The EU Cyber Resilience Act – An Appraisal and Contextualization
This article discusses the proposed #eu #cyberresilienceact (#cra) as a response to the growing #cybersecurityrisks associated with the...
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Rechercher
2 mai 2023
Weaknesses of Financial Market Regulation
" The biggest Shortcoming of the recent reforms to the stabilization of the #financialsystem, such as #baseliii and the American...
2 mai 2023
Life Reinsurance Under Perfect and Asymmetric Information
"We find that the more risky the #insurer ’s #investmentportfolio is, the more #risk the insurer tends to #transfer to the #reinsurer." LIRE
26 avr. 2023
ESG Securities Fraud
This article addresses the increasing concern of investors regarding corporate wrongdoing impacting a company's stock price, particularly...
25 avr. 2023
Particle MCMC in forecasting frailty correlated default models with expert opinion
This paper focuses on predicting #corporate #default #risk using frailty correlated default #models with subjective judgments. The study...
18 avr. 2023
Measuring Discrete Risks on Infinite Domains
This paper presents an extension of #statistical inference for smoothed quantile estimators from finite domains to infinite domains. A...
24 mars 2023
Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis
"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and...
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