Printed from https://ideas.repec.org/s/wpa/wuwpri.html
Content
2005
- 0511001 Trust Of Modernity, Modernity Of Trust. Considerations And Research Hypothesis
by Massimo Conte - 0510001 Blackouts, risk, and fat-tailed distributions
by Rafal Weron & Ingve Simonsen - 0509001 Value-at-Risk: The Delta-normal Approach
by Marc Henrard - 0508002 Risk and Insurance in Sharecropping
by Luis H.B. Braido - 0508001 Assessment Of Transmission Congestion Price Risk And Hedging In The Brazilian Electricity Market
by Fernando Porrua & Luiz Barroso & Max Junqueira & Gladis SCHUCH & Alexandre Street - 0507004 Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model
by Pavel Okunev - 0507003 Extreme Value Theory: the bivariate case and an application for assesing risks
by Federico Agustín Alcalde Bessia & María Teresa Casparri - 0507002 Financial Instability and Life Insurance Demand
by Mahito Okura & Norihiro Kasuga - 0507001 Pay per mile insurance
by Dr. Fayyaz Zahid - 0506003 Private Crop Insurers and the Reinsurance Fund Allocation Decision
by Keith Coble & Robert Dismukes & Joseph Glauber - 0506002 A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model
by Pavel Okunev - 0506001 The Effect of FSD Changes in Multiplicative Background Risk on Risk-taking Attitude
by Yoshitaka Sakagami - 0505001 Price risk management instruments in agricultural and other unstable markets
by Jean-Marc Boussard - 0502001 Modeling the risk process in the XploRe computing environment
by Krzysztof Burnecki & Rafal Weron - 0501003 Interest-rate risk in the Indian banking system
by Ila Patnaik & Ajay Shah - 0501002 When prices hardly matter: Incomplete insurance contracts and markets for repair goods
by Martin Nell & Andreas Richter & Jörg Schiller - 0501001 The Effectiveness of Insurance Fraud Statutues: Evidence from Automobile Insurance
by Robert E. Hoyt & David B. Mustard & Lars S. Powell
2004
- 0409003 Development, Evaluation and Analysis of a 20-Year Deferred Annuity Product
by Rohitha Goonatilake - 0409002 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events
by Alexander Harin - 0409001 Risk Management – Managing Risks, not Calculating Them
by Philip Kostov & John Lingard - 0408001 Stakeholder und Unternehmensrisiko
by Frank Figge - 0407002 Optimization of Risk Measures
by Andrzej Ruszczynski & Alexander Shapiro - 0407001 Structural Models In Consumer Credit
by Fabio de Andrade & Lyn Thomas - 0406001 VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors
by SADEFO KAMDEM Jules - 0405001 Implementing Volatility Trades in the Athens Derivatives Exchange
by Georgios Pappas - 0404002 Conditional Risk Mappings
by Andrzej Ruszczynski & Alexander Shapiro - 0404001 Optimization of Convex Risk Functions
by Andrzej Ruszczynski & Alexander Shapiro - 0403001 Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors
by SADEFO KAMDEM Jules
2003
- 0311001 Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
by Peter Blum & Michel Dacorogna & Lars Jaeger - 0310003 Currency basket as asset or base currency in value-at-risk computation
by Marc Henrard - 0310002 Parameter risk in the Black and Scholes model
by Henrard Marc - 0310001 Comparisons of cashflow maps for value-at-risk
by Henrard Marc - 0309001 Convex Imprecise Previsions for Risk Measurement
by Renato Pelessoni & Paolo Vicig - 0308005 Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit
by Hayette Gatfaoui - 0308004 How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market
by Hayette Gatfaoui - 0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt
by Hayette Gatfaoui - 0308002 How Does Systematic Risk Impact US Credit Spreads? A Copula Study
by Hayette Gatfaoui - 0308001 On Higher Derivatives of Expectations
by Robert de Rozario - 0306004 Extreme Moves in Foreign Exchange Rates and Risk Limit Setting
by Michel Dacorogna & Peter Blum - 0306003 Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
by Michel Dacorogna & Gianluca Oderda & Tobias Jung - 0306002 Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance
by Peter Blum & Michel Dacorogna - 0306001 How Much Reinsurance Do You Really Need? A Case Study
by Peter Boller & Michel Dacorogna & Hubert Niggli - 0305001 Stochastics for the worst case: distributions and risk measures for minimal returns
by Mihnea-Stefan Mihai - 0301001 The feasibility of an international tropical plywood futures contract
by Lamon Rutten
2002
- 0209001 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
by Enrico De Giorgi - 0201001 Coherent Risk Measures and Upper Previsions
by Renato Pelessoni & Paolo Vicig
1995
- 9507002 The Demand For Reinsurance: Theory and Empirical Tests
by James R. GARVEN - 9507001 Event Study Methodology: A New And Stochastically Flexible Approach
by Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN - 9501001 An Empirical Test of the Effect of Basis Risk on Cash Market Postitions
by Janet S. Netz
1994
- 9407008 Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles
by Ronald K. Chung & Hung-Gay Fung & Gene C. Lai & Robert C. Witt - 9407007 The Underinvestment Problem, Bond Covenants And Insurance
by James R. GARVEN & Richard D. MACMINN - 9407006 The Complex Role of Age in Employer-Mandated Health Insurance
by Norma Nielson - 9407005 The Effect Of Costly Risk Bearing On Insurers' Supply Decisions
by Anne E. Kleffner & Neil A. Doherty - 9407004 Count Data Models For A Credit Scoring System
by Montserrat Guillen & Manuel Artis - 9407003 Efficiency Comparisons between Mutual and Stock Life Insurance Companies
by M. F. Grace & L. A. Gardner - 9407002 External Impacts on the Property-Liability Insurance Cycle
by M. F. Grace & J. L. Hotchkiss - 9407001 Insurance Cycles: Interest Rates And The Capacity Constraint Model
by Neil A. DOHERTY & James R. GARVEN