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Content
May 2022, Volume 10, Issue 5
- 1-19 What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis
by Siti Nurasyikin Shamsuddin & Noriszura Ismail & Nur Firyal Roslan - 1-20 The Impact of Corporate Social Responsibility and Innovative Strategies on Financial Performance
by Joana Costa & José Pedro Fonseca - 1-20 Financial Planning for Retirement: The Mediating Role of Culture
by Ahmad Ghadwan & Wan Marhaini Wan Ahmad & Mohamed Hisham Hanifa - 1-22 Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments
by Aleksandra Szymura - 1-24 Is the Financial Report Quality Important in the Default Prediction? SME Portuguese Construction Sector Evidence
by Magali Costa & Inês Lisboa & Ana Gameiro - 1-26 Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis
by Navya Jayesh Mehta & Fan Yang - 1-34 Temporal Clustering of the Causes of Death for Mortality Modelling
by Nicholas Bett & Juma Kasozi & Daniel Ruturwa
March 2022, Volume 10, Issue 4
- 1-2 Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance”
by Anna Rita Bacinello - 1-15 Algoritmic Trading System Based on State Model for Moving Average in a Binary-Temporal Representation
by Michał Dominik Stasiak - 1-23 Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System
by Pedro Guerra & Mauro Castelli & Nadine Côrte-Real - 1-24 Sovereign Credit Ratings Analysis Using the Logistic Regression Model
by Oliver Takawira & John W. Muteba Mwamba
April 2022, Volume 10, Issue 4
- 1-10 Leverage, Growth Opportunities, and Credit Risk: Evidence from Italian Innovative SMEs
by Alberto Manelli & Roberta Pace & Maria Leone - 1-10 Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data
by Jennifer S. K. Chan & S. T. Boris Choy & Udi Makov & Ariel Shamir & Vered Shapovalov - 1-11 Empirical Examination of Credit Risk Determinant of Commercial Banks in Jordan
by Mohammad Motasem ALrfai & Danilah Binti Salleh & Waeibrorheem Waemustafa - 1-13 Increasing Importance of Risk Management in the Context of Solid Waste Sphere Reforming in Russian Regions
by Viktoria Degtereva & Maria Liubarskaia & Viktoria Merkusheva & Alexey Artemiev - 1-14 Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries
by Mmakgabo Pinkie Segodi & Athenia Bongani Sibindi - 1-17 The Effect of Business Legal Form on the Perception of COVID-19-Related Disruptions by Households Running a Business
by Anna Doś & Monika Wieczorek-Kosmala & Joanna Błach - 1-17 Cryptocurrency as an Investment: The Malaysian Context
by Shangeetha Sukumaran & Thai Siew Bee & Shaista Wasiuzzaman - 1-21 The Impact of Health Impairment on Optimal Annuitization for Retirees
by Nurin Haniah Asmuni & Ken Seng Tan & Sachi Purcal - 1-21 A Bridge Life Insurance for Households—Diagnosis and Motives
by Anna Jędrzychowska - 1-22 The Moderating Impact of the Audit Committee on Creative Accounting Determination and Financial Reporting Quality in Iraqi Commercial Banks
by Ibtihal A. Abed & Nazimah Hussin & Hossam Haddad & Nidal Mahmoud Al-Ramahi & Mostafa A. Ali - 1-25 Creative Accounting Determinants and Financial Reporting Quality: Systematic Literature Review
by Ibtihal A. Abed & Nazimah Hussin & Mostafa A. Ali & Hossam Haddad & Maha Shehadeh & Elina F. Hasan - 1-25 Machine Learning in Ratemaking, an Application in Commercial Auto Insurance
by Spencer Matthews & Brian Hartman - 1-27 Unit-Linked Tontine: Utility-Based Design, Pricing and Performance
by An Chen & Thai Nguyen & Thorsten Sehner - 1-46 A Review on Machine Learning for Asset Management
by Pedro M. Mirete-Ferrer & Alberto Garcia-Garcia & Juan Samuel Baixauli-Soler & Maria A. Prats
March 2022, Volume 10, Issue 3
