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Journal of Risk Finance back issues
The Tale of the Tail: Extreme-Value the Tale of the Tail Patterns of Financial Returns
December 22, 2012... Abstract Purpose--The purpose of this paper is to give a review of the standard approaches to extreme value theory. Special focus on the tail of the distribution is underlined, in particular concerning the fat-tails phenomenon typical of financial returns. The core of the work is then...
Small Businesses and Risk Contingent Credit
December 22, 2012... Abstract Purpose--Firms facing significant income volatility can often suffer from downside risk such that return on assets is insufficient to meet fixed financial obligations. The purpose of this paper is to provide a prescriptive credit solution for small businesses facing exogenous income...
The Determinants of Frequency and Severity of Operational Losses in Tunisian Insurance Industry
December 22, 2012... Abstract Purpose--The purpose of this paper is to examine the determinants of operational losses in insurance companies. Design/methodology/approach--By using most common estimates of frequency and severity of losses that affected business-lines during 2009, the paper integrates a...
The Impact of Natural Hedging on a Life Insurer's Risk Situation
December 22, 2012... Abstract Purpose--Systematic mortality risk, i.e. the risk of unexpected changes in mortality and survival rates, can substantially impact a life insurers' risk and solvency situation. By using the "natural hedge" between life insurance and annuities, insurance companies have an effective...
Differences in the Risk Management Practices of Islamic versus Conventional Financial Institutions in Pakistan: An Empirical Study
March 22, 2013... Abstract Purpose--The purpose of this paper is to provide an insight into the differences in the risk management practices of Islamic financial institutions (IFI) and conventional financial institutions (CFI) in Pakistan. Design/methodology/approach The study makes use of primary data...