03714nam 2200805z- 450 991055748830332120231214133159.0(CKB)5400000000042949(oapen)https://directory.doabooks.org/handle/20.500.12854/76373(EXLCZ)99540000000004294920202201d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierRisksFeature Papers 2020Basel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 electronic resource (170 p.)3-0365-0712-4 3-0365-0713-2 This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.Risks Medicinebicsscmedical services’ consumptionlifestyle factorsinsurance planstructural equation modelstock–bond correlationVIXeconomic policy uncertaintymonetary policy uncertaintyfiscal policy uncertaintyagricultural commodity futuresprice discoverymarket reflexivityHawkes processpoisson autoregressive modelscontagionpredictive monitoringinformation-based asset pricingLévy processesgamma processesvariance gamma processesBrownian bridgesgamma bridgesnonlinear filteringhouse price predictionreal estatemachine learningrandom forestLévy processsubordinationoption pricingrisk sensitivitystochastic volatilityGreekstime-changetime seriesvolatilityprobability-integral transformARMA modelcopulaMedicineSteffensen Mogensedt614666Steffensen MogensothBOOK9910557488303321Risks3018844UNINA