Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.

Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.

Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula