Select All | Select None
You can now keep track of new articles from The Journal of Risk Finance on your personalized homepage!
Purpose – An efficient asset‐liability management requires maximizing banks' profit as well as controlling and lowering various risks. This multi‐objective decision problem aims to reach goals such as maximization of liquidity, revenue, capital adequacy, and market share subject to...
Purpose – Derivatives are important risk management tools widely used by financial institutions, including insurers. Insurers rely on derivatives for managing actuarial, market, credit as well as liquidity risks. There is lack of knowledge and publication about the recent use of derivatives by...
Purpose – To: evaluate Prospect Theory and Cumulative Prospect Theory as functional models of decision making and risk within various contexts; compare and analyze risk models and decision‐making models; evaluate models of stock risk developed by Robert Engle and related models; establish...
Purpose – This paper aims to propose a new method for credit risk allocation among economic agents. Design/methodology/approach – The paper considers a pool of bank loans subject to a credit risk and develops a method for decomposing the credit risk into idiosyncratic and systematic...
Purpose – The paper aims to develop a realistic, yet flexible model of insurer net worth. Design/methodology/approach – Inspired by and as an improvement to Powers, the paper develops a multi‐dimensional diffusion model to describe the operations of an insurance company. The paper then...
results per page
Save this article to read later. You can see your Read Later on your DeepDyve homepage.
To save an article, log in first, or sign up for a DeepDyve account if you don't already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don't already have one.
Read and print from thousands of top scholarly journals.
Sign up with Facebook
Sign up with Google
Already have an account? Log in
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don't already have one.