Citation analysis for Risks / MDPI, Open Access Journal

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.38

5 Years IF

0.36

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2005	0	0.47	0	0	0	0	0		0	0		0			0		0	0.22
2006	0	0.47	0	0	0	0	0		0	0		0			0		0	0.21
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.19
2008	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2009	0	0.44	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.44	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2012	0	0.47	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.53	0.08	0	13	13	28	1	1	0		0			0	1	0.08	0.22
2014	0.38	0.55	0.23	0.38	26	39	88	9	10	13	5	13	5	4	44.4	4	0.15	0.21
2015	0.69	0.55	0.4	0.69	31	70	25	28	38	39	27	39	27	3	10.7		0	0.21
2016	0.44	0.56	0.31	0.4	72	142	62	44	82	57	25	70	28	3	6.8	15	0.21	0.2
2017	0.17	0.58	0.21	0.23	64	206	55	43	125	103	18	142	32	9	20.9	9	0.14	0.21
2018	0.25	0.7	0.27	0.3	146	352	88	95	220	136	34	206	62	30	31.6	11	0.08	0.28
2019	0.38	0.88	0.42	0.36	125	477	44	198	418	210	79	339	121	39	19.7	31	0.25	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2014	An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505. Full description at Econpapers \|\| Download paper	50
2	2013	Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Zitikis, Riardas ; Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978. Full description at Econpapers \|\| Download paper	13
3	2018	Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Addo, Peter Martey ; Hassani, Bertrand ; Guegan, Dominique. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267. Full description at Econpapers \|\| Download paper	10
4	2013	A Risk Model with an Observer in a Markov Environment. (2013). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342. Full description at Econpapers \|\| Download paper	9
5	2014	1980â2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639. Full description at Econpapers \|\| Download paper	9
6	2016	Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032. Full description at Econpapers \|\| Download paper	8
7	2016	Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470. Full description at Econpapers \|\| Download paper	8
8	2016	Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470. Full description at Econpapers \|\| Download paper	8
9	2018	On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249. Full description at Econpapers \|\| Download paper	8
10	2016	Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032. Full description at Econpapers \|\| Download paper	8
11	2014	Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264. Full description at Econpapers \|\| Download paper	7
12	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467. Full description at Econpapers \|\| Download paper	7
13	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467. Full description at Econpapers \|\| Download paper	7
14	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467. Full description at Econpapers \|\| Download paper	7
15	2019	DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719. Full description at Econpapers \|\| Download paper	6
16	2018	A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Costanzino, Nick ; Curran, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009. Full description at Econpapers \|\| Download paper	6
17	2015	The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870. Full description at Econpapers \|\| Download paper	6
18	2016	A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342. Full description at Econpapers \|\| Download paper	6
19	2016	The Wasserstein Metric and Robustness in Risk Management. (2016). Kiesel, Rdiger ; Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044. Full description at Econpapers \|\| Download paper	6
20	2019	Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870. Full description at Econpapers \|\| Download paper	5
21	2014	A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048. Full description at Econpapers \|\| Download paper	5
22	2018	CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274. Full description at Econpapers \|\| Download paper	5
23	2018	An Individual Claims History Simulation Machine. (2018). Gabrielli, Andrea ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840. Full description at Econpapers \|\| Download paper	4
24	2016	Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. (2016). Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:29-:d:75385. Full description at Econpapers \|\| Download paper	4
25	2015	Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers \|\| Download paper	4
26	2017	Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105. Full description at Econpapers \|\| Download paper	4
27	2016	A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958. Full description at Econpapers \|\| Download paper	4
28	2016	Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448. Full description at Econpapers \|\| Download paper	4
29	2017	An Integrated Approach to Pricing Catastrophe Reinsurance. (2017). Chang, Carolyn W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:51-:d:112384. Full description at Econpapers \|\| Download paper	4