- 1-2 Special Issue “Risks: Feature Papers 2021”
by Mogens Steffensen - 1-11 Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach
by Minwoo Kim & Himchan Jeong & Dipak Dey - 1-11 The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns
by Seyed Reza Tabatabaei Poudeh & Sungchul Choi & Chengbo Fu - 1-13 The Role of Financial Situation in the Relationship between Environmental Initiatives and Competitive Priorities of Production Companies in Poland
by Barbara Fura - 1-13 Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices
by Muhammad Safdar Sial & Jacob Cherian & Abdelrhman Meero & Asma Salman & Abdul Aziz Abdul Rahman & Sarminah Samad & Constantin Viorel Negrut - 1-13 The Application of the Soft Modeling Method to Evaluate Changes in Customer Behavior towards e-Commerce in the Time of the Global COVID-19 Pandemic
by Anna Dewalska-Opitek & Katarzyna Bilińska & Marek Cierpiał-Wolan - 1-13 Financial Liquidity and Debt Recovery Efficiency Forecasting in a Small Industrial Enterprise
by Jerzy Witold Wiśniewski - 1-15 The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors
by Md Qamar Azam & Nazia Iqbal Hashmi & Iqbal Thonse Hawaldar & Md Shabbir Alam & Mirza Allim Baig - 1-16 Parametric Insurance—A Possible and Necessary Solution to Insure the Earthquake Risk of Romania
by Nicoleta Radu & Felicia Alexandru - 1-17 Does Cryptocurrency Hurt African Firms?
by Mina Sami & Wael Abdallah - 1-17 Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa
by Garikai Mandipa & Athenia Bongani Sibindi - 1-18 Gender Diversity in the Boardroom and Corporate Cash Holdings: The Moderating Effect of Investor Protection
by Wan Adibah Wan Ismail & Khairul Anuar Kamarudin & Namrata Gupta & Iman Harymawan - 1-20 Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action
by Liudmila I. Khoruzhy & Valery I. Khoruzhy & Bogdan S. Vasyakin & Wenhao Shen - 1-22 Special-Rate Life Annuities: Analysis of Portfolio Risk Profiles
by Ermanno Pitacco & Daniela Y. Tabakova - 1-33 An Overview on the Landscape of R Packages for Open Source Scorecard Modelling
by Gero Szepannek - 1-38 The Elasticity of a Random Variable as a Tool for Measuring and Assessing Risks
by Ernesto-Jesús Veres-Ferrer & Jose M. Pavía - 1-41 Equalization Reserves for Reinsurance and Non-Life Undertakings in Switzerland
by Anja Breuer & Yves Staudt
February 2022, Volume 10, Issue 3
- 1-2 Special Issue “Computational Finance and Risk Analysis in Insurance”
by Ralf Korn - 1-13 The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period
by Alessandra Ortolano & Eugenia Nissi - 1-14 Establishing Intergenerational Relationships in Unlikely Collaborative Educational Contexts
by Pedro Moreno Abellán & Silvia Martínez de Miguel López & Juan Antonio Salmerón Aroca - 1-20 Proposal to Extend Access to Loans for Serious Illnesses Using Open Data
by Frédéric Planchet & Édouard Debonneuil & Marie Péju - 1-22 The Risky-Opportunity Analysis Method (ROAM) to Support Risk-Based Decisions in a Case-Study of Critical Infrastructure Digitization
by Ali Aghazadeh Ardebili & Elio Padoano & Antonella Longo & Antonio Ficarella - 1-23 How Do Financial Distress Risk and Related Party Transactions Affect Financial Reporting Quality? Empirical Evidence from Iran
by Hossein Tarighi & Zeynab Nourbakhsh Hosseiny & Mohammad Reza Abbaszadeh & Grzegorz Zimon & Darya Haghighat - 1-27 The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations
by Shuaiqiang Liu & Lech A. Grzelak & Cornelis W. Oosterlee
January 2022, Volume 10, Issue 2
- 1-13 Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data
by Magdalena Brygała - 1-15 Gendered Poverty Perceptions: How Do Retired Women Fare?
