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Purpose – This editorial, the second of a two‐part series, proposes a new measure of risk for analyzing highly non‐normal (i.e. asymmetric and long‐tailed) random variables in the context of both investment and insurance portfolios. The proposed measure replaces the p ‐norm‐based definition of...
Purpose – Characterized by declining goodwill and exemplified sharp drop in gross premium, the Nigerian insurance industry, in recent times, has experienced turbulent economic challenges that necessitated re‐engineering of its core activities. However, advertising and sales are core activities,...
Purpose – The purpose of this paper is to investigate the role of implicit deposit insurance in North Cyprus Banking Sector during the period 1984‐2002. Design/methodology/approach – A multivariate logit model is an empirical methodology that identifies the probability of bank failure. The model...
Purpose – The purpose of this paper is to investigate the interface between the banking and insurance sectors. Using capital market data, the paper aims to discover any significant equity returns around the announcement date of these bank‐insurance interfaces. Design/methodology/approach – The...
Purpose – The purpose of this paper is to examine the volatility effects on the returns for six developed market indices factoring in the unprecedented event of September 11, 2001, hereafter referred to as 9/11, in the USA. It also looks at the correlations between the indices and the risk...
Purpose – The purpose of this paper is to provide a quantitative methodology based on information‐gap decision theory for dealing with (true) Knightian uncertainty in the management of portfolios of assets with uncertain returns. Design/methodology/approach – Portfolio managers aim to maximize...
Purpose – The majority of quality control charts are employed for normally distributed data. In reality this assumption is not always valid. This paper aims to consider an alternative the truncated normal. Design/methodology/approach – Having derived integral equations for the average run length...
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