Category:Accounting and Finance
Table Of Contents: Volume 6 Issue 3
This article aims to examine the risk inherent in the insurance of the aviation industry, to take an outsider's look at those risks and to develop certain “capital market”…
This paper seeks to discuss a modeling tool for explaining credit‐risk contagion in credit portfolios.
Aims to investigate the accuracy of parametric, nonparametric, and semiparametric methods in predicting the one‐day‐ahead value‐at‐risk (VaR) measure in three types of…
This article aims to apply a multi‐period model of insurance market equilibrium to solve for the insureds' optimal demand for insurance, as well as insurers' optimal supply.
The reasons for writing the paper are flexibility of information under multi‐agent approach.
The purposes of this article are to evaluate models of stock market risk developed by Robert Engle, and related models (ARCH, GARCH, VAR, etc.); to establish whether…
Online date, start – end:1999
Copyright Holder:Emerald Publishing Limited
Merged from:Balance Sheet
- Prof Bonnie Buchanan