Buffett's warning on perils of volatility is well justified, argues Kaminski
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More Modelling articles
Vincent Kaminski explores the potential dangers lurking in oil markets
Flexible, martingale duality-based method provides reliable valuation
Towers Watson survey reveals over half of insurers do not project risk appetite
The predictive content of dynamic factor models in term structure modeling is evaluated and validated. Under a purely statistical data-driven approach, different sets of variables, estimation and forecasting...
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New areas for quant research are in abundance, but resources are not
Insurers seek an easier way to generate reports as regulations rise
North American shale boom and renewables growth underline importance
Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
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