina Georgescu & Camelia Delcea & Nora Chiriță
October 2023, Volume 11, Issue 11
- 1-9 The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States
by Xin Sheng & Rangan Gupta & Qiang Ji - 1-17 Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data
by Qian Zhao & Sahadeb Upretee & Daoping Yu - 1-22 Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries
by Yu-Fen Chen & Thomas Chinan Chiang & Fu-Lai Lin - 1-27 The Dynamic Endogeneity Issue between Corporate Ownership Structure and Real-Based Earnings Manipulation in an Emerging Market: Advanced Dynamic Panel Model
by Eman Fathi Attia & Messaoud Mehafdi - 1-28 Model Error (or Ambiguity) and Its Estimation, with Particular Application to Loss Reserving
by Greg Taylor & Gráinne McGuire - 1-37 Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves
by Anas Abdallah & Lan Wang - 1-43 Business Risks in COVID-19 Crisis Dataset Modeling: Regulatory vs. Marketing Tools of Risk Management
by Shakhlo T. Ergasheva & Azizkhan A. Tillyakhodjaev & Yokutxon K. Karrieva & Elena G. Popkova & Zhanna V. Gornostaeva
September 2023, Volume 11, Issue 10
- 1-18 Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation
by Loretta Mastroeni & Alessandro Mazzoccoli & Maurizio Naldi - 1-21 Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?
by Miguel Santolino - 1-22 An Exponentiality Test of Fit Based on a Tail Characterization against Heavy and Light-Tailed Alternatives
by Alex Karagrigoriou & Ioannis Mavrogiannis & Georgia Papasotiriou & Ilia Vonta - 1-26 Multifactor Risk Attribution Applied to Systemic, Climate and Geopolitical Tail Risks for the Eurozone Banking Sector
by Giulia Bettin & Gian Marco Mensi & Maria Cristina Recchioni - 1-31 FMEA Model in Risk Analysis for the Implementation of AGV/AMR Robotic Technologies into the Internal Supply System of Enterprises
by Yuriy Bekishev & Zhanna Pisarenko & Vladislav Arkadiev - 1-39 Discretionary Extensions to Unemployment Insurance Compensation and Some Potential Costs for a McCall Worker
by Rich Ryan - 1-41 A Semi-Static Replication Method for Bermudan Swaptions under an Affine Multi-Factor Model
by Jori Hoencamp & Shashi Jain & Drona Kandhai
October 2023, Volume 11, Issue 10
- 1-12 Taguchi Risk and Process Capability
by Alexandru Isaic-Maniu & Irina-Maria Dragan & Ana-Maria Grigore & Florentina Constantin - 1-13 Risk Structure of Banks in Spain: Do BHCs Have Greater Cost of Debt?
by Natalia Boliari & Kudret Topyan & Chia-Jane Wang - 1-15 GARMA, HAR and Rules of Thumb for Modelling Realized Volatility
by David Edmund Allen & Shelton Peiris - 1-15 Internet of Things and Big Data Analytics for Risk Management in Digital Tourism Ecosystems
by Petya Popova & Kremena Marinova & Veselin Popov - 1-17 Comparative Analysis of Machine Learning Models for Bankruptcy Prediction in the Context of Pakistani Companies
by Domicián Máté & Hassan Raza & Ishtiaq Ahmad - 1-18 An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies
by Hemendra Gupta & Rashmi Chaudhary - 1-19 Mapping Risks Faced by Startup Investors: An Approach Based on the Apriori Algorithm
by Claudio Roberto Silva Júnior & Julio Cezar Mairesse Siluk & Alvaro Luis Neuenfeldt-Júnior & Matheus Binotto Francescatto & Cláudia de Freitas Michelin - 1-20 Determinants of Cash Distribution Options in South African Listed Firms: An Empirical Analysis of Earnings, Company Size, and Economic Value Added
by Ntungufhadzeni Freddy Munzhelele & Ayodeji Michael Obadire - 1-25 Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options
by Federico Maglione & Maria Elvira Mancino - 1-29 Microinsurance and Economic Growth in Africa
by Tsvetanka Karagyozova - 1-32 A Three-Factor Market Model for Incorporating Explicit General Inflation in Non-Life Claims Reserving
by Franco Moriconi
September 2023, Volume 11, Issue 9
- 1-10 Cyber Risk Contagion
by Arianna Agosto & Paolo Giudici - 1-11 Fraud Detection in Healthcare Insurance Claims Using Machine Learning
by Eman Nabrawi & Abdullah Alanazi - 1-14 Pump It: Twitter Sentiment Analysis for Cryptocurrency Price Prediction
