Opportunity Cost in Insurance
Fuente:
arXiv
Saved in:
| Main Author: | Maelger, Jan |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)
by: Brugière, Pierre, et al.
Published: (2025)
Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)
by: Bodnar, Taras, et al.
Published: (2024)
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)
by: Achitouv, Ixandra, et al.
Published: (2024)
CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)
by: Dumitrescu, Catalin
Published: (2025)
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
by: Perves, Mohammed
Published: (2024)
by: Perves, Mohammed
Published: (2024)
Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
by: Brauer, Alexej, et al.
Published: (2025)
by: Brauer, Alexej, et al.
Published: (2025)
Volatility of Volatility and Leverage Effect from Options
by: Chong, Carsten H., et al.
Published: (2023)
by: Chong, Carsten H., et al.
Published: (2023)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)
by: Bianchi, Sergio, et al.
Published: (2025)
Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)
by: Cucuringu, Mihai, et al.
Published: (2025)
Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)
by: Zhang, Duo, et al.
Published: (2025)
Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
by: Ballarin, Giovanni, et al.
Published: (2025)
by: Ballarin, Giovanni, et al.
Published: (2025)
A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
by: Jha, Amit Kumar
Published: (2025)
by: Jha, Amit Kumar
Published: (2025)
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by: Brini, Alessio, et al.
Published: (2024)
by: Brini, Alessio, et al.
Published: (2024)
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)
by: Yang, Yan-Hong, et al.
Published: (2023)
Systematic comparison of deep generative models applied to multivariate financial time series
by: Caulfield, Howard, et al.
Published: (2024)
by: Caulfield, Howard, et al.
Published: (2024)
Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Fees in AMMs: A quantitative study
by: Alexander, Abe, et al.
Published: (2024)
by: Alexander, Abe, et al.
Published: (2024)
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by: Oliveira, Daniel Cunha, et al.
Published: (2026)
by: Oliveira, Daniel Cunha, et al.
Published: (2026)
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)
by: Liu, Beier, et al.
Published: (2024)
Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by: Ahmad, Wasim, et al.
Published: (2024)
by: Ahmad, Wasim, et al.
Published: (2024)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)
by: Neupane, Krishna, et al.
Published: (2026)
Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)
by: Angelini, Daniele, et al.
Published: (2024)
Stochastic Approaches to Asset Price Analysis
by: Sekatchev, Michael, et al.
Published: (2024)
by: Sekatchev, Michael, et al.
Published: (2024)
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by: Brini, Alessio, et al.
Published: (2024)
by: Brini, Alessio, et al.
Published: (2024)
Deep Bellman Hedging
by: Buehler, Hans, et al.
Published: (2022)
by: Buehler, Hans, et al.
Published: (2022)
Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by: Heßler, Martin, et al.
Published: (2023)
by: Heßler, Martin, et al.
Published: (2023)
Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Combined Mutiplicative-Heston Model for Stochastic Volatility
by: Moghaddam, M. Dashti, et al.
Published: (2018)
by: Moghaddam, M. Dashti, et al.
Published: (2018)
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)
by: Grab, Colin D.
Published: (2024)
Revisiting Cont's Stylized Facts for Modern Stock Markets
by: Ratliff-Crain, Ethan, et al.
Published: (2023)
by: Ratliff-Crain, Ethan, et al.
Published: (2023)
Price predictability at ultra-high frequency: Entropy-based randomness test
by: Shternshis, Andrey, et al.
Published: (2023)
by: Shternshis, Andrey, et al.
Published: (2023)
An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)
by: Singh, Shubham
Published: (2024)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)
by: Zeng, Liang, et al.
Published: (2021)
Germany's Tax Revenue and its Total Administrative Cost
by: Mantzaris, Christopher, et al.
Published: (2024)
by: Mantzaris, Christopher, et al.
Published: (2024)
Deformation of semi-circle law for the correlated time series and Phase transition
by: Hisakado, Masato, et al.
Published: (2025)
by: Hisakado, Masato, et al.
Published: (2025)
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by: Hui, Qian, et al.
Published: (2025)
by: Hui, Qian, et al.
Published: (2025)
On Bitcoin Price Prediction
by: Bournassenko, Grégory
Published: (2025)
by: Bournassenko, Grégory
Published: (2025)
Similar Items
-
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025) -
Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024) -
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024) -
CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025) -
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
by: Perves, Mohammed
Published: (2024)