30	2018	A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model. (2018). Lkabous, Mohamed Amine ; Renaud, Jean-Franois. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:85-:d:165493. Full description at Econpapers \|\| Download paper	4
31	2014	An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality. (2014). Pinelis, Iosif . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:349-392:d:40522. Full description at Econpapers \|\| Download paper	4
32	2017	State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing. (2017). Chukhrova, Nataliya ; Johannssen, Arne. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:30-:d:99880. Full description at Econpapers \|\| Download paper	3
33	2017	Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. (2017). Jiang, Wenjun ; Zitikis, Riardas ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:11-:d:89417. Full description at Econpapers \|\| Download paper	3
34	2017	Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375. Full description at Econpapers \|\| Download paper	3
35	2016	Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Amarante, Massimiliano ; Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161. Full description at Econpapers \|\| Download paper	3
36	2019	Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania. (2019). Spicas, Renatas ; Kanapickiene, Rasa. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:67-:d:239504. Full description at Econpapers \|\| Download paper	3
37	2019	Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926. Full description at Econpapers \|\| Download paper	3
38	2016	A Note on Health Insurance under Ex Post Moral Hazard. (2016). Picard, Pierre. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:38-:d:81350. Full description at Econpapers \|\| Download paper	3
39	2013	Optimal Dynamic Portfolio with Mean-CVaR Criterion. (2013). Xu, Mingxin ; Li, Jing. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:119-147:d:30341. Full description at Econpapers \|\| Download paper	3
40	2017	An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944. Full description at Econpapers \|\| Download paper	3
41	2016	Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Ghossoub, Mario ; amarante, massimiliano. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8-:d:66161. Full description at Econpapers \|\| Download paper	3
42	2017	Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:26-:d:96172. Full description at Econpapers \|\| Download paper	3
43	2018	Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554. Full description at Econpapers \|\| Download paper	3
44	2019	Loss Reserving Models: Granular and Machine Learning Forms. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:82-:d:250013. Full description at Econpapers \|\| Download paper	3
45	2018	A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Krah, Anne-Sophie ; Korn, Ralf ; Nikoli, Zoran. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752. Full description at Econpapers \|\| Download paper	3
46	2017	Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios. (2017). Clark, Iain J ; Amen, Saeed. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:35-:d:103608. Full description at Econpapers \|\| Download paper	3
47	2019		3
48	2018	Life Insurance and Annuity Demand under Hyperbolic Discounting. (2018). Tang, Siqi ; Zhang, Jinhui ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:43-:d:142704. Full description at Econpapers \|\| Download paper	3
49	2018	Mixed Periodic-Classical Barrier Strategies for LÃ©vy Risk Processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:33-:d:139765. Full description at Econpapers \|\| Download paper	3
50	2017	Mathematical Analysis of Replication by Cash Flow Matching. (2017). Natolski, Jan ; Werner, Ralf . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:13-:d:91771. Full description at Econpapers \|\| Download paper	3

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2014	An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505. Full description at Econpapers \|\| Download paper	18
2	2018	Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Addo, Peter Martey ; Hassani, Bertrand ; Guegan, Dominique. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267. Full description at Econpapers \|\| Download paper	10
3	2018	On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249. Full description at Econpapers \|\| Download paper	8
4	2016	Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032. Full description at Econpapers \|\| Download paper	7
5	2016	Community Analysis of Global Financial Markets. (2016). Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032. Full description at Econpapers \|\| Download paper	7
6	2018	A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Costanzino, Nick ; Curran, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009. Full description at Econpapers \|\| Download paper	6
7	2019	DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719. Full description at Econpapers \|\| Download paper	6
8	2019	Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870. Full description at Econpapers \|\| Download paper	5
9	2016	The Wasserstein Metric and Robustness in Risk Management. (2016). Kiesel, Rdiger ; Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044. Full description at Econpapers \|\| Download paper	5
