Risk Premium Project II
- 1:
About RPP II. - 2: Questionnaire.
- 3: RPP II Results .
- 4: RPP II Database.
- 4.1:
Operational Risk. - 4.2: Catastrophe Risk.
- 4.3: Other Emerging Risks.
- 4.4: CAPM/Asset Pricing.
- 4.5: Insurance Risk.
- 4.6: New Valuation Techniques.
- 4.7: New Risk Measures.
- 4.8: Behavioral Insurance.
- 4.9: Capital Allocation.
- 4.10: Risk Control.
- 4.11: Reinsurance and Alternative Risk Transfer.
- 4.1:
Thematic Categories
Operational RiskRPP II Literature
References
2010 | |
| • |
A century of equity premium predictability and the consumption-wealth ratio: An international perspective
Journal of Empirical Finance,
17(3):313-331
2010
|
| • |
A generalized Fourier transform approach to risk measures
Journal of Statistical Mechanics: Theory and Experiment,
01:1-16
2010
|
| • |
A method for determining risk aversion functions from uncertain market prices of risk
Insurance: Mathematics and Economics,
47(1):84-89
2010
|
| • |
A note on scale functions and the time value of ruin for Lévy insurance risk processes: Gerber-Shiu Functions / Longevity risk and capital markets
Insurance: Mathematics and Economics,
46(1):85-91
2010
|
| • |
A skeptical appraisal of asset pricing tests
Journal of Financial Economics,
96(2):175-194
2010
|
| • |
An Economic Approach to Capital Allocation
Journal of Risk and Insurance,
in press
2010
|
| • |
Application of catastrophe loss modelling to promote property insurance in developing countries
Disasters,
34(2):524‐541
2010
|
| • |
Applying copula models to individual claim loss reserving methods
Insurance: Mathematics and Economics,
46(2):290-299
2010
|
| • |
Biometric worst-case scenarios for multi-state life insurance policies
Insurance: Mathematics and Economics,
in press
2010
|
| • |
Calibrating CAT Bonds for Mexican Earthquakes
Journal of Risk and Insurance,
77(3):625-650
2010
|