Original research Volatility-sensitive Bayesian estimation of portfolio value-at-risk and conditional value-at-risk 04 Jul 2024
Original research The impact of economic sentiment on financial portfolios during the recent turmoil 04 Jul 2024
Original research Optimal time-consistent reinsurance and investment strategies for multiple dependent types of insurance business and a unified investment framework 14 Jun 2024
Original research Better anti-procyclicality? From a critical assessment of anti-procyclicality tools to regulatory recommendations 05 Feb 2024
Original research Multi-factor default correlation model estimation: enhancement with bootstrapping 29 Jan 2024