03729nam 2200817z- 450 991055748830332120220111(CKB)5400000000042949(oapen)https://directory.doabooks.org/handle/20.500.12854/76373(oapen)doab76373(EXLCZ)99540000000004294920202201d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierRisksFeature Papers 2020Basel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 online 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 Medicinebicsscagricultural commodity futuresARMA modelBrownian bridgescontagioncopulaeconomic policy uncertaintyfiscal policy uncertaintygamma bridgesgamma processesGreeksHawkes processhouse price predictioninformation-based asset pricinginsurance planLévy processLévy processeslifestyle factorsmachine learningmarket reflexivitymedical services' consumptionmonetary policy uncertaintynonlinear filteringoption pricingpoisson autoregressive modelspredictive monitoringprice discoveryprobability-integral transformrandom forestreal estaterisk sensitivitystochastic volatilitystock-bond correlationstructural equation modelsubordinationtime seriestime-changevariance gamma processesVIXvolatilityMedicineSteffensen Mogensedt614666Steffensen MogensothBOOK9910557488303321Risks3018844UNINA