by Bomikazi Zeka - 1-17 From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies
by Miguel Ángel Echarte Fernández & Sergio Luis Náñez Alonso & Ricardo Reier Forradellas & Javier Jorge-Vázquez - 1-17 ICT Adoption and Stock Market Development: Empirical Evidence Using a Panel of African Countries
by Jerry Ikechukwu Igwilo & Athenia Bongani Sibindi - 1-17 Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle
by Anna Sławik & Joanna Bohatkiewicz-Czaicka - 1-23 The Interaction of the EEU Member States and Risks of Their Mutual Trade during the COVID-19 Pandemic: Implications for the Management of Corporate Social Responsibility
by Kuanysh Yelikbayev & Inna Andronova - 1-33 Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model
by Jens Robben & Katrien Antonio & Sander Devriendt
February 2022, Volume 10, Issue 2
- 1-7 Acknowledgment to Reviewers of Risks in 2021
by Risks Editorial Office - 1-13 Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development
by Sergei G. Vagin & Elena I. Kostyukova & Natalia E. Spiridonova & Tatiana M. Vorozheykina - 1-15 Risk Management Committee and Textual Risk Disclosure
by Eka Sari Ayuningtyas & Iman Harymawan - 1-15 Dynamics in Complex Systems Amidst Crisis 2008+: Financial Regulatory and Supervisory Reflections
by Piotr Łasak & Sławomir Wyciślak - 1-15 The Risks of Smart Cities and the Perspectives of Their Management Based on Corporate Social Responsibility in the Interests of Sustainable Development
by Irina A. Morozova & Stanislav S. Yatsechko - 1-15 Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries
by Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa - 1-16 The Wavelet Analysis: The Case of Non-Performing Loans in China
by Elisa Di Febo & Eliana Angelini - 1-16 A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series
by Treena Basu & Olaf Menzer & Joshua Ward & Indranil SenGupta - 1-16 Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic
by Maria Carannante & Valeria D’Amato & Paola Fersini & Salvatore Forte & Giuseppe Melisi - 1-18 Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques
by Oleksandr Castello & Marina Resta - 1-18 Text Mining for U.S. Pension De-Risking Analysis
by Limin Zhang & Ruilin Tian & Jun Chen - 1-18 Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship
by Anna N. Zhilkina & Marina V. Karp & Anna V. Bodiako & Samal M. Smagulova & Tatiana M. Rogulenko & Svetlana V. Ponomareva - 1-19 Ecologically Responsible Entrepreneurship and Its Contribution to the Green Economy’s Sustainable Development: Financial Risk Management Prospects
by Vladimir S. Osipov & Yuriy A. Krupnov & Galina N. Semenova & Maria V. Tkacheva - 1-20 The Impact of Robotification on the Financial Situation of Microenterprises: Evidence from the Financial Services Sector in Poland
by Maciej Cieślukowski & Przemysław Garsztka & Beata Zyznarska-Dworczak - 1-21 On the Diversification of Fixed Income Assets
by Olivier Le Courtois
January 2022, Volume 10, Issue 1
- 1-13 Parents’ Expectations about Educational Institutions during the Pandemic: Results of Nationwide Questionnaire Research in Poland
by Agnieszka Szczudlińska-Kanoś & Małgorzata Marzec & Bożena Freund - 1-13 Risk Self-Selection and the Concept of Equilibrium in a Competitive Insurance Market
by Łukasz Kuryłowicz & Adam Śliwiński - 1-13 Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed
by Albert Pitarque & Montserrat Guillen - 1-13 Non-Performing Loans and Macroeconomics Factors: The Italian Case
by Matteo Foglia - 1-15 Financial Risk Management for Sustainable Agricultural Development Based on Corporate Social Responsibility in the Interests of Food Security
by Andrey A. Polukhin & Veronika I. Panarina - 1-16 New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
by Aneta Ptak-Chmielewska & Paweł Kopciuszewski - 1-17 Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange
by Anna Rutkowska-Ziarko - 1-18 Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method
by Moch Panji Agung Saputra & Sukono & Diah Chaerani - 1-19 The Case Experience of Integrating the SDGs into Corporate Strategies for Financial Risk Management Based on Social Responsibility (with the Example of Russian TNCs)
