scholarly journals Stochastic arrangement increasing risks in financial engineering and actuarial science – a review

2018 ◽  
Vol 2 (1) ◽  
pp. 190-216 ◽  
Author(s):  
Chen Li ◽  
◽  
Xiaohu Li ◽  
Keyword(s):  
Financial Engineering ◽  
Actuarial Science ◽  
Arrangement Increasing

scholarly journals Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management

2015 ◽  
Vol 47 (01) ◽  
pp. 270-291 ◽  
Author(s):  
Xiaohu Li ◽  
Yinping You
Keyword(s):  
Financial Engineering ◽  
Capital Allocation ◽  
Portfolio Allocation ◽  
Monotone Functions ◽  
Insurance Policy ◽  
Actuarial Science ◽  
Unified Approach ◽  
Actuarial Risk ◽  
Increasing Functions ◽  
Theoretical Results

In this paper we develop two permutation theorems on argument increasing functions of a multivariate random vector and a real parameter vector. We use the unified approach of our two theorems to provide some important theoretical results on the capital allocation in actuarial science, the deductible and upper limit allocations in insurance policy, and portfolio allocation in financial engineering. Our results successfully improve or extend the corresponding works in the literature.

scholarly journals Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management

2015 ◽  
Vol 47 (1) ◽  
pp. 270-291 ◽  
Author(s):  
Xiaohu Li ◽  
Yinping You
Keyword(s):  
Financial Engineering ◽  
Capital Allocation ◽  
Portfolio Allocation ◽  
Monotone Functions ◽  
Insurance Policy ◽  
Actuarial Science ◽  
Unified Approach ◽  
Actuarial Risk ◽  
Increasing Functions ◽  
Theoretical Results

In this paper we develop two permutation theorems on argument increasing functions of a multivariate random vector and a real parameter vector. We use the unified approach of our two theorems to provide some important theoretical results on the capital allocation in actuarial science, the deductible and upper limit allocations in insurance policy, and portfolio allocation in financial engineering. Our results successfully improve or extend the corresponding works in the literature.

Ordering scalar products with applications in financial engineering and actuarial science

2016 ◽  
Vol 53 (1) ◽  
pp. 47-56 ◽  
Author(s):  
Yinping You ◽  
Xiaohu Li
Keyword(s):  
Financial Engineering ◽  
Scalar Product ◽  
Joint Density ◽  
Actuarial Science ◽  
Random Vectors ◽  
Lower Tail ◽  
Scalar Products

Abstract In this paper we build the increasing convex (concave) order for the scalar product of random vectors with an upper (lower) tail permutation decreasing joint density. As applications, we revisit allocations of portfolio risks in financial engineering and of coverage limits and deductibles in insurance. Some related results in the literature are substantially updated.

Islamic Financial Engineering: Das Beispiel von Sukuk-Anleihen

2008 ◽  
Vol 37 (11) ◽  
pp. 585-589
Author(s):  
Wolfgang Breuer ◽  
Benjamin Quinten ◽  
Nikolay Kachakliev
Keyword(s):  
Financial Engineering

Using Internal Control As A Moderator Relationship Between Factor Of Financial Engineering AND Financial Performance In IRAQI Banks

2019 ◽  
Vol 118 (10) ◽  
pp. 197-215
Author(s):  
Iman Muayad Merie Al_Khero ◽  
Sharul Effendy Bin Janudin ◽  
Azam Abdelhakeem Khalid
Keyword(s):  
Financial Performance ◽  
Internal Control ◽  
Financial Engineering ◽  
The Relationship

This paper aims to examines the relationship between the factors of financial engineering and financial engineering by using internal control (IC) as a moderator in Iraq banks

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