Items where Subject is "H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management"

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Creators | Item Type
Jump to: A | B | C | D | F | G | H | L | M | N | P | Q | S | W | Z
Number of items at this level: 36.


Apostolopoulos, Charalampos (2015). Risk assessment for change management within project management: a hierarchical model process approach. (Unpublished Doctoral thesis, City University London)

Asanga, S., Asimit, A. V., Badescu, A. & Haberman, S. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127

Asimit, A. V., Badescu, A. & Cheung, K. C. (2013). Optimal reinsurance in the presence of counterparty default risk. Insurance: Mathematics and Economics, 53(3), pp. 690-697. doi: 10.1016/j.insmatheco.2013.09.012

Asimit, A. V., Badescu, A., Haberman, S. & Kim, E-S. (2016). Efficient risk allocation within a non-life insurance group under Solvency II Regime. Insurance: Mathematics and Economics, 66, pp. 69-76. doi: 10.1016/j.insmatheco.2015.10.008

Asimit, A. V., Badescu, A., Siu, T. K. & Zinchenko, Y. (2015). Capital Requirements and Optimal Investment with Solvency Probability Constraints. IMA Journal of Management Mathematics, 26(4), pp. 345-375. doi: 10.1093/imaman/dpt029

Asimit, A. V., Badescu, A. & Verdonck, T. (2013). Optimal risk transfer under quantile-based risk measurers. Insurance: Mathematics and Economics, 53(1), pp. 252-265. doi: 10.1016/j.insmatheco.2013.05.005

Asimit, A. V. & Chen, Y. (2015). Asymptotic results for conditional measures of association of a random sum. Insurance: Mathematics and Economics, 60, pp. 11-18. doi: 10.1016/j.insmatheco.2014.10.012

Asimit, A. V., Furman, E. & Vernic, R. (2016). Statistical Inference for a New Class of Multivariate Pareto Distributions. Communications in Statistics: Simulation and Computation, 45(2), pp. 456-471. doi: 10.1080/03610918.2013.861627

Asimit, A. V. & Gerrard, R. J. G. (2016). On the worst and least possible asymptotic dependence. Journal of Multivariate Analysis, 144, pp. 218-234. doi: 10.1016/j.jmva.2015.11.004

Asimit, A. V., Vernic, R. & Zitikis, R. (2016). Background Risk Models and Stepwise Portfolio Construction. Methodology and Computing in Applied Probability, 18(3), pp. 805-827. doi: 10.1007/s11009-015-9458-3

Asimit, A. V., Vernic, R. & Zitikis, R. (2013). Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. Risks, 1(1), pp. 14-33. doi: 10.3390/risks1010014


Baillon, A., Cabantous, L. & Wakker, P. P. (2012). Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories. Journal of Risk and Uncertainty, 44(2), pp. 115-147. doi: 10.1007/s11166-012-9140-x

Biffis, E., Blake, D., Pitotti, L. & Sun, A. (2016). The Cost of Counterparty Risk and Collateralization in Longevity Swaps. Journal Of Risk And Insurance, 83(2), pp. 387-419. doi: 10.1111/jori.12055

Bignozzi, V. & Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24.

Bignozzi, V. & Tsanakas, A. (2015). Parameter uncertainty and residual estimation risk. Journal of Risk and Insurance, doi: 10.1111/jori.12075

Bouchaud, J-P., Iori, G. & Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61-63.


Cabantous, L., Hilton, D., Kunreuther, H. & Michel-Kerjan, E. (2011). Is imprecise knowledge better than conflicting expertise? Evidence from insurers' decisions in the United States. Journal of Risk and Uncertainty, 42(3), pp. 211-232. doi: 10.1007/s11166-011-9117-1


D'Amato, V., Haberman, S., Piscopo, G. & Russolillo, M. (2014). Computational framework for longevity risk management. Computational Management Science, 11(1), pp. 111-137. doi: 10.1007/s10287-013-0178-2

Denuit, M., Haberman, S. & Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/S147474721400050X

Dowd, K., Blake, D. & Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), 21.. doi: 10.3390/risks4030021


Finney, Angus (2014). Project management and the film industry value chain: the impact of cognitive biases on value creation and learning. (Unpublished Doctoral thesis, City University London)


Galizzi, M. M., Miraldo, M. & Stavropoulou, C. (2016). In Sickness but Not in Wealth: Field Evidence on Patients' Risk Preferences in Financial and Health Domains. Medical Decision Making, 36(4), pp. 503-517. doi: 10.1177/0272989X15626406


Haberman, S. & Vigna, E. (2002). Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance: Mathematics and Economics, 31(1), pp. 35-69. doi: 10.1016/S0167-6687(02)00128-2

Hatzopoulos, P. & Haberman, S. (2015). Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics, 64, pp. 162-179. doi: 10.1016/j.insmatheco.2015.05.009


Laville, M.K. (2007). Cyber security information sharing in the United States : an empirical study including risk management and control implications, 2000-2003. (Unpublished Doctoral thesis, City University London)

Luciano, E., Spreeuw, J. & Vigna, E. (2016). Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. Risks, 4(2), 16-.. doi: 10.3390/risks4020016


Mutenga, S. (2001). Risk management for property casualty insurance companies. (Unpublished Doctoral thesis, City University London)


Ngwira, B.C. (2004). Risk management and decision making in defined benefit pension schemes. (Unpublished Doctoral thesis, City University London)

Nomikos, N. & Soldatos, O. A. (2010). Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market. Energy Economics, 32(2), pp. 302-312. doi: 10.1016/j.eneco.2009.10.011

Nunes, Paulo (2014). Holistic risk management in commercial air transport. A methodology to apply ISO 31000 to the airline industry. (Unpublished Doctoral thesis, City University London)


Pesenti, S. M., Millossovich, P. & Tsanakas, A. (2016). Robustness Regions for Measures of Risk Aggregation. Dependence Modeling,


Quinn, Charles Andrew (2012). Examining the Influence of Safety Management in the Personal Spaceflight Industry. (Unpublished Doctoral thesis, City University London)


Spreeuw, J., Nielsen, J. P. & Jarner, S. F. (2013). A nonparametric visual test of mixed hazard models. SORT - Statistics and Operations Research Transactions, 37(2), pp. 153-174.

Spurgin, A. J. & Stupples, D. (2012). Impact of accidents on organizational aspects of nuclear utilities. International Journal of Economics and Management Engineering, 2(4), pp. 132-144.


Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046


Zhao, Shouqi (2014). Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications. (Unpublished Doctoral thesis, City University London)

This list was generated on Sat Feb 25 06:02:21 2017 UTC.