10	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467. Full description at Econpapers \|\| Download paper	5
11	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467. Full description at Econpapers \|\| Download paper	5
12	2018	CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274. Full description at Econpapers \|\| Download paper	5
13	2016	Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467. Full description at Econpapers \|\| Download paper	5
14	2016	Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470. Full description at Econpapers \|\| Download paper	4
15	2014	1980â2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639. Full description at Econpapers \|\| Download paper	4
16	2016	Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448. Full description at Econpapers \|\| Download paper	4
17	2016	Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470. Full description at Econpapers \|\| Download paper	4
18	2018	An Individual Claims History Simulation Machine. (2018). Gabrielli, Andrea ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840. Full description at Econpapers \|\| Download paper	4
19	2018	A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model. (2018). Lkabous, Mohamed Amine ; Renaud, Jean-Franois. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:85-:d:165493. Full description at Econpapers \|\| Download paper	4
20	2016	Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. (2016). Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:29-:d:75385. Full description at Econpapers \|\| Download paper	4
21	2015	The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870. Full description at Econpapers \|\| Download paper	4
22	2018	Consistent Valuation Across Curves Using Pricing Kernels. (2018). Macrina, Andrea ; Mahomed, Obeid. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:18-:d:134969. Full description at Econpapers \|\| Download paper	3
23	2018	Mixed Periodic-Classical Barrier Strategies for LÃ©vy Risk Processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:33-:d:139765. Full description at Econpapers \|\| Download paper	3
24	2017	State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing. (2017). Chukhrova, Nataliya ; Johannssen, Arne. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:30-:d:99880. Full description at Econpapers \|\| Download paper	3
25	2017	Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375. Full description at Econpapers \|\| Download paper	3
26	2016	A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958. Full description at Econpapers \|\| Download paper	3
27	2013	A Risk Model with an Observer in a Markov Environment. (2013). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342. Full description at Econpapers \|\| Download paper	3
28	2016	Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Ghossoub, Mario ; amarante, massimiliano. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8-:d:66161. Full description at Econpapers \|\| Download paper	3
29	2018	Life Insurance and Annuity Demand under Hyperbolic Discounting. (2018). Tang, Siqi ; Zhang, Jinhui ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:43-:d:142704. Full description at Econpapers \|\| Download paper	3
30	2017	An Integrated Approach to Pricing Catastrophe Reinsurance. (2017). Chang, Carolyn W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:51-:d:112384. Full description at Econpapers \|\| Download paper	3
31	2017	Mathematical Analysis of Replication by Cash Flow Matching. (2017). Natolski, Jan ; Werner, Ralf . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:13-:d:91771. Full description at Econpapers \|\| Download paper	3
32	2013	Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Zitikis, Riardas ; Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978. Full description at Econpapers \|\| Download paper	3
33	2013	Optimal Dynamic Portfolio with Mean-CVaR Criterion. (2013). Xu, Mingxin ; Li, Jing. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:119-147:d:30341. Full description at Econpapers \|\| Download paper	3
34	2018	Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554. Full description at Econpapers \|\| Download paper	3
35	2019	Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926. Full description at Econpapers \|\| Download paper	3
36	2017	An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944. Full description at Econpapers \|\| Download paper	3
37	2019	Loss Reserving Models: Granular and Machine Learning Forms. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:82-:d:250013. Full description at Econpapers \|\| Download paper	3
38	2017	Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105. Full description at Econpapers \|\| Download paper	3
39	2018	A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Krah, Anne-Sophie ; Korn, Ralf ; Nikoli, Zoran. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752. Full description at Econpapers \|\| Download paper	3
40	2016	A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342. Full description at Econpapers \|\| Download paper	3
41	2016	Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. (2016). Amarante, Massimiliano ; Ghossoub, Mario. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161. Full description at Econpapers \|\| Download paper	3
