| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 基于机器学习的情景生成器的验证 | Solveig Flaig, Gero Junike | 2301.12719 | q-fin.RM | 2023-08-28 |
| 不确定性传播与动态鲁棒风险度量 | Marlon Moresco, M''elina Mailhot, Silvana Pesenti | 2308.12856 | q-fin.RM | 2023-08-25 |
| 多家保险公司的最优鲁棒再保险 | Emma Kroell and Sebastian Jaimungal and Silvana M. Pesenti | 2308.11828 | q-fin.RM | 2023-08-24 |
| 贷款投资组合管理与流动性风险：有限责任和折扣的影响 | Deb Narayan Barik and Siddhartha P. Chakrabarty | 2308.06525 | q-fin.RM | 2023-08-15 |
| 温度衍生品估值的随机波动率模型 | Aur''elien Alfonsi and Nerea Vadillo | 2209.05918 | q-fin.RM | 2023-08-11 |
| 事件特定的网络保险 | Wing Fung Chong, Daniel Linders, Zhiyu Quan, Linfeng Zhang | 2308.00921 | q-fin.RM | 2023-08-03 |
| 尾部风险约束与最大熵 | Donald Geman, H''elyette Geman, and Nassim Nicholas Taleb | 1412.7647 | q-fin.RM | 2023-07-19 |
| 扭曲风险度量的多项式回测 | S"oren Bettels and Sojung Kim and Stefan Weber | 2201.06319 | q-fin.RM | 2023-07-18 |
| 基于隐含波动率和实现波动率的系统性风险指标 | Pawe{l} Sakowski, Rafa{l} Sieradzki and Robert ''Slepaczuk | 2307.05719 | q-fin.RM | 2023-07-13 |
| 计算精算公平帕累托最优风险共担规则的一个不动点方法 | Fallou Niakh | 2303.05421 | q-fin.RM | 2023-07-11 |
| 基于队列的人口风险部分内部模型 | Francesco Della Corte, Gian Paolo Clemente, Nino Savelli | 2307.03090 | q-fin.RM | 2023-07-07 |
| 从PELVE校准分布模型 | Hirbod Assa and Liyuan Lin and Ruodu Wang | 2204.08882 | q-fin.RM | 2023-06-30 |
| 期权投资组合初始保证金的无模型闭式近似 | Claude Martini, Arianna Mingone | 2306.16346 | q-fin.RM | 2023-06-29 |
| 信用债券违约风险的智能预测研究 | Kai Ren | 2305.12142 | q-fin.RM | 2023-06-09 |
| 成对反单调性 | Jean-Gabriel Lauzier and Liyuan Lin and Ruodu Wang | 2302.11701 | q-fin.RM | 2023-05-23 |
| 基于VaR和ES的多样化系数 | Xia Han and Liyuan Lin and Ruodu Wang | 2301.03517 | q-fin.RM | 2023-05-12 |
| 风险规避随机优化评分函数的风险测量方法 | Marcelo Brutti Righi, Fernanda Maria M"uller, Marlon Ruoso Moresco | 2208.14809 | q-fin.RM | 2023-05-09 |
| 动态星形风险度量和$g$-期望 | Dejian Tian and Xunlian Wang | 2305.02481 | q-fin.RM | 2023-05-05 |
| 越南商业银行的信用风险和财务表现：证据 | Ha Nguyen | 2304.08217 | q-fin.RM | 2023-04-19 |
| 探究商业银行资本充足性的决定因素：孟加拉国银行业的研究 | Md Shah Naoaj | 2304.05935 | q-fin.RM | 2023-04-13 |
| 具有分布不确定性的损失位置的鲁棒优化确定等价值和分位数 | Weiwei Li and Dejian Tian | 2304.04396 | q-fin.RM | 2023-04-11 |
| 网络损失模型风险转化为保费定价错误和风险敏感性 | Gareth W. Peters (1), Matteo Malavasi (2), Georgy Sofronov (3), Pavel V. Shevchenko (2), Stefan Tr"uck (2) and Jiwook Jang (2) ((1) Statistics & Applied Probability, University of California Santa Barbara, (2) Actuarial Studies and Business Analytics, Macquarie University, Australia, (3) Mathematical and Physical Sciences, Macquarie University, Australia) | 2202.10588 | q-fin.RM | 2023-03-30 |
| Tail-GAN：学习模拟尾部风险情景 | Rama Cont, Mihai Cucuringu, Renyuan Xu, Chao Zhang | 2203.01664 | q-fin.RM | 2023-03-28 |
| 孟加拉国实施巴塞尔三项改革的成本 -- 面板数据分析 | Dipti Rani Hazra, Md. Shah Naoaj, Mohammed Mahinur Alam, Abdul Kader | 2303.11414 | q-fin.RM | 2023-03-22 |
| 动态损失模型的应力 | Emma Kroell, Silvana M. Pesenti, Sebastian Jaimungal | 2211.03221 | q-fin.RM | 2023-03-09 |