Results 81 to 90 of about 441,620 (312)
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
doaj +1 more source
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
core
The Biofuels Blueprint: Understanding the U.S. Renewable Fuel Standard
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We provide a comprehensive review of the U.S. Renewable Fuel Standard (RFS), synthesizing nearly two decades of program evolution, market outcomes, and economic analysis. The RFS mandates minimum volumes of renewable fuel blending through a nested structure based on life‐cycle greenhouse gas reductions, enforced via tradeable Renewable ...
Maria Gerveni +3 more
wiley +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
Variance-of-Variance Risk Premium [PDF]
Review of Finance, 2017 Abstract This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and realized variance of the VIX index yield average excess returns of − 24.16%
openaire +2 more sources
Agribusiness, EarlyView.Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
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
core
Agribusiness, EarlyView.ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source
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
doaj +1 more source
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
doaj +1 more source