42	2019	Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania. (2019). Spicas, Renatas ; Kanapickiene, Rasa. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:67-:d:239504. Full description at Econpapers \|\| Download paper	3
43	2014	Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264. Full description at Econpapers \|\| Download paper	3
44	2019		3
45	2016	A Note on Health Insurance under Ex Post Moral Hazard. (2016). Picard, Pierre. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:38-:d:81350. Full description at Econpapers \|\| Download paper	3
46	2015	Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers \|\| Download paper	2
47	2018	A General Framework for Portfolio TheoryâPart I: Theory and Various Models. (2018). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:53-:d:145135. Full description at Econpapers \|\| Download paper	2
48	2018	Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299. Full description at Econpapers \|\| Download paper	2
49	2018	A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842. Full description at Econpapers \|\| Download paper	2
50	2019	Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange. (2019). Rathnayake, Dilesha ; Ding, Ning ; Louembe, Pierre Axel ; Kassi, Diby Franois. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:20-:d:208080. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 79

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2019	Modelling Outstanding Claims with Mixed Compound Processes in Insurance. (2019). Zappa, Diego ; Savelli, Nino ; Clemente, Gian Paolo. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:3:p:123-138. Full description at Econpapers \|\| Download paper
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2019	On the priming of risk preferences: The role of fear and general affect. (2019). Tufano, Fabio ; Starmer, Chris ; Alempaki, Despoina. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:75:y:2019:i:pa:s0167487018302940. Full description at Econpapers \|\| Download paper
2019	Optimal proportion decision-making for two stages investment. (2019). Jiang, I-Ming ; I-Ming Jiang, ; Liu, Yu-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:776-785. Full description at Econpapers \|\| Download paper
2019	Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths. (2019). Lindahl-Jacobsen, Rune ; Oeppen, Jim ; Kallestrup-Lamb, Malene ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-07. Full description at Econpapers \|\| Download paper
2019	Omega and Sharpe ratio. (2019). Guez, Beatrice ; Benhamou, Eric. In: Papers. RePEc:arx:papers:1911.10254. Full description at Econpapers \|\| Download paper
2019	DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719. Full description at Econpapers \|\| Download paper
2019	A Likelihood Approach to BornhuetterâFerguson Analysis. (2019). Nielsen, Bent ; Martinez-Miranda, Maria Dolores ; Margraf, Carolin ; Elpidorou, Valandis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:119-:d:296216. Full description at Econpapers \|\| Download paper
2019	Explicit moments for a class of micro-models in non-life insurance. (2019). Wahl, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:140-156. Full description at Econpapers \|\| Download paper
2019	Fraud risk assessment within blockchain transactions. (2019). Goffard, Pierre-Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01716687. Full description at Econpapers \|\| Download paper
2019	Adjusted Evaluation Measures for Asymmetrically Important Data. (2019). Skilogianni, Despoina ; Siouris, George-Jason ; Karagrigoriou, Alex. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:41-66. Full description at Econpapers \|\| Download paper
2019	Valuation of contingent convertible catastrophe bonds â The case for equity conversion. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo ; Palmowski, Zbigniew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254. Full description at Econpapers \|\| Download paper
2019	Quantifying Life Insurance Risk using Least-Squares Monte Carlo. (2019). Pfaffel, Oliver ; Lempertseder, Robert ; Krebs, Johannes ; Baumgart, Claus. In: Papers. RePEc:arx:papers:1910.03951. Full description at Econpapers \|\| Download paper
2019	Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119. Full description at Econpapers \|\| Download paper
2019	An approach to merit rating by means of autoregressive sequences. (2019). Arato, Miklos N ; Martinek, Laszlo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:205-217. Full description at Econpapers \|\| Download paper
2019	Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344. Full description at Econpapers \|\| Download paper
2019	Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295. Full description at Econpapers \|\| Download paper
2019	An arbitrage-free conic martingale model with application to credit risk. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1909.02474. Full description at Econpapers \|\| Download paper
2019	Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:123. Full description at Econpapers \|\| Download paper
2019	Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:126. Full description at Econpapers \|\| Download paper
