Table of contents
Sharing responsibility: what they didn't teach you in kindergarten
Michael R. PowersThe purpose of this paper is to consider the problem of allocating responsibility for risk through a simple classroom vignette that illustrates some of the difficulties…
Tornado risk analysis in the United States
Siamak Daneshvaran, Robert E. MordenPerils of tornado and hail cause large amounts of loss every year. Based on the data provided by Property Claims Services, since 1949, tornado, hail and straight‐line‐wind losses…
Weather derivatives: risk‐hedging prospects for agriculture and power sectors in India
Anil K. Sharma, Ashutosh VashishthaThis article aims to examine the state of risk management in agriculture and power sector of India, evaluate the effectiveness of weather derivatives as alternative risk…
Data‐efficient model building for financial applications: A semi‐supervised learning approach
Sven Sandow, Xuelong ZhouInvestors often rely on probabilistic models that were learned from small historical labeled datasets. The purpose of this article is to propose a new method for data‐efficient…
Systemic risk in modern financial systems: analytics and policy design
Prasanna Gai, Nigel Jenkinson, Sujit KapadiaIn recent years, the financial system has been changing rapidly. At the same time, macroeconomic volatility has fallen in developed countries. The purpose of this paper is to…
An analysis of risk for defaultable bond portfolios
Hongtao Guo, Guojun Wu, Zhijie XiaoThe purpose of this article is to estimate value at risk (VaR) using quantile regression and provide a risk analysis for defaultable bond portfolios.
On the surplus prior to ruin in the perturbed classical risk process
Jiandong RenThe purpose of this article is to consider the classical risk model that is perturbed by a Brownian motion process. The article derives explicit formulas for the joint and…
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1526-5943Online date, start – end:
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Emerald Publishing LimitedOpen Access:
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- Nawazish Mirza