Journal of Risk Finance: Volume 6 Issue 2

The use of derivatives by US insurers: Empirical evidence and regulatory issues

Mayank Raturi

Derivatives are important risk management tools widely used by financial institutions, including insurers. Insurers rely on derivatives for managing actuarial, market, credit as…

Diffusion models of insurer net worth: can one dimension suffice?

Jiandong Ren

The paper aims to develop a realistic, yet flexible model of insurer net worth.

Coping with credit risk

Henri Loubergé, Harris Schlesinger

This paper aims to propose a new method for credit risk allocation among economic agents.

Asset and liability management in financial crisis

Arzu Tektas, E. Nur Ozkan‐Gunay, Gokhan Gunay

An efficient asset‐liability management requires maximizing banks' profit as well as controlling and lowering various risks. This multi‐objective decision problem aims to reach…

Towards multi‐factor models of decision making and risk: A critique of Prospect Theory and related approaches, part I

Michael Nwogugu

To: evaluate Prospect Theory and Cumulative Prospect Theory as functional models of decision making and risk within various contexts; compare and analyze risk models and…

Towards multi‐factor models of decision making and risk: A critique of Prospect Theory and related approaches, part II

Michael Nwogugu

To: evaluate Prospect Theory and Cumulative Prospect Theory as functional models of decision making and risk within various contexts; compare and analyze risk models and…

Editorial

Michael R. Powers

The (mis)behavior of risk managers: recognizing our limitations

Michael Mainelli

The struggle for growth

Chris Gentle

"Uncertainty": "risk" without the attitude

Matthew Leitch