2021 October - 14 articles
In the view of the current discussion on how to regulate the emerging InsurTech companies, if at all, the author attempts to demonstrate that rather than automatically introducing new regulation, the principle of proportionality can, in most cases, h...
The aim of this paper is to deepen the application of value at risk in the cyber domain, with particular attention to its potential role in security investment valuation. Cyber risk is a fundamental component of the overall risk faced by any organiza...
Effective acquisition of funds, including European Union (EU) funds, designated for example, creating economic and social processes, may have a real impact on the elimination of the negative outcomes of the current position of the EU on the global sc...
The main task of the article is to examine the impact of the reported impairment of assets (IoA) on the market reaction of investors on the Warsaw Stock Exchange [WSE] in the crisis condition caused by the COVID-19 pandemic. There is a need to verify...
FinTech has been in the focus of discussion for quite some time. However, the market share of FinTech companies is still relatively small compared to that of more traditional financial services. The purpose of this paper is to analyse the status quo,...
The purpose of this study was to examine banks’ strategic adjustments to the challenges brought about by the COVID-19 pandemic. It examines how deep and pressing the necessary transformations are, based on an analysis of the banking sectors of Centra...
The concordance probability, also called the C-index, is a popular measure to capture the discriminatory ability of a predictive model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity mod...
Although technology trends and acceptance have been considered crucial topics, limited research has examined stress-specific factors such as health anxiety in the context of the COVID-19 pandemic based on people’s attitudes toward a mobile health app...
This paper addresses the problem of approximating the future value distribution of a large and heterogeneous life insurance portfolio which would play a relevant role, for instance, for solvency capital requirement valuations. Based on a metamodel, w...
In recent years, many companies have been issuing non-financial information which is used by a wide range of stakeholders in their decision-making processes. Considering the fact that such reports play an important role in financial markets, the info...
The aim of this paper is to provide a stochastic model useful for assessing the capital requirement for demographic risk in a framework coherent with the Solvency II Directive. The model extends to the market consistent context classical methodologie...
We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest t...
Purpose This paper aims to study the specifics of managing the risks of innovative activities during the implementation of the Sustainable Development Goals (SDGs) in entrepreneurship that is focused on the consumer market in countries with different...
This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set of European ESG ratings provided by Bloomberg to demonstrate that ESG disc...