by Vladyslav Koltun & Ivan P. Yamshchikov - 1-14 Some Stochastic Orders over an Interval with Applications
by Lazaros Kanellopoulos - 1-15 Effect of Macroeconomic Dynamics on Bank Asset Quality under Different Market Conditions: Evidence from Ghana
by Richard Apau & Athenia Sibindi & Leward Jeke - 1-19 Machine Learning in Forecasting Motor Insurance Claims
by Thomas Poufinas & Periklis Gogas & Theophilos Papadimitriou & Emmanouil Zaganidis - 1-20 Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting
by Carina Clemente & Gracinda R. Guerreiro & Jorge M. Bravo - 1-22 Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities
by Anatoliy Swishchuk & Sebastian Franco - 1-29 Assessing ChatGPT’s Proficiency in Quantitative Risk Management
by Marius Hofert
August 2023, Volume 11, Issue 9
- 1-14 The Role of Internal Auditing in Improving the Accounting Information System in Jordanian Banks by Using Organizational Commitment as a Mediator
by Mo’taz Kamel Al Zobi & Baker Akram Falah Jarah - 1-14 Optimal Cyber Security Investment in a Mixed Risk Management Framework: Examining the Role of Cyber Insurance and Expenditure Analysis
by Alessandro Mazzoccoli - 1-23 Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
by Wanying Fu & Barry R. Smith & Patrick Brewer & Sean Droms - 1-27 Bayesian Inference for the Loss Models via Mixture Priors
by Min Deng & Mostafa S. Aminzadeh - 1-28 Pricing Pandemic Bonds under Hull–White & Stochastic Logistic Growth Model
by Vajira Manathunga & Linmiao Deng - 1-44 Risks for Companies during the COVID-19 Crisis: Dataset Modelling and Management through Digitalisation
by Tatiana V. Skryl & Elena B. Gerasimova & Yuliya V. Chutcheva & Sergey V. Golovin
July 2023, Volume 11, Issue 8
- 1-12 The Effect of COVID-19 Transmission on Cryptocurrencies
by Nesrine Dardouri & Abdelkader Aguir & Mounir Smida
August 2023, Volume 11, Issue 8
- 1-12 Trinomial: Return-Risk and Sustainability: Is Sustainability Valued by Investors? A Choice Experiment for Spanish Investors Applied to SDG 12
by Carlos Díaz-Caro & Eva Crespo-Cebada & Borja Encinas Goenechea & Ángel-Sabino Mirón Sanguino - 1-13 The Relationship between Innovation and Risk Taking: The Role of Firm Performance
by Yuni Pristiwati Noer Widianingsih & Doddy Setiawan & Y. Anni Aryani & Evi Gantyowati - 1-16 Distributed Least-Squares Monte Carlo for American Option Pricing
by Lu Xiong & Jiyao Luo & Hanna Vise & Madison White - 1-19 Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model
by Yifan Tang & Conghua Wen & Chengxiu Ling & Yuqing Zhang - 1-22 On the Diversification Effect in Solvency II for Extremely Dependent Risks
by Yongzhao Chen & Ka Chun Cheung & Sheung Chi Phillip Yam & Fei Lung Yuen & Jia Zeng - 1-24 Technical Analysis, Fundamental Analysis, and Ichimoku Dynamics: A Bibliometric Analysis
by Luís Almeida & Elisabete Vieira - 1-27 Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures
by Alexandre Carbonneau & Frédéric Godin - 1-27 Understanding Key Drivers of Participant Cash Flows for Individually Managed Stable Value Funds
by Behzad Alimoradian & Jeffrey Jakubiak & Stephane Loisel & Yahia Salhi - 1-30 Pricing of Pseudo-Swaps Based on Pseudo-Statistics
by Sebastian Franco & Anatoliy Swishchuk - 1-30 Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada
by Anatoliy Swishchuk - 1-37 Co-Movement and Performance Comparison of Conventional and Islamic Stock Indices during the Pre- and Post-COVID-19 Pandemic Era
by Muhammad Alamgir & Ming-Chang Cheng - 1-39 A Hyperbolic Bid Stack Approach to Electricity Price Modelling
by Krisztina Katona & Christina Sklibosios Nikitopoulos & Erik Schlögl
June 2023, Volume 11, Issue 7
- 1-12 Thermodynamic Approach to the Discount Rate and Discounted Cash Flow Method
by Mieczysław Dobija & Jurij Renkas - 1-13 Risk Management in Electricity Markets: Dominant Topics and Research Trends
by Adriana A. Londoño & Juan D. Velásquez - 1-17 Correlation Pitfalls with ChatGPT: Would You Fall for Them?
