July 2021 - 18 articles
A comprehensive auto insurance policy usually provides the broadest protection for the most common events for which the policyholder would file a claim. On the other hand, some insurers offer extended third-party car insurance to adapt to the persona...
We investigate the performance of the Deep Hedging framework under training paths beyond the (finite dimensional) Markovian setup. In particular, we analyse the hedging performance of the original architecture under rough volatility models in view of...
Machine learning (ML) has revolutionised data analysis over the past decade. Like innumerous other industries heavily reliant on accurate information, banking supervision stands to benefit greatly from this technological advance. The objective of thi...
A synthesis of literature studies covering the determinants of agile project management methods, risk management processes as well as factors influencing the shaping of project success and failure clearly indicates that in most publications on risk i...
This study aims to conduct a bibliometric analysis of reputational risk and sustainability. The research was conducted using the Scopus database, which returned 88 publications published during 2001–2020, revealing that the amount of research output...
The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish co...
The need to assess the risks of the trustworthiness of counterparties is increasing every year. The identification of increasing cases of unfair behavior among counterparties only confirms the relevance of this topic. The existing work in the field o...
Over the last years, the agricultural sector has faced increasing risks related not only to production activities, but also to climate adversity and a higher frequency of extreme events. These factors, combined with increased price volatility in the...
The aim of the article is to identify the risk factors affecting bancassurance development in Poland. The development is understood here as a change of gross written premiums obtained through banks in Poland. The group of risk factors selected in a s...
Seismic performance and loss assessments are required in areas of Insurance, Finance and Public Policy. Providers are Structural Engineers and Risk Management Firms. There are no current procedures to evaluate the epistemic and aleatory uncertainties...
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