Journal of Risk最新文献_第4页

Modeling maxima with a regime-switching Fréchet model 用状态切换fracimet模型建模最大值

IF 0.7 4区经济学

Journal of Risk Pub Date : 2022-01-01 DOI: 10.21314/jor.2022.045

Keqi Tan, Yu Chen, Pengzhan Chen

引用次数: 0

Explainable artificial intelligence for credit scoring in banking 银行信用评分中可解释的人工智能

IF 0.7 4区经济学

Journal of Risk Pub Date : 2022-01-01 DOI: 10.21314/jor.2022.046

Borger Melsom, Christian Bakke Vennerød, P. D. de Lange, Lars Ole Hjelkrem, Sjur Westgaard

引用次数: 4

Procyclicality Control in Risk-based Margin Models 基于风险的保证金模型中的顺周期性控制

IF 0.7 4区经济学

Journal of Risk Pub Date : 2021-02-17 DOI: 10.21314/jor.2021.010

Lauren W. Wong, Yang Zhang

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引用次数: 4

A review of the foreign exchange base currency approach under the standardized approach of the Fundamental Review of the Trading Book and issues related to the pegged reporting currency 在《交易帐簿基本审查》的标准化方法下对外汇基准货币方法的审查以及与挂钩报告货币有关的问题

IF 0.7 4区经济学

Journal of Risk Pub Date : 2021-02-17 DOI: 10.21314/JOR.2020.450

T. Yu

引用次数: 0

Body and tail: an automated tail-detecting procedure 身体和尾巴：一种自动的尾巴检测程序

IF 0.7 4区经济学

Journal of Risk Pub Date : 2021-01-15 DOI: 10.21314/JOR.2020.447

Ingo Hoffmann, Christoph J. Börner

引用次数: 3

Standard errors of risk and performance estimators for serially dependent returns 序列相关收益的风险和绩效估计的标准误差