Risks : Feature Papers 2020
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 risk...
Saved in:
Sonstige: | |
---|---|
Year of Publication: | 2021 |
Language: | English |
Physical Description: | 1 electronic resource (170 p.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
993545910904498 |
---|---|
ctrlnum |
(CKB)5400000000042949 (oapen)https://directory.doabooks.org/handle/20.500.12854/76373 (EXLCZ)995400000000042949 |
collection |
bib_alma |
record_format |
marc |
spelling |
Steffensen, Mogens edt Risks Feature Papers 2020 Risks Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021 1 electronic resource (170 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English Medicine bicssc medical services’ consumption lifestyle factors insurance plan structural equation model stock–bond correlation VIX economic policy uncertainty monetary policy uncertainty fiscal policy uncertainty agricultural commodity futures price discovery market reflexivity Hawkes process poisson autoregressive models contagion predictive monitoring information-based asset pricing Lévy processes gamma processes variance gamma processes Brownian bridges gamma bridges nonlinear filtering house price prediction real estate machine learning random forest Lévy process subordination option pricing risk sensitivity stochastic volatility Greeks time-change time series volatility probability-integral transform ARMA model copula 3-0365-0712-4 3-0365-0713-2 Steffensen, Mogens oth |
language |
English |
format |
eBook |
author2 |
Steffensen, Mogens |
author_facet |
Steffensen, Mogens |
author2_variant |
m s ms |
author2_role |
Sonstige |
title |
Risks Feature Papers 2020 |
spellingShingle |
Risks Feature Papers 2020 |
title_sub |
Feature Papers 2020 |
title_full |
Risks Feature Papers 2020 |
title_fullStr |
Risks Feature Papers 2020 |
title_full_unstemmed |
Risks Feature Papers 2020 |
title_auth |
Risks Feature Papers 2020 |
title_alt |
Risks |
title_new |
Risks |
title_sort |
risks feature papers 2020 |
publisher |
MDPI - Multidisciplinary Digital Publishing Institute |
publishDate |
2021 |
physical |
1 electronic resource (170 p.) |
isbn |
3-0365-0712-4 3-0365-0713-2 |
illustrated |
Not Illustrated |
work_keys_str_mv |
AT steffensenmogens risksfeaturepapers2020 AT steffensenmogens risks |
status_str |
n |
ids_txt_mv |
(CKB)5400000000042949 (oapen)https://directory.doabooks.org/handle/20.500.12854/76373 (EXLCZ)995400000000042949 |
carrierType_str_mv |
cr |
is_hierarchy_title |
Risks Feature Papers 2020 |
author2_original_writing_str_mv |
noLinkedField |
_version_ |
1787548496130211840 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03647nam-a2200769z--4500</leader><controlfield tag="001">993545910904498</controlfield><controlfield tag="005">20231214133159.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr|mn|---annan</controlfield><controlfield tag="008">202201s2021 xx |||||o ||| 0|eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CKB)5400000000042949</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(oapen)https://directory.doabooks.org/handle/20.500.12854/76373</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLCZ)995400000000042949</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Steffensen, Mogens</subfield><subfield code="4">edt</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Risks</subfield><subfield code="b">Feature Papers 2020</subfield></datafield><datafield tag="246" ind1=" " ind2=" "><subfield code="a">Risks </subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Basel, Switzerland</subfield><subfield code="b">MDPI - Multidisciplinary Digital Publishing Institute</subfield><subfield code="c">2021</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 electronic resource (170 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Medicine</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">medical services’ consumption</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">lifestyle factors</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">insurance plan</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">structural equation model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">stock–bond correlation</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">VIX</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">economic policy uncertainty</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">monetary policy uncertainty</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">fiscal policy uncertainty</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">agricultural commodity futures</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">price discovery</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">market reflexivity</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Hawkes process</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">poisson autoregressive models</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">contagion</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">predictive monitoring</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">information-based asset pricing</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Lévy processes</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">gamma processes</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">variance gamma processes</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Brownian bridges</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">gamma bridges</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">nonlinear filtering</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">house price prediction</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">real estate</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">machine learning</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">random forest</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Lévy process</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">subordination</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">option pricing</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">risk sensitivity</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">stochastic volatility</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Greeks</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">time-change</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">time series</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">volatility</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">probability-integral transform</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">ARMA model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">copula</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-0365-0712-4</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-0365-0713-2</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Steffensen, Mogens</subfield><subfield code="4">oth</subfield></datafield><datafield tag="906" ind1=" " ind2=" "><subfield code="a">BOOK</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2023-12-15 05:45:53 Europe/Vienna</subfield><subfield code="f">system</subfield><subfield code="c">marc21</subfield><subfield code="a">2022-04-04 09:22:53 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="AVE" ind1=" " ind2=" "><subfield code="i">DOAB Directory of Open Access Books</subfield><subfield code="P">DOAB Directory of Open Access Books</subfield><subfield code="x">https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&portfolio_pid=5338045790004498&Force_direct=true</subfield><subfield code="Z">5338045790004498</subfield><subfield code="b">Available</subfield><subfield code="8">5338045790004498</subfield></datafield></record></collection> |