by Marius Hofert - 1-17 Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins
by Perry Sadorsky & Irene Henriques - 1-18 Assessing the Impact of Syrian Refugee Influx on the Jordanian Stock Exchange Market
by Nadia Al-Rousan & Dana Al-Najjar & Hazem Al-Najjar - 1-20 Multiscale Volatility Analysis for Noisy High-Frequency Prices
by Tim Leung & Theodore Zhao
July 2023, Volume 11, Issue 7
- 1-2 The Risk Landscape in the Digital Transformation of Finance and Insurance
by Ramona Rupeika-Apoga & Pierpaolo Marano - 1-3 Special Issue “Actuarial Mathematics and Risk Management”
by Annamaria Olivieri - 1-8 Credit Scoring for Peer-to-Peer Lending
by Daniel Felix Ahelegbey & Paolo Giudici - 1-14 Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR
by Pedro Coelho & Luís Gomes & Patrícia Ramos - 1-15 Cox-Based and Elliptical Telegraph Processes and Their Applications
by Anatoliy Pogorui & Anatoly Swishchuk & Ramón M. Rodríguez-Dagnino & Alexander Sarana - 1-15 Is Additional CEO Remuneration a Performance Driver? DAX CEOs Evidence
by Magali Costa & Inês Lisboa & René Marzinzik - 1-15 Power Laws and Inequalities: The Case of British District House Price Dispersion
by David Paul Gray - 1-16 Predicting Stock Market Volatility Using MODWT with HyFIS and FS.HGD Models
by Abdullah H. Alenezy & Mohd Tahir Ismail & Sadam Al Wadi & Jamil J. Jaber - 1-17 AutoReserve: A Web-Based Tool for Personal Auto Insurance Loss Reserving with Classical and Machine Learning Methods
by Lu Xiong & Vajira Manathunga & Jiyao Luo & Nicholas Dennison & Ruicheng Zhang & Zhenhai Xiang - 1-18 The Silicon Valley Bank Failure: Application of Benford’s Law to Spot Abnormalities and Risks
by Anurag Dutta & Liton Chandra Voumik & Lakshmanan Kumarasankaralingam & Abidur Rahaman & Grzegorz Zimon - 1-18 Cryptocurrency Trading and Downside Risk
by Farhat Iqbal & Mamoona Zahid & Dimitrios Koutmos - 1-18 On the Identification of the Riskiest Directional Components from Multivariate Heavy-Tailed Data
by Miriam Hägele & Jaakko Lehtomaa - 1-19 Financial Inclusion and Sustainable Growth in North African Firms: A Dynamic-Panel-Threshold Approach
by Wafa Khémiri & Ahmed Chafai & Faizah Alsulami - 1-19 Earnings Management and Sustainability Reporting Disclosure: Some Insights from Indonesia
by Sri Ningsih & Khusnul Prasetyo & Novi Puspitasari & Suham Cahyono & Khairul Anuar Kamarudin - 1-20 Dataset Analysis of the Risks for Russian IT Companies Amid the COVID-19 Crisis
by Tatiana M. Vorozheykina & Aleksei Yu. Shchetinin & Galina N. Semenova & Maria A. Vakhrushina - 1-21 Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers
by Vanessa Hanna & Pierre Devolder - 1-26 Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit
by Qian Xiong & Zuoxiang Peng & Saralees Nadarajah - 1-30 Estimating the Acceptance Probabilities of Consumer Loan Offers in an Online Loan Comparison and Brokerage Platform
by Renatas Špicas & Airidas Neifaltas & Rasa Kanapickienė & Greta Keliuotytė-Staniulėnienė & Deimantė Vasiliauskaitė - 1-31 Building a Macroeconomic Simulator with Multi-Layered Supplier–Customer Relationships
by Takahiro Obata & Jun Sakazaki & Setsuya Kurahashi
