Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress … Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility …This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both …

case of death and survival. Following a Risk Management-oriented approach, this paper first aims at singling out all … sources of risk affecting Variable Annuities (‘risk identification phase'). Critical aspects arise from the interaction … between financial and demographic issues. In particular, the longevity risk may have a dramatic impact on the technical …

alternative form of risk transfer, ILS have become a mainstream method for transferring risk from insurers to the Capital markets …