2 papers
q-fin.RM2025
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
Suparna Biswas, Rituparna Sen
Historically, financial risk management has mostly addressed risk factors that arise from the financial environment. Climate risks present a novel and significant challenge for com…
stat.ME2025
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
Suparna Biswas, Rituparna Sen
Left truncated and right censored data are encountered frequently in insurance loss data due to deductibles and policy limits. Risk estimation is an important task in insurance as…