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On the profitability of selfish blockchain mining under consideration of ruin

Albrecher, Hansjörg; Goffard, Pierre-Olivier - In: Operations research 70 (2022) 1, pp. 179-200

Persistent link: https://www.econbiz.de/10012820652

Modeling the risk in mortality projections

Zhu, Nan; Bauer, Daniel - In: Operations research 70 (2022) 4, pp. 2069-2084

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Financial engineering: a flexible longevity bond to manage individual longevity risk

Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020

Persistent link: https://www.econbiz.de/10012534761

Financial Engineering : A Flexible Longevity Bond to Manage Individual Longevity Risk

Zhou, Yuxin - 2020

longevity risk arising from the prevalence of defined contribution pensions, uncertainty in improvements in life expectancy … manage individual longevity risk is the life annuity. Annuity markets remain thin, driven by many factors including lack of … flexibly manage their longevity risk. The bond is a post-retirement product that combines a lifetime income along with a …

Persistent link: https://www.econbiz.de/10012836433

Knightian uncertainty and credit cycles

Gerba, Eddie; Żochowski, Dawid - 2017

The Great Recession has been characterised by the two stylized facts: the buildup of leverage in the household sector in the period preceding the recession and a protracted economic recovery that followed. We attempt to explain these two facts as an information friction, whereby agents are...

Persistent link: https://www.econbiz.de/10011656163

Improving agricultural microinsurance by applying universal kriging and generalised additive models for interpolation of mean daily temperature

Roznik, Mitchell; Brock Porth, C.; Porth, Lysa; Boyd, Milton - In: The Geneva papers on risk and insurance - issues and … 44 (2019) 3, pp. 446-480

Persistent link: https://www.econbiz.de/10012294102

Handelbarkeit von Risiken : Erfolgsfaktoren von Verbriefungen und derivativen Finanzinstrumenten

Dresig, Tilo - 2000

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Monte Carlo estimation of CoVaR

Huang, Weihuan; Lin, Nifei; Hong, L. Jeff - In: Operations research 72 (2024) 6, pp. 2337-2357

Persistent link: https://www.econbiz.de/10015371407

Robustness in the optimization of risk measures

Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10012820643

Systemic risk-driven portfolio selection

Capponi, Agostino; Rubtsov, Alexey - In: Operations research 70 (2022) 3, pp. 1598-1612

Persistent link: https://www.econbiz.de/10013366163