2019	Model risk of expected shortfall. (2019). Zhang, Ning ; Lazar, Emese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:74-93. Full description at Econpapers \|\| Download paper
2019	Special Issue âRisk, Ruin and Survival: Decision Making in Insurance and Financeâ. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178. Full description at Econpapers \|\| Download paper
2019	On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends. (2019). Upadhye, Neelesh S. In: Papers. RePEc:arx:papers:1908.03407. Full description at Econpapers \|\| Download paper
2019	A Novel Adaptive Intelligent Ensemble Model for Forecasting Primary Energy Demand. (2019). Zhao, Wenting ; Wang, Pan ; Jin, Zhixin ; Yao, Xilong. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1347-:d:220952. Full description at Econpapers \|\| Download paper
2019	Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:41. Full description at Econpapers \|\| Download paper
2019	From point through density valuation to individual risk assessment in the discounted cash flows method. (2019). Dec, Marcin. In: GRAPE Working Papers. RePEc:fme:wpaper:35. Full description at Econpapers \|\| Download paper
2019	CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets. (2019). Huang, Fu-Wei ; Yao, Wenyu ; Lin, Jyh-Horng ; Chen, Shi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:28-:d:211106. Full description at Econpapers \|\| Download paper
2019	A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20. Full description at Econpapers \|\| Download paper
2019	It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269. Full description at Econpapers \|\| Download paper
2019	Generative Synthesis of Insurance Datasets. (2019). Kuo, Kevin. In: Papers. RePEc:arx:papers:1912.02423. Full description at Econpapers \|\| Download paper
2019	Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case. (2019). Sun, Li-Hsien ; Sheu, Shuenn-Jyi ; Hata, Hiroaki. In: Papers. RePEc:arx:papers:1903.08957. Full description at Econpapers \|\| Download paper
2019	An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving. (2019). Thibault, Emmanuel ; d'Albis, Hippolyte ; Attanasi, Giuseppe. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02132858. Full description at Econpapers \|\| Download paper
2019	Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (2019). Zagst, Rudi ; Shevchenko, Pavel V ; Lichtenstern, Andreas. In: Papers. RePEc:arx:papers:1908.09976. Full description at Econpapers \|\| Download paper
2019	An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving. (2019). d'Albis, Hippolyte ; Attanasi, Giuseppe ; Thibault, Emmanuel. In: Working Papers. RePEc:hal:wpaper:halshs-02132858. Full description at Econpapers \|\| Download paper
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2019	Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265. Full description at Econpapers \|\| Download paper
2019	A robust machine learning approach for credit risk analysis of large loan-level datasets using deep learning and extreme gradient boosting. (2019). Klamargias, Aristotelis ; Stavroulakis, Evaggelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-22. Full description at Econpapers \|\| Download paper
2019	Artificial Intelligence, Data, Ethics. An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: Working Papers. RePEc:ven:wpaper:2019:19. Full description at Econpapers \|\| Download paper
2019	Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02181597. Full description at Econpapers \|\| Download paper
2019	The use of big data analytics and artificial intelligence in central banking. (2019). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:50. Full description at Econpapers \|\| Download paper
2019	A chemical-reaction-optimization-based neuro-fuzzy hybrid network for stock closing price prediction. (2019). Misra, Bijan Bihari ; Nayak, Sarat Chandra. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0153-1. Full description at Econpapers \|\| Download paper
2019	Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: Post-Print. RePEc:hal:journl:halshs-02181597. Full description at Econpapers \|\| Download paper
2019	The Outperformance Probability of Mutual Funds. (2019). Huber, Ferdinand ; Frahm, Gabriel. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:108-:d:243051. Full description at Econpapers \|\| Download paper
2019	Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution. (2019). Lewis, Alan L. In: Papers. RePEc:arx:papers:1809.08635. Full description at Econpapers \|\| Download paper
2019	Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility. (2019). Kim, Jeong-Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:149-169. Full description at Econpapers \|\| Download paper
2019	Premium Risk Net of Reinsurance: From Short-Term to Medium-Term Assessment. (2019). Savelli, Nino ; Pallaria, Antonio. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:72-:d:244702. Full description at Econpapers \|\| Download paper
2019	The Optimum Leverage Level of the Banking Sector. (2019). Zhu, Qiji ; Judice, Pedro ; Dewasurendra, Sagara. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:51-:d:227536. Full description at Econpapers \|\| Download paper
