Risks Journal Issues 28 Research Articles in September 2019 Edition

BASEL, Switzerland, Sept. 27 -- Risks, a peer-reviewed open access journal for research and studies on insurance and financial risk management, published 28 research articles on the following topics in its September 2019 edition:

* Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?

* Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures

* Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification

* Coherent-Price Systems and Uncertainty-Neutral Valuation

* De Finetti's Control Problem with Parisian Ruin for Spectrally Negative Levy Processes

* DeepTriangle: A Deep Learning Approach to Loss Reserving

* Drivers of Old-Age Dependence and Long-Term Care Usage in Switzerland--A Structural Equation Model Approach

* Hospital Proximity and Mortality in Australia

* Individual Loss Reserving Using a Gradient Boosting-Based Approach

* LIBOR Fallback and Quantitative Finance

* Liquidity Risk Drivers and Bank Business Models

* Logarithmic Asymptotics for Probability of Component-Wise Ruin in a Two-Dimensional Brownian Model

* Loss Reserving Models: Granular and Machine Learning Forms

* Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation

* Nash Bargaining Over Margin Loans to Kelly Gamblers

* On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes

* On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study

* Optimal Risk Budgeting under a Finite Investment Horizon

* Optimal Stopping and Utility in a Simple Modelof Unemployment Insurance

* Parametric Conditions of High Financial Risk in the SME Sector

* Penalising Unexplainability in Neural Networks for Predicting Payments per Claim Incurred

* Persistence of Bank Credit Default Swap Spreads

* Potential Densities for Taxed Spectrally Negative Levy Risk Processes

* Premium Risk Net of Reinsurance: From Short-Term to Medium-Term Assessment

* Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit

* Special Issue "Risk, Ruin and Survival: Decision Making in Insurance and Finance"

* The Time-Spatial Dimension of Eurozone Banking Systemic Risk

* Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages

The September 2019 edition of the Risks Journal can be viewed at https://www.mdpi.com/2227-9091/7/3. The journal is published by Molecular Diversity Preservation International and Multidisciplinary Digital Publishing Institute.