Results 61 to 70 of about 435,179 (262)
The Effect of Non-Proportional Reinsurance: A Revision of Solvency II Standard Formula
Risks, 2018 Solvency II Standard Formula provides a methodology to recognise the risk-mitigating impact of excess of loss reinsurance treaties in premium risk modelling. We analyse the proposals of both Quantitative Impact Study 5 and Commission Delegated Regulation
Gian Paolo Clemente
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Market risk premium: Required, historical and expected [PDF]
The market risk premium is one of the most important but elusive parameters in finance. It is also called equity premium, market premium and risk premium.
Fernandez, Pablo
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The equity premium in 100 textbooks [PDF]
I review 100 finance and valuation textbooks published between 1979 and 2008 by authors such as Brealey and Myers, Copeland, Damodaran, Merton, Ross, Bruner, Bodie, Penman, Weston, Brigham and Arzac and find that their recommendations regarding the ...
Fernandez, Pablo
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Mathematics, 2019 In this paper, we consider an insurance risk model with mixed premium income, in which both constant premium income and stochastic premium income are considered.
Yunyun Wang +4 more
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Equity premium: Historical, expected, required and implied [PDF]
Equity premium designates four different concepts: Historical Equity Premium (HEP); Expected Equity Premium (EEP);Required Equity Premium (REP); and Implied Equity Premium (IEP).
Fernandez, Pablo
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Artificial intelligence investments reduce risks to critical mineral supply
Nature CommunicationsThis paper employs insights from earth science on the financial risk of project developments to present an economic theory of critical minerals. Our theory posits that back-ended critical mineral projects that have unaddressed technical and non-technical
Joaquin Vespignani, Russell Smyth
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MANAGEMENT OF INTANGIBLE ASSETSS OF THE ENTERPRISE INNOVATIVE PERFORMANCE WITH REFERENCE TO RISKS
Наука Красноярья, 2019 The article is devoted to the analysis of existing assessment tools of intangible results of innovative performance that are used to manage the innovative development of the enterprise.
Irina Vladimirovna Elokhova +1 more
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Risk Premiums and the Storage of Agricultural Commodities [PDF]
The existence of a commodity market risk premium has attracted the interest of researchers for several decades. Most attempts to measure risk premiums have been focused on futures markets.
Fortenbery, T. Randall, Lin, Hua
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Adaptive filtering for stochastic risk premia in bond market [PDF]
, 2012 We consider the adaptive filtering problem for estimating the randomly changing risk premium and its system parameters for zero-coupon bond models. The term structure model for a zero-coupon bond is formulated including the stochastic risk-premium factor.
Aihara, ShinIchi, Bagchi, Arunabha
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Identifying Volatility Risk Premium from Fixed Income Asian Options [PDF]
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which
Caio Ibsen R. Almeida +1 more
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