by Alexey S. Kharlanov & Yuliya V. Bazhdanova & Teimuraz A. Kemkhashvili & Natalia G. Sapozhnikova - 1-20 An Approach for Variable Selection and Prediction Model for Estimating the Risk-Based Capital (RBC) Based on Machine Learning Algorithms
by Jaewon Park & Minsoo Shin - 1-24 Risk Information in Non-Financial Disclosure
by Justyna Fijałkowska & Dominika Hadro - 1-25 Volatility Modeling and Dependence Structure of ESG and Conventional Investments
by Joanna Górka & Katarzyna Kuziak - 1-27 Measurement of Systemic Risk in the Colombian Banking Sector
by Orlando Rivera-Escobar & John Willmer Escobar & Diego Fernando Manotas - 1-28 Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints
by Areski Cousin & Ying Jiao & Christian Yann Robert & Olivier David Zerbib - 1-30 Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification
by Chavis Ketkaew & Martine Van Wouwe & Ann Jorissen & Danny Cassimon & Preecha Vichitthamaros & Sasichakorn Wongsaichia - 1-30 Explaining Aggregated Recovery Rates
by Stephan Höcht & Aleksey Min & Jakub Wieczorek & Rudi Zagst
December 2021, Volume 10, Issue 1
- 1-12 Stock Indices Breakdown during the Pandemic as the Most Dynamic Bear Market in History: Consequences for Individual Investors
by Piotr Dąbrowski - 1-15 An Analysis of the Financial Liquidity Management Strategy in Construction Companies Operating in the Podkarpackie Province
by Grzegorz Zimon & Joanna Nakonieczny & Katarzyna Chudy-Laskowska & Magdalena Wójcik-Jurkiewicz & Konrad Kochański - 1-20 AHP–TOPSIS Methodology for Stock Portfolio Investments
by Jaime Alberto Vásquez & John Willmer Escobar & Diego Fernando Manotas - 1-20 Comparison of National Innovation Systems in the European Union Countries
by Edyta Dworak & Maria Magdalena Grzelak & Elżbieta Roszko-Wójtowicz - 1-23 mSHAP: SHAP Values for Two-Part Models
by Spencer Matthews & Brian Hartman - 1-28 Lévy Interest Rate Models with a Long Memory
by Donatien Hainaut
December 2021, Volume 9, Issue 12
- 1-9 Quantum Support Vector Regression for Disability Insurance
by Boualem Djehiche & Björn Löfdahl - 1-12 Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila - 1-14 Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector
by Carlotta Penone & Elisa Giampietri & Samuele Trestini - 1-14 Evolutionary Game Analysis of the Partners’ Behavior in the Rural E-Payment Market of China
by Jerzy Witold Wiśniewski & Ewelina Sokołowska & Jinghua Wu & Anna Dziadkiewicz - 1-14 Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
by Madiha Kazmi & Umara Noreen & Imran Abbas Jadoon & Attayah Shafique - 1-16 The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic
by Danai Likitratcharoen & Nopadon Kronprasert & Karawan Wiwattanalamphong & Chakrin Pinmanee - 1-17 Does Engagement Partners’ Effort Affect Audit Quality? With a Focus on the Effects of Internal Control System
by Suyon Kim - 1-17 Drivers of the Cash Paradox
by Jacek Pietrucha - 1-18 Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation
by Karol Gellert & Erik Schlögl - 1-19 Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds
by Morteza Tavanaie Marvi & Daniël Linders - 1-19 Impact of the COVID-19 Pandemic on the Consumer Credit Market in V4 Countries
by Maria Czech & Blandyna Puszer - 1-21 Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World
by Julia V. Ragulina & Vladimir F. Ukolov & Oleg V. Shabunevich - 1-24 Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data
by Tomasz Berent & Radosław Rejman - 1-26 Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector
by Rafał Balina & Marta Idasz-Balina - 1-26 ESG as a Measure of Credit Ratings
by Patrycja Chodnicka-Jaworska - 1-30 Common Factor Cause-Specific Mortality Model
by Geert Zittersteyn & Jennifer Alonso-García - 1-34 Cyber Insurance Ratemaking: A Graph Mining Approach
by Yeftanus Antonio & Sapto Wahyu Indratno & Rinovia Simanjuntak
November 2021, Volume 9, Issue 12
- 1-11 Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility
by Agnessa O. Inshakova & Anastasia A. Sozinova & Tatiana N. Litvinova - 1-15 Regional Government Revenue Forecasting: Risk Factors of Investment Financing
by Barbara Batóg & Jacek Batóg - 1-20 Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies
by Elena G. Popkova & Bruno S. Sergi
October 2021, Volume 9, Issue 11
- 1-11 The Competency Niche: An Exploratory Study
by Zbysław Dobrowolski & Grzegorz Drozdowski & Józef Ledzianowski - 1-15 Risking Sustainability: Political Risk Culture as Inhibiting Ecology-Centered Sustainability
by Susan T. Jackson - 1-15 Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review
by Anil Kumar & Suneel Sharma & Mehregan Mahdavi - 1-18 Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario
by Annamaria Olivieri - 1-18 Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections
by Georgios Symeonidis & Platon Tinios & Michail Chouzouris - 1-21 Equity Risk and Return across Hidden Market Regimes
by Dmitry A. Endovitsky & Viacheslav V. Korotkikh & Denis A. Khripushin - 1-26 Crop Insurance Policies in India: An Empirical Analysis of Pradhan Mantri Fasal Bima Yojana
by Sandeep Kaur & Hem Raj & Harpreet Singh & Vijay Kumar Chattu
November 2021, Volume 9, Issue 11
- 1-12 Establishing a Credit Risk Evaluation System for SMEs Using the Soft Voting Fusion Model
by Ge Gao & Hongxin Wang & Pengbin Gao - 1-12 Designing a Model for Testing the Effectiveness of a Regulation: The Case of DORA for Insurance Undertakings
by Simon Grima & Pierpaolo Marano - 1-14 Supply Chain Management and Risk Management in an Environment of Stochastic Uncertainty (Retail)
by Sergey A. Lochan & Tatiana P. Rozanova & Valery V. Bezpalov & Dmitry V. Fedyunin - 1-15 A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets
by Yianni Doumenis & Javad Izadi & Pradeep Dhamdhere & Epameinondas Katsikas & Dimitrios Koufopoulos - 1-17 Improving Disaster Risk Management According to Development Projects
by Chang-Jae Kwak & Jung-Soo Kim - 1-18 Indonesian Hotels’ Dynamic Capability under the Risks of COVID-19
by Muhammad Yunus Amar & Alim Syariati & Ridwan Ridwan & Rika Dwi Ayu Parmitasari - 1-18 Digital Banking in Northern India: The Risks on Customer Satisfaction
by Baljinder Kaur & Sood Kiran & Simon Grima & Ramona Rupeika-Apoga - 1-19 It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
by Stephan Höcht & Dilip B. Madan & Wim Schoutens & Eva Verschueren - 1-20 A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes
by David E. Allen & Michael McAleer - 1-20 Does Working Capital Management Influence Operating and Market Risk of Firms?
by Ahsan Akbar & Minhas Akbar & Marina Nazir & Petra Poulova & Samrat Ray - 1-21 Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors
by Qian Lu & Katja Hanewald & Xiaojun Wang - 1-22 Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study
by Douw Gerbrand Breed & Niel van Jaarsveld & Carsten Gerken & Tanja Verster & Helgard Raubenheimer - 1-23 ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
by Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie - 1-24 An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression
by Youssef Zizi & Amine Jamali-Alaoui & Badreddine El Goumi & Mohamed Oudgou & Abdeslam El Moudden - 1-24 Value-Based Financial Risk Prediction Model
by Jiří Pospíšil & Nataša Matulayová & Pavla Macháčková & Pavlína Jurníčková & Ivana Olecká & Helena Pospíšilová - 1-26 Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions
by Chamay Kruger & Willem Daniel Schutte & Tanja Verster - 1-55 Stochastic Claims Reserving Methods with State Space Representations: A Review
by Nataliya Chukhrova & Arne Johannssen
September 2021, Volume 9, Issue 10
- 1-14 ESG Disclosure and Portfolio Performance
by Ramón Bermejo Climent & Isabel Figuerola-Ferretti Garrigues & Ioannis Paraskevopoulos & Alvaro Santos - 1-14 Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility
by Julia V. Ragulina & Stanislav E. Prokofyev & Tatyana V. Bratarchuk - 1-14 Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
by Hemant Manuj - 1-19 A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk
by Gian Paolo Clemente & Francesco Della Corte & Nino Savelli
October 2021, Volume 9, Issue 10
- 1-12 Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk
by Albina Orlando - 1-12 Regulation of InsurTech: Is the Principle of Proportionality an Answer?
