6 citations · 28 across the 12 of their papers we have counts for
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q-fin.RM2022
Nonparametric Value-at-Risk via Sieve Estimation
Philipp Ratz
Artificial Neural Networks (ANN) have been employed for a range of modelling and prediction tasks using financial data. However, evidence on their predictive performance, especiall…
q-fin.RM2021★ 3 cited
Collaborative Insurance Sustainability and Network Structure
Arthur Charpentier, Lariosse Kouakou, Matthias Löwe +2
The peer-to-peer (P2P) economy has been growing with the advent of the Internet, with well known brands such as Uber or Airbnb being examples thereof. In the insurance sector the a…