May 2023, Volume 11, Issue 6
- 1-16 The Generalised Pareto Distribution Model Approach to Comparing Extreme Risk in the Exchange Rate Risk of BitCoin/US Dollar and South African Rand/US Dollar Returns
by Thabani Ndlovu & Delson Chikobvu - 1-20 Estimating Territory Risk Relativity Using Generalized Linear Mixed Models and Fuzzy C -Means Clustering
by Shengkun Xie & Chong Gan - 1-22 Context-Based and Adaptive Cybersecurity Risk Management Framework
by Henock Mulugeta Melaku
June 2023, Volume 11, Issue 6
- 1-14 Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies
by Daniele Mancinelli & Immacolata Oliva - 1-15 Investigating Causes of Model Instability: Properties of the Prediction Accuracy Index
by Ross Taplin - 1-15 Uncovering Hidden Insights with Long-Memory Process Detection: An In-Depth Overview
by Hossein Hassani & Masoud Yarmohammadi & Leila Marvian Mashhad - 1-16 A Guaranteed-Return Structured Product as an Investment Risk-Hedging Instrument in Pension Savings Plans
by Zvika Afik & Elroi Hadad & Rami Yosef - 1-17 The Relationship between Capital Structure and Firm Performance: The Moderating Role of Agency Cost
by Amanj Mohamed Ahmed & Deni Pandu Nugraha & István Hágen - 1-22 ESG Disclosure and Firm Performance: An Asset-Pricing Approach
by Vinay Khandelwal & Prashant Sharma & Varun Chotia - 1-23 Regulation and De-Risking: Theoretical and Empirical Insights
by Lawrence Haar & Andros Gregoriou - 1-23 Big Data Analytics to Support Open Innovation Strategies in Banks
by Tasya Aspiranti & Qaisar Ali & Ima Amaliah - 1-23 On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model
by Roman V. Ivanov - 1-24 On Valuation and Investments of Pension Plans in Discrete Incomplete Markets
by Michail Anthropelos & Evmorfia Blontzou - 1-28 The Explanatory Factors of Risk Disclosure in the Integrated Reports of Listed Entities in Brazil
by Fabio Albuquerque & Eveline Monteiro & Maria Albertina Barreiro Rodrigues - 1-32 Do Behavioral Biases Affect Investors’ Investment Decision Making? Evidence from the Pakistani Equity Market
by Zain UI Abideen & Zeeshan Ahmed & Huan Qiu & Yiwei Zhao
April 2023, Volume 11, Issue 5
- 1-3 Special Issue “Data Science in Insurance”
by Gian Paolo Clemente & Francesco Della Corte & Nino Savelli & Diego Zappa - 1-15 Assessing the Causality Relationship between the Geopolitical Risk Index and the Agricultural Commodity Markets
by Joseph Micallef & Simon Grima & Jonathan Spiteri & Ramona Rupeika-Apoga - 1-18 Pricing Kernels and Risk Premia implied in Bitcoin Options
by Julian Winkel & Wolfgang Karl Härdle - 1-20 Developing a System for Monitoring Human Resource Risks in a Digital Economy
by Ivan Babkin & Valentina Pulyaeva & Irina Ivanova & Yulya Veys & Guljakhon Makhmudova - 1-24 Sparse Modeling Approach to the Arbitrage-Free Interpolation of Plain-Vanilla Option Prices and Implied Volatilities
by Daniel Guterding - 1-26 Estimating the Value-at-Risk by Temporal VAE
by Robert Buch & Stefanie Grimm & Ralf Korn & Ivo Richert - 1-32 Economic Consequences of Greylisting by the Financial Action Task Force
by Louis de Koker & John Howell & Nicholas Morris
May 2023, Volume 11, Issue 5
