Generalized Shortfall Risk Measure Based on Insurance Premium

SSRN Electronic Journal ◽

10.2139/ssrn.3819088 ◽

2021 ◽

Author(s):

Sainan Zhang ◽

Huifu Xu

Keyword(s):

Risk Measure ◽

Insurance Premium ◽

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Optimal Scenario-Dependent Multivariate Shortfall Risk Measure and its Application in Capital Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.3849125 ◽

2021 ◽

Author(s):

Wei Wang ◽

Huifu Xu ◽

Tiejun Ma

Keyword(s):

Risk Measure ◽

Capital Allocation ◽

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Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans

10.2469/dig.v36.n2.4122 ◽

2006 ◽

Vol 36 (2) ◽

pp. 80-82

Author(s):

William H. Sackley

Keyword(s):

Risk Analysis ◽

Capital Markets ◽

Shortfall Risk ◽

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A Note on the Link between Asymmetric Risk and Shortfall Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1262613 ◽

2008 ◽

Author(s):

Ba M. Chu

Keyword(s):

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Funding-Shortfall Risk and Asset Prices in General Equilibrium

SSRN Electronic Journal ◽

10.2139/ssrn.2819938 ◽

2016 ◽

Author(s):

Majid Hasan

Keyword(s):

General Equilibrium ◽

Asset Prices ◽

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Phase Transition in Global Financial Markets: Empirical Evidence, Risk Measure, and Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.3044222 ◽

2017 ◽

Author(s):

Qi Zhou

Keyword(s):

Phase Transition ◽

Financial Markets ◽

Empirical Evidence ◽

Portfolio Selection ◽

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Optimal Interest Margin, Deposit Insurance Premium and Bank Size

SSRN Electronic Journal ◽

10.2139/ssrn.315341 ◽

2002 ◽

Author(s):

Suheyla Ozyildirim

Keyword(s):

Deposit Insurance ◽

Insurance Premium ◽

Margin Deposit ◽

Interest Margin

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시장위험 부도확률 모형을 이용한 예금보험공사 차등평가모형의 정합성 연구: 은행업권을 중심으로(A Comparative Study of Bank Risk-Based Deposit Insurance Premium System Using Market Approach Method)

SSRN Electronic Journal ◽

10.2139/ssrn.3306496 ◽

2018 ◽

Author(s):

Ki Beom Binh ◽

Tae-Jun Park ◽

Pyoung Hoon Chang

Keyword(s):

Comparative Study ◽

Deposit Insurance ◽

Insurance Premium ◽

Bank Risk ◽

Approach Method ◽

Market Approach

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Expected Shortfall – An Alternative Risk Measure to Value-at-Risk

SSRN Electronic Journal ◽

10.2139/ssrn.3514508 ◽

2020 ◽

Author(s):

Shiu-Wah Chu ◽

Ritabrata Bhattacharyya

Keyword(s):

At Risk ◽

Value At Risk ◽

Risk Measure ◽

Expected Shortfall

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New Risk Measure VAR Squared (VAR (2)) and its Calculation Part Ii: Case of the General Law of Allocation of Damages. Comparison of VAR (2) and Es

SSRN Electronic Journal ◽

10.2139/ssrn.3612643 ◽

2020 ◽

Author(s):

Vigen Babkenovich Minasyan

Keyword(s):

Risk Measure ◽

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An Analytical Model for the FDIC Deposit Insurance Premium

SSRN Electronic Journal ◽

10.2139/ssrn.964622 ◽

2006 ◽

Author(s):

Ashish Dev ◽

Sen Li ◽

Zailong Wan

Keyword(s):

Analytical Model ◽

Deposit Insurance ◽

Insurance Premium

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