risks. This study aimed to measure and assess foreign exchange risk utilizing Neural Networks and ARMA-GARCH models. Data on … GBP. This research explores advanced methods for measuring and assessing foreign exchange risk using Neural Networks … for financial institutions, investors, and policymakers, equipping them with robust tools for risk management in currency …

We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the …

risk. Hence, the risk management objective "enhancing the company market share" can be pursued without significant … worsening of the annuity portfolio risk profile. …

collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of …

hand, while the annuitant is exposed to the risk of a future reduction of the benefit amount because of higher longevity …

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims … probabilities. In addition, we extend the risk model by considering an external Markovian environment in which the claims …

This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two …

result in a reduction in expected costs and equivalence premiums. However, due to the different impact of longevity risk on …, time restrictions reduce the duration of the provider’s liability, which should therefore be less exposed to financial risk … time frames for life annuity arrangements, first addressing longevity risk only, and then including also financial risk …