1. Introductory concepts of financial risk management and related mathematical tools -- 2. Financial risk management in … time models -- 5. Fixed income securities : modeling and pricing -- 6. Implementations of risk analysis in various areas of …

1. Introduction. 2. Risk Retention Functions. 3. Balancing Retained Risk and Risk Transfer Cost. 4. Transferring … Multivariate Risks. 8. Risk Retention Case Studies. 9. Stress Testing, Sensitivity, and Robustness. 10. Sensitivity and Data … Uncertainty. 11. Risk Retention Conditions. 12. The Role of Dependence in Managing Insurable Risks. …

entropy. To measure risk, we use value-at-risk and conditional value-at-risk. The results indicate that, except for Tether …, the analyzed cryptocurrencies’ returns exhibited similar patterns of uncertainty and risk. Levels of uncertainty were … close to the maximum values, but high uncertainty is not always associated with high risk. During the pandemic crisis …

guarantees. The hedging of these guarantees is crucial for VA providers, but is complicated by basis risk, i.e. the discrepancy … in returns between the underlying mutual fund and suitable hedging instruments. Enhancing fund mapping methods with data …

The objective is to study the use of non-translation invariant risk measures within the equal risk pricing (ERP …) methodology for the valuation of financial derivatives. The ability to move beyond the class of convex risk measures considered in … several prior studies provides more flexibility within the pricing scheme. In particular, suitable choices for the risk …

developments against ageing-related diseases, we model the needed capital for pension funds to face longevity risk and find that it … to significantly reduce longevity risk and the associated economic capital need. …