Results 121 to 130 of about 6,023,559 (283)
Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk.
Rect@, 2013 The aim of this paper is to calculate the renewal premium of finite risk reinsurance under the assumption that the interest rate shows a stochastic evolution.
Pons Cardell, Mª Angels +1 more
doaj
Behaviourally adaptive optimization strategy for retirement wealth allocation under uncertainty
Scientific AfricanOptimal wealth allocation is essential for financial stability during retirement-a period marked by trade-offs among consumption, investment risk, life insurance, and bequest motives.
Samuel Essamuah Assabil, Ali Abubakar
doaj +1 more source
Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach [PDF]
In modelling farm systems it is widely accepted that risk plays a central role. Furthermore, farmers' risk aversion determines their decisions in both the short and the long run.
Gomez-Limon, Jose Antonio +2 more
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Geopolitical Risk and Domestic Bank Deposits
Financial Management, EarlyView.ABSTRACT We investigate the relationship between global geopolitical risk and bank deposit flows across a wide panel of European countries. Motivated by the pivotal role of deposit stability for financial intermediation and systemic resilience, we explore whether geopolitical shocks alter depositors’ portfolio choices.
Dimitris Anastasiou +3 more
wiley +1 more source
Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level [PDF]
In the standard consumption capital asset pricing model (CCAPM), the curvature of the investor's utility function captures two aspects of preferences: as the concavity of the function increases so does his aversion to risk as well as his desire to smooth
Andrei Semenov +2 more
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Measuring Bubbles via Put‐Call Disparity: A Model‐Free Approach
Financial Management, EarlyView.ABSTRACT This paper uses violations of put‐call parity to provide simple lower and upper bounds for measuring the size of asset price bubbles. Assuming only no‐arbitrage, this bubble detection approach avoids restrictive parametric model assumptions. We show that put‐call disparity provides a bubble's lower bound, and the lowest price of an out‐of‐the ...
Robert A. Jarrow, Simon S. Kwok
wiley +1 more source
Robust Risk-Averse Stochastic Multi-armed Bandits [PDF]
, 2013 We study a variant of the standard stochastic multi-armed bandit problem when one is not interested in the arm with the best mean, but instead in the arm maximizing some coherent risk measure criterion. Further, we are studying the deviations of the regret instead of the less informative expected regret.
openaire +2 more sources
Risk Aversion in International Relations Theory [PDF]
|When international relations theorists use the concept of risk aversion, they usually cite the economics conception involving concave utility functions.
O'Neill,Barry
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A New Approach to Transforming Airborne Electromagnetic Data into Models of Sediment Type
Groundwater, EarlyView.A new methodology provides the relationship needed to transform electrical resistivity measurements from airborne electromagnetic surveys to sediment type. By accounting for the physics of the measurement and the quality of the driller's logs used in developing the transform, the method improves the accuracy of derived sediment type models.
Rebecca Prentice +2 more
wiley +1 more source
EnergiesTo enhance the low-carbon operational performance of integrated energy systems (IESs) under multi-source uncertainties, this study proposes a bilevel stochastic optimization framework incorporating a dynamic mean–CVaR risk model and a tiered carbon ...
Jing Zhang +7 more
doaj +1 more source