by Marta Ostrowska - 1-17 Modeling the Future Value Distribution of a Life Insurance Portfolio
by Massimo Costabile & Fabio Viviano - 1-17 Effect of Structural Funds on Housing Market Sustainability Development—Correlation, Regression and Wavelet Coherence Analysis
by Łukasz Mach & Karina Bedrunka & Anna Kuczuk & Marzena Szewczuk-Stępień - 1-19 Risk of Fear and Anxiety in Utilising Health App Surveillance Due to COVID-19: Gender Differences Analysis
by Adi Alsyouf & Ra’ed Masa’deh & Moteb Albugami & Mohammad Al-Bsheish & Abdalwali Lutfi & Nizar Alsubahi - 1-21 Impairment of Assets and Market Reaction during COVID-19 Pandemic on the Example of WSE
by Bartłomiej Lisicki - 1-22 How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe
by Ewa Miklaszewska & Krzysztof Kil & Marcin Idzik - 1-23 Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future
by Anna Bartoszewicz & Anna Rutkowska-Ziarko - 1-23 FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead
by Ramona Rupeika-Apoga & Stefan Wendt - 1-26 Concordance Probability for Insurance Pricing Models
by Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck
August 2021, Volume 9, Issue 9
- 1-16 An Analysis of Bank Financial Strength Ratings and Credit Rating Data
by John A. Ruddy - 1-16 Risk Management Committee, Auditor Choice and Audit Fees
by Iman Harymawan & Aditya Aji Prabhawa & Mohammad Nasih & Fajar Kristanto Gautama Putra - 1-17 How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
by Jing Wang & Zbigniew Palmowski & Corina Constantinescu - 1-20 Overdue Debts and Financial Exclusion
by Edina Berlinger & Katalin Dobránszky-Bartus & György Molnár - 1-21 Coherent Mortality Forecasting for Less Developed Countries
by Hong Li & Yang Lu & Pintao Lyu - 1-21 Corruption, Shadow Economy and Deforestation: Friends or Strangers?
by Adeline-Cristina Cozma & Corina-Narcisa (Bodescu) Cotoc & Viorela Ligia Vaidean & Monica Violeta Achim - 1-22 Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis
by Karl Oton Rudolf & Samer Ajour El Zein & Nicola Jackman Lansdowne - 1-29 One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model
by Marcin Szatkowski & Łukasz Delong
September 2021, Volume 9, Issue 9
- 1-11 COVID-19 Pandemic and Investor Herding in International Stock Markets
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel - 1-13 Option Pricing, Zero Lower Bound, and COVID-19
by Giacomo Morelli & Lea Petrella - 1-15 Household Financial Situation during the COVID-19 Pandemic with Particular Emphasis on Savings—An Evidence from Poland Compared to Other CEE States
by Grażyna Szustak & Witold Gradoń & Łukasz Szewczyk - 1-16 Case Study on a Potential Application of Failure Mode and Effects Analysis in Assessing Compliance Risks
by Ferenc Bognár & Petra Benedek - 1-17 Empirics of Korean Shipping Companies’ Default Predictions
by Sunghwa Park & Hyunsok Kim & Janghan Kwon & Taeil Kim - 1-19 Decentralized Enterprise Risk Management Issues under Rapidly Changing Environments
by Levente Bakos & Dănuț Dumitru Dumitrașcu - 1-19 Hattendorff Differential Equation for Multi-State Markov Insurance Models
by Rajeev Rajaram & Nathan Ritchey - 1-19 Intellectual Capital and Innovation Performance: Systematic Literature Review
by Mostafa A. Ali & Nazimah Hussin & Hossam Haddad & Reem Al-Araj & Ibtihal A. Abed - 1-20 The Leniency of Personal Bankruptcy Regulations in the EU Countries
by György Walter & Jens Valdemar Krenchel - 1-21 An Empirical Study on the Financial Preparation for Retirement of the Independent Workers for Profit in Poland
by Teresa H. Bednarczyk & Ilona Skibińska-Fabrowska & Anna Szymańska - 1-21 COVID-19 Interruptions and SMEs Heterogeneity: Evidence from Poland
by Monika Wieczorek-Kosmala & Joanna Błach & Anna Doś - 1-22 Analytical Methods to Assess Financial Capacity in Face of Innovation Projects Risks
by Tatyana Rogulenko & Evgeniy Vladimirovich Orlov & Oleg Alexandrovich Smolyakov & Anna Vladimirovna Bodiako & Svetlana Valeryevna Ponomareva - 1-24 Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review
by Inzamam Ul Haq & Apichit Maneengam & Supat Chupradit & Wanich Suksatan & Chunhui Huo
July 2021, Volume 9, Issue 8
- 1-3 Special Issue “Interplay between Financial and Actuarial Mathematics”
by Corina Constantinescu & Julia Eisenberg - 1-16 Eliciting Risk Preferences Experimentally versus Using a General Risk Question. Does Financial Literacy Bridge the Gap?