2019	A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach. (2019). Zhu, Qiji Jim ; Platen, Andreas ; Maier-Paape, Stanislaus. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:60-:d:236355. Full description at Econpapers \|\| Download paper
2019	Option pricing under regime-switching models: Novel approaches removing path-dependence. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:130-142. Full description at Econpapers \|\| Download paper
2019	Modified Pricing Model for Negotiation of Mortgage Valuation Between Estate Surveyors and Valuers and Their Clients. (2019). Okagbue, H I ; Emetere, M E ; Iroham, C O ; Akinwale, O M ; Peter, N J ; Durodola, O D ; Ogunkoya, O. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:20:y:2019:i:4:d:10.1007_s40171-019-00219-4. Full description at Econpapers \|\| Download paper
2019	RISK AVERSION AND MOTOR INSURANCE DEMAND: EMPIRICAL EVIDENCE FROM NIGERIA. (2019). Oreshile, Sulaiman Ademola ; Ajemunigbohun, Sunday Stephen. In: Annals of University of Craiova - Economic Sciences Series. RePEc:aio:aucsse:v:2:y:2019:i:47:p:211-222. Full description at Econpapers \|\| Download paper
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2019	Dual Representation of Expectile based Expected Shortfall and Its Properties. (2019). Tadese, Mekonnen ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1911.03245. Full description at Econpapers \|\| Download paper
2019	Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source. (2019). Dacorogna, Michel ; Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:1903.03969. Full description at Econpapers \|\| Download paper
2019	Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128. Full description at Econpapers \|\| Download paper
2019	Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation. (2019). Tiwari, Aviral Kumar ; Trabelsi, Nader. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:78-:d:246399. Full description at Econpapers \|\| Download paper
2019	Grouping of Contracts in Insurance using Neural Networks. (2019). Weiss, Christian ; Kiermayer, Mark. In: Papers. RePEc:arx:papers:1912.09964. Full description at Econpapers \|\| Download paper
2019	Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies. (2019). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Papers. RePEc:arx:papers:1909.02182. Full description at Econpapers \|\| Download paper
2019	A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:147-157. Full description at Econpapers \|\| Download paper
2019	On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721. Full description at Econpapers \|\| Download paper
2019	A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09993. Full description at Econpapers \|\| Download paper
2019	Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145. Full description at Econpapers \|\| Download paper
2019	A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1912.08695. Full description at Econpapers \|\| Download paper
2019	Systemic Risk and Heterogeneous Mean Field Type Interbank Network. (2019). Sun, Li-Hsien. In: Papers. RePEc:arx:papers:1907.03082. Full description at Econpapers \|\| Download paper
2019	The spread of a financial virus through Europe and beyond. (2019). , Delfim ; Rodrigues, Helena Sofia ; Kostylenko, Olena. In: Papers. RePEc:arx:papers:1901.07241. Full description at Econpapers \|\| Download paper
2019	Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution. (2019). Giudici, Paolo ; Parisi, Laura. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087. Full description at Econpapers \|\| Download paper
2019	The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287. Full description at Econpapers \|\| Download paper
2019	Sustainable Development Economic Strategy Model for Reducing Carbon Emission by Using Real Options Approach. (2019). Zhou, Jing ; Chen, Zan-Yu ; Liu, Chien-Yu ; Ko, Chuan-Chuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5498-:d:273544. Full description at Econpapers \|\| Download paper
2019	Pre-Feasibility Study of Sarawak-West Kalimantan Cross-Border Value Chains. (2019). Lord, Montague ; Chang, Susan. In: MPRA Paper. RePEc:pra:mprapa:94732. Full description at Econpapers \|\| Download paper
2019	Pre-Feasibility Study of Sarawak-West Kalimantan Cross-Border Value Chains. (2019). Lord, Montague ; Chang, Susan. In: MPRA Paper. RePEc:pra:mprapa:97376. Full description at Econpapers \|\| Download paper
2019	Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data. (2019). Bin, Mohammad Syazwan ; Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:306-321. Full description at Econpapers \|\| Download paper
2019	Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426. Full description at Econpapers \|\| Download paper
2019	Ratios of ordered points of point processes with regularly varying intensity measures. (2019). Ipsen, Yuguang ; Resnick, Sidney ; Maller, Ross . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:205-222. Full description at Econpapers \|\| Download paper
2019	Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117. Full description at Econpapers \|\| Download paper
2019	Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1901.08356. Full description at Econpapers \|\| Download paper
