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Tail Behaviour of the Euro

Economy – Quantitative Finance – Risk Management
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Target market risk evaluation

Economy – Quantitative Finance – Risk Management
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The dynamics of financial stability

Economy – Quantitative Finance – Risk Management
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The economic default time and the Arcsine law

Economy – Quantitative Finance – Risk Management
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The instability of downside risk measures

Economy – Quantitative Finance – Risk Management
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The Lehman Brothers Effect and Bankruptcy Cascades

Economy – Quantitative Finance – Risk Management
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The Price of Dynamic Inconsistency for Distortion Risk Measures

Economy – Quantitative Finance – Risk Management
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The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions

Economy – Quantitative Finance – Risk Management
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The StressVaR: A New Risk Concept for Superior Fund Allocation

Economy – Quantitative Finance – Risk Management
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The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions

Economy – Quantitative Finance – Risk Management
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The VISTA project: a review of its progress and lessons learned developing the current program

Economy – Quantitative Finance – Risk Management
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Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency

Economy – Quantitative Finance – Risk Management
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Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

Economy – Quantitative Finance – Risk Management
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Time consistency and moving horizons for risk measures

Economy – Quantitative Finance – Risk Management
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Time Varying Risk Aversion: An Application to Energy Hedging

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Tracking errors from discrete hedging in exponential Lévy models

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Transition Probability Matrix Methodology for Incremental Risk Charge

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