- 1-11 Prospect Theory and the Favorite Long-Shot Bias in Baseball
by James Nutaro - 1-13 A Compound Up-and-In Call like Option for Wind Projects Pricing
by Michele Bufalo & Antonio Di Bari & Giovanni Villani - 1-16 Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector
by Chekani Nkwaira & Huibrecht Margaretha Van der Poll - 1-16 A Survey on AI Implementation in Finance, (Cyber) Insurance and Financial Controlling
by Aleksandrina Aleksandrova & Valentina Ninova & Zhelyo Zhelev - 1-17 A Non-Performing Loans (NPLs) Portfolio Pricing Model Based on Recovery Performance: The Case of Greece
by Alexandra Z. Marouli & Eugenia N. Giannini & Yannis D. Caloghirou - 1-18 BeVIXed: Trading Fear in the Volatility Complex
by Chakravarthy Varadarajan & Klaus R. Schenk-Hoppé - 1-18 A Diversification Framework for Multiple Pairs Trading Strategies
by Kiseop Lee & Tim Leung & Boming Ning - 1-19 The COVID-19 Crises: The Threats, Uncertainties and Risks in Entrepreneurial Development
by Nadia Abdelhamid Abdelmegeed Abdelwahed & Bahadur Ali Soomro - 1-20 How to Gain Confidence in the Results of Internal Risk Models? Approaches and Techniques for Validation
by Michel Dacorogna - 1-22 Methodology for Environmental Risk Analysis Based on Intuitionistic Fuzzy Values
by Oleg Uzhga-Rebrov & Peter Grabusts - 1-27 COVID-19 Media Chatter and Macroeconomic Reflectors on Black Swan: A Spanish and Indian Stock Markets Comparison
by Indranil Ghosh & Esteban Alfaro-Cortés & Matías Gámez & Noelia García-Rubio - 1-33 Bankruptcy Prediction for Micro and Small Enterprises Using Financial, Non-Financial, Business Sector and Macroeconomic Variables: The Case of the Lithuanian Construction Sector
by Rasa Kanapickienė & Tomas Kanapickas & Audrius Nečiūnas - 1-36 Risk Mitigation in Agriculture in Support of COVID-19 Crisis Management
by Boris M. Leybert & Oksana V. Shmaliy & Zhanna V. Gornostaeva & Daria D. Mironova
March 2023, Volume 11, Issue 4
- 1-5 Data Analysis for Risk Management—Economics, Finance and Business: New Developments and Challenges
by Krzysztof Jajuga - 1-16 Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process
by Sebastian Baran & Corina Constantinescu & Zbigniew Palmowski - 1-16 A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks
by Luca Di Persio & Luca Prezioso & Yilun Jiang - 1-19 Validating the Financial Literacy Index of Hungarian SMEs during the COVID-19 Pandemic and the Russian–Ukrainian War
by Robert Toth & Richard Kasa & Csaba Lentner - 1-22 The Nexus of Competition, Loan Quality, and Ownership Structure for Risk-Taking Behaviour
by Syed Moudud-Ul-Huq & Md. Abdul Halim & Farid Ahammad Sobhani & Ziaul Karim & Zinnatun Nesa - 1-23 Economic Uncertainty and Firms’ Capital Structure: Evidence from China
by Chenglin Gao & Takuji W. Tsusaka - 1-24 A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan
by Eleftherios Thalassinos & Naveed Khan & Shakeel Ahmed & Hassan Zada & Anjum Ihsan
April 2023, Volume 11, Issue 4
- 1-11 Financial Risk Management of the Russian Economy during the COVID-19 Pandemic
by Sergey Kolchin & Nadezda Glubokova & Mikhail Gordienko & Galina Semenova & Milyausha Khalilova - 1-17 Machine Learning Algorithm for Mid-Term Projection of the EU Member States’ Indebtedness
