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On Aumann and Serrano's economic index of risk

Li, Minqiang - In: Economic theory : official journal of the Society for … 55 (2014) 2, pp. 415-437

Persistent link: https://www.econbiz.de/10010250044

Aumann and Serrano's economic index of risk for sums of gambles

Li, Minqiang - In: Cogent Economics & Finance 2 (2014) 1, pp. 1-5

We study Aumann and Serrano's (2008) risk index for sums of gambles that are not dependent. If the dependent parts are similarly ordered, then the risk index of the sum is always larger than the minimum of the risk indices of the two gambles. For negative dependence, the risk index of the sum is...

Persistent link: https://www.econbiz.de/10011559115

Aumann and Serrano's Economic Index of Risk for Sums of Gambles

Li, Minqiang - Volkswirtschaftliche Fakultät, … - 2014

We study Aumann and Serrano's (2008) risk index for sums of gambles that are not necessarily independent. We show that if the dependent parts of two gambles are similarly ordered, or more generally positively quadrant dependent, then the risk index of the sum of two gambles is always larger than...

Persistent link: https://www.econbiz.de/10011111560

Aumann and Serrano’s economic index of risk for sums of gambles

Li, Minqiang - In: Cogent economics & finance 2 (2014) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10010469296

Crowdfunding en la Unión Europea : factores impulsores y atractivo

Previati, Daniele; Galloppo, Guiseppe; Salustri, Andrea - In: Papeles de economía española 146 (2015), pp. 104-120

Persistent link: https://www.econbiz.de/10011602692

Two-dimensional base warranty design based on a new demand function considering heterogeneous usage rate

He, Shuguang; Zhang, Zhaomin; Zhang, Guohua; He, Zhen - In: International journal of production research 55 (2017) 23, pp. 7058-7072

Persistent link: https://www.econbiz.de/10011798531

Solvency analysis and demographic risk measures

Coppola, Mariarosaria; Di Lorenzo, Emilia; Orlando, Albina - In: The Journal of Risk Finance 12 (2011) 4, pp. 252-269

Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...

Persistent link: https://www.econbiz.de/10014901577

PRIX – A risk index for global private investors

Stöckl, Sebastian; Hanke, Michael; Angerer, Martin - In: The Journal of Risk Finance 18 (2017) 2, pp. 214-231

Purpose The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor. Design/methodology/approach The authors first discuss existing risk measures and desirable properties of a risk index. Then, they construct a universal...

Persistent link: https://www.econbiz.de/10014902066

An Index of Uncertainty for Business Cycle Leading Indicators

Iyer, Minakshy; Vora, Vibhuti; Khuperkar, Rohini - eSocialSciences - 2006

Leading indicators based on correlations with reference cycles are regularly used to monitor the economy. It would be useful if we could have a quantitative measure of the risk associated with leading indicators forecasts. In this paper, we outline a methodology to develop an index for...

Persistent link: https://www.econbiz.de/10005528375

Assessment of Natural Disasters in Vietnam’s Northern Mountains

Do, Trang; Nguyen, Cuong; Phung, Tung - Volkswirtschaftliche Fakultät, … - 2013

This study presents risk assessment of natural disasters in the poor provinces in Northern Mountain of Vietnam. We construct an Aggregate Risk Index that is a composite index comprising of three separate components: the Hazard Potential Index, Hazard Exposure Index and Coping Capacity Index....

Persistent link: https://www.econbiz.de/10011258203