Target market risk evaluation
The dynamics of financial stability
The economic default time and the Arcsine law
The instability of downside risk measures
The Lehman Brothers Effect and Bankruptcy Cascades
The Price of Dynamic Inconsistency for Distortion Risk Measures
The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions
The StressVaR: A New Risk Concept for Superior Fund Allocation
The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions
The VISTA project: a review of its progress and lessons learned developing the current program
Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency
Theoretical Sensitivity Analysis for Quantitative Operational Risk Management
Time consistency and moving horizons for risk measures
Time Varying Risk Aversion: An Application to Energy Hedging
Tracking errors from discrete hedging in exponential Lévy models
Transition Probability Matrix Methodology for Incremental Risk Charge
Uncertainties in estimates of the risks of late effects from space radiation
Using Decision Tree Learner to Classify Solvency Position for Thai Non-life Insurance Companies
Valuations and dynamic convex risk measures
Variance-covariance based risk allocation in credit portfolios: analytical approximation