by Calvin Mudzingiri & Ur Koumba - 1-23 Mean-Reverting 4/2 Principal Components Model. Financial Applications
by Marcos Escobar-Anel & Zhenxian Gong
August 2021, Volume 9, Issue 8
- 1-11 Management of Distribution Risks and Digital Transformation of Insurance Distribution—A Regulatory Gap in the IDD
by Pierpaolo Marano - 1-17 The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches
by Katarzyna Czech & Łukasz Pietrych - 1-19 Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint
by Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi - 1-19 Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market
by Cristiana Tudor - 1-19 Determinants Affecting Profitability of State-Owned Commercial Banks: Case Study of China
by Ekaterina Koroleva & Shawuya Jigeer & Anqi Miao & Angi Skhvediani - 1-20 Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
by Mila Andreani & Vincenzo Candila & Giacomo Morelli & Lea Petrella - 1-21 Transformations of Telegraph Processes and Their Financial Applications
by Anatoliy A. Pogorui & Anatoliy Swishchuk & Ramón M. Rodríguez-Dagnino - 1-22 Influence of Financial Variables on the Development of Rural Communes of Eastern Poland in 2009–2018
by Andrzej Pawlik & Paweł Dziekański & Jarosław W. Przybytniowski - 1-26 Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control
by Grzegorz Zimon & Andrea Appolloni & Hossein Tarighi & Seyedmohammadali Shahmohammadi & Ebrahim Daneshpou
June 2021, Volume 9, Issue 7
- 1-19 Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods
by Beata Bieszk-Stolorz & Krzysztof Dmytrów - 1-22 Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non-Homogeneous and Mixed Poisson Risk Model
by Franck Adékambi & Kokou Essiomle
July 2021, Volume 9, Issue 7
- 1-13 Mathematical Model for Choosing Counterparty When Assessing Information Security Risks
by Andrey Koltays & Anton Konev & Alexander Shelupanov - 1-15 Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland
by Krzysztof Kil & Radosław Ciukaj & Justyna Chrzanowska - 1-16 Bibliometric Analysis of the Literature on Measuring Techniques for Manipulating Financial Statements
by Ioana Lavinia Safta & Andrada-Ioana Sabău (Popa) & Neli Muntean - 1-16 A New Tool for Covering Risk in Agriculture: The Revenue Insurance Policy
by Angelo Frascarelli & Simone Del Sarto & Giada Mastandrea - 1-18 A Priori Ratemaking Selection Using Multivariate Regression Models Allowing Different Coverages in Auto Insurance
by Emilio Gómez-Déniz & Enrique Calderín-Ojeda - 1-19 Progressive Pension Formula and Life Expectancy Heterogeneity
by Keivan Diakite & Pierre Devolder - 1-19 Risk Factors Affecting Bancassurance Development in Poland
by Adam Śliwiński & Joanna Dropia & Norbert Duczkowski - 1-20 A Bibliometric Analysis of Objective and Subjective Risk
by Haitham Nobanee & Maryam Alhajjar & Mohammed Ahmed Alkaabi & Majed Musabah Almemari & Mohamed Abdulla Alhassani & Naema Khamis Alkaabi & Saeed Abdulla Alshamsi & Hanan Hamed AlBlooshi - 1-20 Sustainable Risk Management in IT Enterprises
by Mateusz Trzeciak - 1-20 Deep Hedging under Rough Volatility
by Blanka Horvath & Josef Teichmann & Žan Žurič