On flood risk management across socio-economic environments

ON FLOOD RISK MANAGEMENT ACROSS SOCIO-ECONOMIC ENVIRONMENTS GESTIÓN DEL RIESGO POR INUNDACIONES EN PAÍSES CON DISTINTAS CARACTERÍSTICAS SOCIOECONÓMICAS Weihong Ni, Kira Henshaw, Wei Zhu, Jing Wang, Maoqi Hu, and Corina Constantinescu Date of reception: September 8ᵗʰ 2020 Date of acceptance: October 24ᵗʰ 2020 Abstract In this paper, we discuss the insuring of flood losses across socio-economicenvironments, by pooling their risk exposures at continental and global levels. G...
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Regresión cuantílica como punto de partida en los modelos predictivos para el riesgo

QUANTILE REGRESSION AS A STARTING POINT IN PREDICTIVE RISK MODELS REGRESIÓN CUANTÍLICA COMO PUNTO DE PARTIDA EN LOS MODELOS PREDICTIVOS PARA EL RIESGO Albert Pitarque, Ana María Pérez-Marín1, Montserrat Guillen Dept. Econometría, Riskcenter-IREA, Universidad de Barcelona Fecha de recepción: 1 de agosto de 2019 Fecha de aceptación: 23 de octubre de 2019 Abstract Given a risk level or tolerance, quantile regression is a predictive model that fits the corresponding percentile of the contin...
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A COMPARISON OF THE EXTREME VALUE THEORY AND GARCH MODELS IN TERMS OF RISK MEASURES

A COMPARISON OF THE EXTREME VALUE THEORY AND GARCH MODELS IN TERMS OF RISK MEASURES Ezgi Nevruz y Sule Sahin Artículo en Anales del Instituto de Actuarios Españoles 2018 Abstract In this paper, we apply extreme value theory (EVT) and time series models to eight developed and emerging stock markets published in the Morgan Stanley Capital International (MSCI) Index. Based on the Human Development Index (HDI) rankings, which are consistent with the MSCI index, we analyse Singapore, Spain,...
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