Table of contents
The use of derivatives by US insurers: Empirical evidence and regulatory issues
Mayank RaturiDerivatives 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 RenThe paper aims to develop a realistic, yet flexible model of insurer net worth.
Coping with credit risk
Henri Loubergé, Harris SchlesingerThis 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 GunayAn 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 NwoguguTo: 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 NwoguguTo: evaluate Prospect Theory and Cumulative Prospect Theory as functional models of decision making and risk within various contexts; compare and analyze risk models and…
ISSN:
1526-5943e-ISSN:
2331-2947ISSN-L:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza