Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies

• Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies, Ričardas Zitikis, Edward Furman, Abdelhakim Necir, Johanna Nešlehová, and Madan L. Puri
  Volume 2010 (2010), Article ID 392498, 3 pages
• Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada, W. John Braun, Bruce L. Jones, Jonathan S. W. Lee, Douglas G. Woolford, and B. Mike Wotton
  Volume 2010 (2010), Article ID 823018, 26 pages
• The Foundations of Probability with Black Swans, Graciela Chichilnisky
  Volume 2010 (2010), Article ID 838240, 11 pages
• Asteroids: Assessing Catastrophic Risks, Graciela Chichilnisky and Peter Eisenberger
  Volume 2010 (2010), Article ID 954750, 15 pages
• Continuous Time Portfolio Selection under Conditional Capital at Risk, Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li, and Antony Ware
  Volume 2010 (2010), Article ID 976371, 26 pages
• Individual Property Risk Management, Michael S. Finke, Eric Belasco, and Sandra J. Huston
  Volume 2010 (2010), Article ID 805309, 11 pages
• On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models, Olga Furman and Edward Furman
  Volume 2010 (2010), Article ID 357321, 19 pages
• Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas, Patrice Gaillardetz
  Volume 2010 (2010), Article ID 726389, 29 pages
• Local Likelihood Density Estimation and Value-at-Risk, Christian Gourieroux and Joann Jasiak
  Volume 2010 (2010), Article ID 754851, 26 pages
• Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy, Francesca Greselin, Leo Pasquazzi, and Ričardas Zitikis
  Volume 2010 (2010), Article ID 718905, 26 pages
• Risk Navigator SRM: An Applied Risk Management Tool, Dana L. K. Hoag and Jay Parsons
  Volume 2010 (2010), Article ID 214358, 17 pages
• Estimating L-Functionals for Heavy-Tailed Distributions and Application, Abdelhakim Necir and Djamel Meraghni
  Volume 2010 (2010), Article ID 707146, 34 pages
• POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks, Abdelhakim Necir, Abdelaziz Rassoul, and Djamel Meraghni
  Volume 2010 (2010), Article ID 965672, 14 pages
• Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses, Abdelhakim Necir, Abdelaziz Rassoul, and Ričardas Zitikis
  Volume 2010 (2010), Article ID 596839, 17 pages
• An Analysis of the Influence of Fundamental Values' Estimation Accuracy on Financial Markets, Hiroshi Takahashi
  Volume 2010 (2010), Article ID 543065, 17 pages