Risks

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 risk...

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Được phát hành: MDPI - Multidisciplinary Digital Publishing Institute 2022
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collection Directory of Open Access Books
description 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.
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institution Directory of Open Access Books
language eng
publishDate 2022
publishDateRange 2022
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publisherStr MDPI - Multidisciplinary Digital Publishing Institute
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spelling doab-20.500.12854ir-763732024-03-30T23:22:50Z Risks Steffensen, Mogens 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 thema EDItEUR::M Medicine and Nursing 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. 2022-01-11T13:30:14Z 2022-01-11T13:30:14Z 2021 book ONIX_20220111_9783036507125_109 9783036507125 9783036507132 https://directory.doabooks.org/handle/20.500.12854/76373 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/3798 https://mdpi.com/books/pdfview/book/3798 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-0713-2 10.3390/books978-3-0365-0713-2 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036507125 9783036507132 170 Basel, Switzerland open access
spellingShingle 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
thema EDItEUR::M Medicine and Nursing
Risks
title Risks
title_full Risks
title_fullStr Risks
title_full_unstemmed Risks
title_short Risks
title_sort risks
topic 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
thema EDItEUR::M Medicine and Nursing
topic_facet 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
thema EDItEUR::M Medicine and Nursing
url ONIX_20220111_9783036507125_109