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Market bubbles and crashes

Economy – Quantitative Finance – Risk Management
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Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets

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Mars 2001 Cruise Phase Radiation Measurments

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Mars Sample Return: Do Australians trust NASA?

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Maturity-independent risk measures

Economy – Quantitative Finance – Risk Management
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Menger 1934 revisited

Economy – Quantitative Finance – Risk Management
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Mesure des risques de marché et de souscription vie en situation d'information incomplète pour un portefeuille de prévoyance

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Minimizing the Probability of Ruin when Consumption is Ratcheted

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Minimum Capital Requirement Calculations for UK Futures

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Model uncertainty in claims reserving within Tweedie's compound Poisson models

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Modeling operational risk data reported above a time-varying threshold

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Modelling catastrophic risk in international equity markets: An extreme value approach

Economy – Quantitative Finance – Risk Management
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Monitoring dates of maximal risk

Economy – Quantitative Finance – Risk Management
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Multidimensional dynamic risk measure via conditional g-expectation

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Multivariate heavy-tailed models for Value-at-Risk estimation

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Natural disasters and the challenge of extreme events: risk management from an insurance perspective

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On Systemic Stability of Banking Networks

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On the nature of financial leverage

Economy – Quantitative Finance – Risk Management
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On the Necessity of Five Risk Measures

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On the Savety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study

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