2019	Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:608. Full description at Econpapers \|\| Download paper
2019	A forecast reconciliation approach to cause-of-death mortality modeling. (2019). Lu, Yang ; Li, Hong ; Panagiotelis, Anastasios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133. Full description at Econpapers \|\| Download paper
2019	Insurance ratemaking using the Exponential-Lognormal regression model. (2019). Mustaqeem, Muhammad Waqar ; Yik, Woo Hee ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101729. Full description at Econpapers \|\| Download paper
2019	On a spectrally negative LÃ©vy risk process with periodic dividends and capital injections. (2019). Zhou, Xiaowen ; Dong, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:16. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161. Full description at Econpapers \|\| Download paper
2019	MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150. Full description at Econpapers \|\| Download paper
2019	A neural network-based framework for financial model calibration. (2019). Oosterlee, Cornelis W ; Grzelak, Lech A ; Borovykh, Anastasia ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:1904.10523. Full description at Econpapers \|\| Download paper
2019	Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501. Full description at Econpapers \|\| Download paper
2019	The value of power-related options under spectrally negative L\evy processes. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1910.07971. Full description at Econpapers \|\| Download paper
2019	A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834. Full description at Econpapers \|\| Download paper
2019	Does Death Anxiety Moderate the Adequacy of Retirement Savings? Empirical Evidence from 40-Plus Clients of Spanish Financial Advisory Firms. (2019). Hernandez, Montserrat ; Herrador, Teresa ; Topa, Gabriela ; Garmendia, Pablo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:38-:d:246463. Full description at Econpapers \|\| Download paper
2019	The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663. Full description at Econpapers \|\| Download paper
2019	The W , Z / Î½ , Î´ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps. (2019). Vardar-Acar, Ceren ; Grahovac, Danijel ; Avram, Florin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:18-:d:207330. Full description at Econpapers \|\| Download paper
2019	Predicting Motor Insurance Claims Using Telematics DataâXGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617. Full description at Econpapers \|\| Download paper
2019	Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit. (2019). Bermudez, Lluis ; Alcaiz, Manuela ; Guillen, Montserrat ; Perez-Marin, Ana M. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:80-:d:248378. Full description at Econpapers \|\| Download paper
2019	Special Issue âRisk, Ruin and Survival: Decision Making in Insurance and Financeâ. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178. Full description at Econpapers \|\| Download paper
2019	DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719. Full description at Econpapers \|\| Download paper
2019	A Likelihood Approach to BornhuetterâFerguson Analysis. (2019). Nielsen, Bent ; Martinez-Miranda, Maria Dolores ; Margraf, Carolin ; Elpidorou, Valandis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:119-:d:296216. Full description at Econpapers \|\| Download paper
2019	Risks Special Issue on âGranular Models and Machine Learning Modelsâ. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:1-:d:303264. Full description at Econpapers \|\| Download paper
2019	Internet of Things and Their Coming Perspectives: A Real Options Approach. (2019). Cruz-Rambaud, Salvador ; Sanchez-Perez, Ana Maria ; Tarifa-Fernandez, Jorge. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3178-:d:237686. Full description at Econpapers \|\| Download paper
2019	Sustainable Road Design: Promoting Recycling and Non-Conventional Materials. (2019). Dawson, Andrew ; Thom, Nicholas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6106-:d:282895. Full description at Econpapers \|\| Download paper
2019	On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Olah, Judit ; Ur, Faheem ; Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359. Full description at Econpapers \|\| Download paper
2019	Pay Me Later is Not Always Positively Associated with Bank Risk ReductionâFrom the Perspective of Long-Term Compensation and Black Box Effect. (2019). Yuan, Xuchuan ; Jiang, Minghui ; Ma, Tianyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:35-:d:299541. Full description at Econpapers \|\| Download paper
2019	Companyâs Performance and Its Determinants: A Study on Dutch Lady Milk Industries Berhad. (2019). Pang, Xiao Xuan. In: MPRA Paper. RePEc:pra:mprapa:97168. Full description at Econpapers \|\| Download paper
2019	The Impact Of Determinants The Factor That Influence The Company Performance:A Study On Padini Holding BHD In Malaysia.. (2019). Yan, Chong Wai. In: MPRA Paper. RePEc:pra:mprapa:97176. Full description at Econpapers \|\| Download paper
2019	The Market Risk on Dominos Pizza Incorporations Peformance. (2019). Teoh, Wenji. In: MPRA Paper. RePEc:pra:mprapa:97244. Full description at Econpapers \|\| Download paper
2019	Market Risk on Dominos Pizza Incorporations Performance. (2019). Wenji, Teoh. In: MPRA Paper. RePEc:pra:mprapa:97319. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	On fair reinsurance premiums; Capital injections in a perturbed risk model. (2018). ben Salah, Zied ; Garrido, Jose. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:11-20. Full description at Econpapers \|\| Download paper
2018	Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407. Full description at Econpapers \|\| Download paper
2018	Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360. Full description at Econpapers \|\| Download paper
2018	Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models. (2018). Harnau, Jonas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:25-:d:137814. Full description at Econpapers \|\| Download paper
2018	On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249. Full description at Econpapers \|\| Download paper
2018	The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans. (2018). Ghulam, Yaseen ; Hill, Sophie ; Naseem, Sana ; Dhruva, Kamini. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:101-:d:169957. Full description at Econpapers \|\| Download paper
2018	Company Value with Ruin Constraint in Lundberg Models. (2018). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:73-:d:159090. Full description at Econpapers \|\| Download paper
2018	Optimum Technology Product Life Cycle Technology Innovation Investment-Using Compound Binomial Options. (2018). Ko, Chuan-Chuan ; Liu, Chien-Yu ; Zeng, Fu-Min ; Lin, Tyrone T. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:98-:d:169829. Full description at Econpapers \|\| Download paper
2018	Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723. Full description at Econpapers \|\| Download paper
2018	On the Dependence between Quantiles and Dispersion Estimators. (2018). Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-02296832. Full description at Econpapers \|\| Download paper
2018

Recent citations received in 2017

Year	Citing document
2017	Influence of jump-at-default in IR and FX on Quanto CDS prices. (2017). Itkin, Andrey ; Veygman, A ; Shcherbakov, V. In: Papers. RePEc:arx:papers:1711.07133. Full description at Econpapers \|\| Download paper
2017	Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel. In: Papers. RePEc:arx:papers:1712.03797. Full description at Econpapers \|\| Download paper
2017	Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37. Full description at Econpapers \|\| Download paper
2017	Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098. Full description at Econpapers \|\| Download paper
2017	Special Issue âActuarial and Financial Risks in Life Insurance, Pensions and Household Financeâ. (2017). Regis, Luca. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:63-:d:121755. Full description at Econpapers \|\| Download paper
2017	Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing. (2017). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:64-:d:123183. Full description at Econpapers \|\| Download paper
2017	A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:65-:d:123567. Full description at Econpapers \|\| Download paper
2017	Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth W ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:1607.02319. Full description at Econpapers \|\| Download paper
2016	Bivariate credibility bonusâmalus premiums distinguishing between two types of claims. (2016). Gomez-Deniz, E. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:117-124. Full description at Econpapers \|\| Download paper
2016	Generalized linear models for dependent frequency and severity of insurance claims. (2016). Genest, C ; Garrido, J ; Schulz, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:205-215. Full description at Econpapers \|\| Download paper
2016	Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs. (2016). Escobar Anel, Marcos ; Zagst, Rudi ; Ramsauer, Franz ; Krayzler, Mikhail ; Saunders, David. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:41-:d:82367. Full description at Econpapers \|\| Download paper
2016	Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01391091. Full description at Econpapers \|\| Download paper
2016	Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel ; Peters, Gareth. In: Post-Print. RePEc:hal:journl:halshs-01391091. Full description at Econpapers \|\| Download paper
2016	Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Hassani, Bertrand K ; Peters, Gareth W ; Shevchenko, Pavel V ; Chapelle, Ariane. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16065. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Risks / MDPI, Open Access Journal	8	107
2	Papers / arXiv.org	54	83
3	Insurance: Mathematics and Economics / Elsevier	44	68
4	Sustainability / MDPI, Open Access Journal	31	14
5	MPRA Paper / University Library of Munich, Germany	90	11
6	Physica A: Statistical Mechanics and its Applications / Elsevier	54	10
7	Finance and Stochastics / Springer	45	9
8	Journal of Banking & Finance / Elsevier	133	8
9	European Journal of Operational Research / Elsevier	91	8
10	Statistics & Probability Letters / Elsevier	26	8
11	Post-Print / HAL	104	6