Risks, Volume 10, Issue 6

We introduce here a diffusion-type approximation of the ruin probability both in finite and infinite time for a two-dimensional risk process, where claims and premiums are shared with a predetermined proportion. This type of process is often called t...

Since December 2019 we have been living with the virus known as SARS-CoV-2, a situation which has led to health policies being given prevalence over economic ones and has caused a paralysis in the demand for raw materials for several months due to th...

There are numerous risks associated with mining and owning cryptocurrencies, and exploring and producing oil and natural gas are highly risky, costly, and controversial. A marriage of digital mining and exploring and producing oil and natural gas has...

This study quantifies the air quality impact on population mortality from an actuarial perspective, considering implications to the industry through the application of findings. The study focuses on the increase in mortality from air quality changes...

The objective of this paper is to analyze the volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 pandemic crisis using the DY model. Specifically, this study assesses the impact of the recent COVID-19 outbrea...

While previous academic research highlights the potential of machine learning and big data for predicting corporate bond recovery rates, the operations management challenge is to identify the relevant predictive variables and the appropriate model. I...

Research on cryptocurrencies has proliferated in recent years. Our research objective was to answer the question of whether macroeconomic news from the U.S. affects Bitcoin in the same way it affects other common investment assets such as gold, the S...

Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevit...

Online activity increasing spreads with the power of technological development. Many studies reported the impact of online activities on decision making. From the statistical perspective, decision making is related to statistical inference. In this r...

Faced with the need to adjust public pension systems to meet changing demographic, economic and social conditions, most developed countries have created government reserve funds to ensure macroeconomic sustainability. This paper aims to study the imp...