Risks, Volume 10, Issue 8

Government bonds are one of the safest and most attractive instruments in the investment portfolio for private investors and investment funds. Although bonds are perceived as an alternative to bank deposits, a number of macroeconomic factors influenc...

This paper describes the development of situational awareness models and applications to assess cybersecurity risks based on Annex ISO 27001:2013. The risk assessment method used is the direct testing method, namely audit, exercise and penetration te...

Due to the increasing interest in several markets in life annuity products with a guaranteed periodic benefit, the back-side effects of some features that may prove to be critical either for the provider or the customer should be better understood. I...

The COVID-19 crisis is unique in that it is caused by a pandemic and has created a special context for entrepreneurship in 2020. The motivation for this study is, firstly, to concretise and accurately quantify the impacts of the pandemic on entrepren...

The increasing rate at which IoT technologies are being developed has enabled smarter and innovative solutions in the sectors of health, energy, transportation, etc. Unfortunately, some inherent characteristics of these technologies are compromised t...

We construct a new age-specific mortality framework and implement an exemplar (DLGC) that provides an excellent fit to data from various countries and across long time periods while also providing accurate mortality forecasts by projecting parameters...

The present paper is focused on the solution of optimal control problems such as optimal acquisition, optimal liquidation, and market making in relation to the high-frequency trading market. We have modeled optimal control problems with the price app...

Our research focuses on investment initiatives. The perceived risks are analysed from the consumer’s viewpoint, i.e., the client’s perspective, from the standpoint of the project. In the literature, there are several risk interpretations...

This study investigates the application of orthogonal generalized auto-regressive conditional heteroscedasticity (OGARCH) in predicting the co-movement of banking sector stocks in Indonesia. All state-owned banking sector stocks in Indonesia were stu...

Debt finance, when considered a source of finance, always leads to financial risk; however, it is also considered a source of increased profitability in the normal business scenario. It has always been challenging to find the correct debt equity comb...