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Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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Regulation, risk taking and bank behavior
Lambert, Claudia - 2012
Persistent link: https://www.econbiz.de/10009737048
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Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: International review of financial analysis 16 (2007) 5, pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
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Ermittlung von Eigenkapitalanforderungen mit "internen Modellen" : eine empirische Studie zur Messung von Zins-, Währungs- und Optionsrisiken mit Value-at-Risk-Ansätzen
Bühler, Wolfgang; Korn, Olaf; Schmidt, Andreas - In: Die Betriebswirtschaft : DBW 58 (1998) 1, pp. 64-85
Persistent link: https://www.econbiz.de/10001236488
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Capital requirements for cyber risk and cyber risk insurance : an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
Eling, Martin; Schnell, Werner - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 370-392
Persistent link: https://www.econbiz.de/10012289581
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Evaluating credit risk exposure in agriculture
Zech, Lyubov - 2003
Persistent link: https://www.econbiz.de/10003379226
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Interconnected risk contributions : a heavy-tail approach to analyze U.S. financial sectors
Bernardi, Mauro; Petrella, Lea - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 198-226
This paper investigates the dynamic evolution of tail risk interdependence among U.S. banks, financial services and insurance sectors. Life and non-life insurers have been considered separately to account for their different characteristics. The tail risk interdependence measurement framework...
Persistent link: https://www.econbiz.de/10011545172
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Replacing ratings
Becker, Bo; Opp, Marcus M. - 2013
Persistent link: https://www.econbiz.de/10009785422
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Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt - 2015
Credit risk, systematic risk, parameter uncertainty. - Kreditrisiko, systematische Risiken, Parameterunsicherheit …
Persistent link: https://www.econbiz.de/10015206137
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Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt - 2015
Credit risk, systematic risk, parameter uncertainty. - Kreditrisiko, systematische Risiken, Parameterunsicherheit …
Persistent link: https://www.econbiz.de/10011411507