| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 关于实物黄金、现货黄金和数字黄金期货的动态 | Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt | 2202.09845 | q-fin.RM | 2022-07-19 |
| 星形偏差 | Marcelo Brutti Righi and Marlon Ruoso Moresco | 2207.08613 | q-fin.RM | 2022-07-19 |
| 模型不确定性下的货运风险静态对冲 | Georgios I. Papayiannis | 2207.00862 | q-fin.RM | 2022-07-05 |
| 星形可接受性指数 | Marcelo Brutti Righi | 2110.08630 | q-fin.RM | 2022-06-29 |
| 通过全球灾难风险共担提高国家的财务抗风险能力 | Alessio Ciullo, Eric Strobl, Simona Meiler, Olivia Martius, David N. Bresch | 2206.13895 | q-fin.RM | 2022-06-29 |
| 杠杆比率：欧洲银行系统的实证研究 | Jatin Dhingra and Kartikeya Singh and Siddhartha P. Chakrabarty | 2206.12095 | q-fin.RM | 2022-06-27 |
| 基于欧洲银行业监管局的大数据与高级分析应用中人工智能的信任要素，对偏见缓解的贷款筛选模型进行基准验证 | Alessandro Danovi, Marzio Roma, Davide Meloni, Stefano Olgiati, Fernando Metelli | 2206.08938 | q-fin.RM | 2022-06-22 |
| 环境、社会、治理得分以及缺失的支柱——为什么缺失信息很重要？ | "Ozge Sahin, Karoline Bax, Claudia Czado, Sandra Paterlini | 2106.15466 | q-fin.RM | 2022-06-14 |
| 风险建模的逆敏感性分析 | Silvana M. Pesenti | 2107.01065 | q-fin.RM | 2022-06-01 |
| 单事件过渡风险：长期碳暴露度的度量 | Suryadeepto Nag, Siddhartha P. Chakrabarty, Sankarshan Basu | 2107.06518 | q-fin.RM | 2022-05-26 |
| 基于CEV-KMV模型的默认距离 | Wen Su | 2107.10226 | q-fin.RM | 2022-05-23 |
| 根据俄罗斯银行数据，间接估计行业目标细分的违约概率动态方法 | Mikhail Pomazanov | 2205.05984 | q-fin.RM | 2022-05-14 |
| 随机气候模型——一种校准气候扩展风险模型（CERM）的方法 | Jean-Baptiste Gaudemet, Jules Deschamps, Olivier Vinciguerra | 2205.02581 | q-fin.RM | 2022-05-06 |
| Value-at-Risk估计的规模化的实证分析 | Marita Kuhlmann | 2205.02123 | q-fin.RM | 2022-05-05 |
| 波动敏感的贝叶斯估计投资组合风险价值和条件风险价值 | Taras Bodnar, Vilhelm Niklasson and Erik Thors''en | 2205.01444 | q-fin.RM | 2022-05-04 |
| 机器学习技术在联合违约评估中的应用 | Margherita Doria, Elisa Luciano, Patrizia Semeraro | 2205.01524 | q-fin.RM | 2022-05-04 |
| 基于元路径的企业信用风险评估方法 | Marui Du, Yue Ma, Zuoquan Zhang | 2110.11594 | q-fin.RM | 2022-05-03 |
| 高度非线性均值回归资产价格模型的数值方法与CEV类型过程 | Emmanuel Coffie | 2205.00634 | q-fin.RM | 2022-05-03 |
| 索赔历史是否会成为一种不推荐的评级因素？一种实时道路风险模型的最优设计方法 | Jiamin Yu | 2204.11585 | q-fin.RM | 2022-04-26 |
| 关于多样化的随机模型 | Maria Logvaneva, Mikhail Tselishchev | 2204.01284 | q-fin.RM | 2022-04-05 |
| 估计违约损失分布的新方法 | Masahiko Egami, Rusudan Kevkhishvili | 2009.00868 | q-fin.RM | 2022-03-31 |
| 无穷卷积与可数风险度量的最优风险分担 | Marcelo Brutti Righi and Marlon Ruoso Moresco | 2003.05797 | q-fin.RM | 2022-03-22 |
| 网络风险频率、严重性和保险可行性 | Matteo Malavasi (1), Gareth W. Peters (2,1), Pavel V. Shevchenko (1), Stefan Tr"uck (1), Jiwook Jang (1), Georgy Sofronov (3) ((1) Department of Actuarial Studies and Business Analytics, Macquarie University, Australia (2) Department of Statistics and Applied Probability, University of California Santa Barbara, USA (3) Department of Mathematics and Statistics, Macquarie University, Australia) | 2111.03366 | q-fin.RM | 2022-03-16 |
| 网络相关事件的损失性质：风险类别与商业部门 | Pavel V. Shevchenko (1), Jiwook Jang (1), Matteo Malavasi (1), Gareth W. Peters (2), Georgy Sofronov (3) and Stefan Tr"uck (1) ((1) Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, Sydney, Australia, (2) Department of Statistics and Applied Probability, College of Letters and Science, University of California Santa Barbara, Santa Barbara, California USA, (3) School of Mathematical and Physical Sciences, Faculty of Science and Engineering, Macquarie University, Sydney, Australia) | 2202.10189 | q-fin.RM | 2022-03-16 |
| 澳大利亚电力市场中的极值依赖 | Lin Han, Ivor Cribben and Stefan Trueck | 2202.09970 | q-fin.RM | 2022-02-22 |