by Silvia Zarkova & Dimitar Kostov & Petko Angelov & Tsvetan Pavlov & Andrey Zahariev - 1-17 Whoops! It Happened Again: Demand for Insurance That Covers Multiple Risks
by Liang Hong & Harris Schlesinger & Boyi Zhuang - 1-21 Optimizing Pension Participation in Kenya through Predictive Modeling: A Comparative Analysis of Tree-Based Machine Learning Algorithms and Logistic Regression Classifier
by Nelson Kemboi Yego & Juma Kasozi & Joseph Nkurunziza - 1-22 Heuristic Biases as Mental Shortcuts to Investment Decision-Making: A Mediation Analysis of Risk Perception
by Jinesh Jain & Nidhi Walia & Himanshu Singla & Simarjeet Singh & Kiran Sood & Simon Grima - 1-25 Underwriting Cycles in Property-Casualty Insurance: The Impact of Catastrophic Events
by Annette Hofmann & Cristina Sattarhoff - 1-25 The Impact of Intellectual Capital on the Firm Performance of Russian Manufacturing Companies
by Angi Skhvediani & Anastasia Koklina & Tatiana Kudryavtseva & Diana Maksimenko - 1-35 CEO Social Capital and the Value Relevance of Accounting Metrics
by Michael S. Luehlfing & William R. McCumber & Huan Qiu
February 2023, Volume 11, Issue 3
- 1-11 Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events
by Elroi Hadad & Tomer Shushi & Rami Yosef - 1-14 Cryptocurrencies as Gamblified Financial Assets and Cryptocasinos: Novel Risks for a Public Health Approach to Gambling
by Maira Andrade & Philip W. S. Newall - 1-15 Cryptocurrency Risks, Fraud Cases, and Financial Performance
by David S. Kerr & Karen A. Loveland & Katherine Taken Smith & Lawrence Murphy Smith - 1-21 Some Insights about the Applicability of Logistic Factorisation Machines in Banking
by Erika Slabber & Tanja Verster & Riaan de Jongh - 1-29 Current and Expected Development of Corporate Strategies for Managing Environmental Risks in Hungary
by Hajnalka Fekete-Berzsenyi & Katalin Molnárné Barna & Melinda Koczor-Keul
March 2023, Volume 11, Issue 3
- 1-15 An Analysis of the Readability of the Chairman’s Statement in South Africa
by Sinethemba Mankayi & Frank Ranganai Matenda & Mabutho Sibanda - 1-15 A Note on a Modified Parisian Ruin Concept
by Eric C. K. Cheung & Jeff T. Y. Wong - 1-15 Gender Pension Gap in EU Countries: A Between-Group Inequality Approach
by Antonio Abatemarco & Elena Lagomarsino & Maria Russolillo - 1-16 Linking Financial Performance with CEO Statements: Testing Impression Management Theory
by Lonwabo Mlawu & Frank Ranganai Matenda & Mabutho Sibanda - 1-16 A Forward-Looking IFRS 9 Methodology, Focussing on the Incorporation of Macroeconomic and Macroprudential Information into Expected Credit Loss Calculation
by Douw Gerbrand Breed & Jacques Hurter & Mercy Marimo & Matheba Raletjene & Helgard Raubenheimer & Vibhu Tomar & Tanja Verster - 1-16 Backward Deep BSDE Methods and Applications to Nonlinear Problems
by Yajie Yu & Narayan Ganesan & Bernhard Hientzsch - 1-18 Weather Conditions and Telematics Panel Data in Monthly Motor Insurance Claim Frequency Models
by Jan Reig Torra & Montserrat Guillen & Ana M. Pérez-Marín & Lorena Rey Gámez & Giselle Aguer