:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Manuge, D. J.
Format:	Preprint
Published:	2026
Subjects:	Risk Management
Online Access:	https://arxiv.org/abs/2603.17792
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
by: Bairakdar, Roba, et al.
Published: (2024)

The Estimation Risk in Extreme Systemic Risk Forecasts
by: Hoga, Yannick
Published: (2023)

Improving Estimation of Portfolio Risk Using New Statistical Factors
by: Liu, Xialu, et al.
Published: (2024)

Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
by: Dömötör, Barbara, et al.
Published: (2025)

Multivariate Self-Exciting Processes with Dependencies
by: Hillairet, Caroline, et al.
Published: (2025)

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)

An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
by: Giller, Graham L.
Published: (2024)

Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
by: Biswas, Suparna, et al.
Published: (2024)

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)

An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by: Bettels, Sören, et al.
Published: (2024)

Estimation of the Adjusted Standard-deviatile for Extreme Risks
by: Chen, Haoyu, et al.
Published: (2024)

Optimal insurance design with Lambda-Value-at-Risk
by: Boonen, Tim J., et al.
Published: (2024)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)

Project Risk Management from the bottom-up: Activity Risk Index
by: Acebes, Fernando, et al.
Published: (2024)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)

Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024)

Strengthening Risk Management in Pharmacovigilance
by: Vani Pathuri
Published: (2019)

Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by: Ghossoub, Mario, et al.
Published: (2024)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)

Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
by: Geng, Bingzhen, et al.
Published: (2024)

Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by: Sepper, Otar
Published: (2026)

Capital-Allocation-Induced Risk Sharing
by: Chong, Wing Fung, et al.
Published: (2026)

Physical Climate Risk in Asset Management
by: Azzone, Michele, et al.
Published: (2025)

Multinomial Backtesting of Distortion Risk Measures
by: Bettels, Sören, et al.
Published: (2022)

Partial Law Invariance and Risk Measures
by: Shen, Yi, et al.
Published: (2024)

Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG
by: Dri, Emanuele, et al.
Published: (2025)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)

Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by: Hooda, Soumil, et al.
Published: (2024)

On the modeling assumptions of Historical Simulation for Value-at-Risk
by: Grelsson, Björn Löfdahl
Published: (2026)

On-Chain Credit Risk Score in Decentralized Finance
by: Ghosh, Rik, et al.
Published: (2024)

Model Aggregation for Risk Evaluation and Robust Optimization
by: Mao, Tiantian, et al.
Published: (2022)

A State-Dependent Dual Risk Model
by: Zhu, Lingjiong
Published: (2015)

Risk sharing, measuring variability, and distortion riskmetrics
by: Lauzier, Jean-Gabriel, et al.
Published: (2023)

Model Combination in Risk Sharing under Ambiguity
by: Kroell, Emma, et al.
Published: (2025)

Asymptotics of Sum of Heavy-tailed Risks with Copulas
by: Yang, Fan, et al.
Published: (2024)

The Merton's Default Risk Model for Public Company
by: Gankhuu, Battulga
Published: (2024)

Uncertainty Propagation and Dynamic Robust Risk Measures
by: Moresco, Marlon, et al.
Published: (2023)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)

A Motif-Based Framework for Decomposing Risk Spillovers
by: Shao, Ying-Hui, et al.
Published: (2026)

Tail-GAN: Learning to Simulate Tail Risk Scenarios
by: Cont, Rama, et al.
Published: (2022)