Results 71 to 80 of about 7,199,199 (374)
A Novel Mutual Insurance Model for Hedging Against Cyber Risks in Power Systems Deploying Smart Technologies [PDF]
in IEEE Transactions on Power Systems, vol. 38, no. 1, pp.
630-642, Jan. 2023In this paper, a novel cyber-insurance model design is proposed based on system risk evaluation with smart technology applications. The cyber insurance policy for power systems is tailored via cyber risk modeling, reliability impact analysis, and insurance premium calculation.
arxiv +1 more source
Downside Variance Risk Premium
, 2015 We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium.
Bruno Feunou +2 more
semanticscholar +1 more source
Determining the influence of belonging to a wine protected designation of origin on profitability
Agribusiness, EarlyView.Abstract To guide consumers, wineries need credible attributes about the quality of their wines and its origin. In Spain, protected designations of origin (PDO) guarantee that the wine has been produced in a certain wine region in accordance with specific and officially regulated quality criteria thus providing elements of guarantee to the consumer ...
Jordi Moreno Gené +2 more
wiley +1 more source
The equity premium in finance and valuation textbooks [PDF]
This paper is a review of the recommendations about the equity premium found in the main finance and valuation textbooks. We review several editions of books written by authors such as Brealey and Myers; Copeland, Koller and Murrin (McKinsey); Ross ...
Fernandez, Pablo
core +3 more sources
Equity Premium Puzzle and Bubble Risk and Epstein- Zin Recursive Preferences Function in Iran’s Securities Market [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2017 The present study aims to interpret equity premium puzzle based on the bubble risk approach in Iran’s securities market for the period 1996:09-2016:10.
Madjid Hatefi Madjumerd +2 more
doaj +1 more source
Predictive Risk Analysis in Collective Risk Model: Choices between Historical Frequency and Aggregate Severity [PDF]
arXiv, 2020 Typical risk classification procedure in insurance is consists of a priori risk classification determined by observable risk characteristics, and a posteriori risk classification where the premium is adjusted to reflect the policyholder's claim history.
arxiv
Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle [PDF]
arXiv, 2021 In this paper, we study an optimal insurance problem for a risk-averse individual who seeks to maximize the rank-dependent expected utility (RDEU) of her terminal wealth, and insurance is priced via a general distortion-deviation premium principle.
arxiv
The Equity Risk Premium: A Review of Models
, 2015 We estimate the equity risk premium (ERP) by combining information from twenty models. The ERP in 2012 and 2013 reached heightened levels—of around 12 percent—not seen since the 1970s.
Fernando Duarte, Carlo Rosa
semanticscholar +1 more source
Agribusiness, EarlyView.Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
wiley +1 more source
On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums [PDF]
arXiv, 2014 In this paper, we consider the problem of optimal reinsurance design, when the risk is measured by a distortion risk measure and the premium is given by a distortion risk premium. First, we show how the optimal reinsurance design for the ceding company, the reinsurance company and the social planner can be formulated in the same way.
arxiv