Economics & Finance · Interdisciplinary & Society
Risk Management
The newest papers in Risk Management that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
82 papers, from 7 September 2026 to 4 November 2026: 82 arXiv preprints.
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Newest papers
Exponential Seniority Weighting Chain-Ladder Reserving
We develop a tractable state-space version of the chain-ladder model.Credibility Clustering for Experience Rating: An Automated Approach to Risk Group Allocation in Group Life Insurance
In insurance, experience rating plays a crucial role in mitigating adverse selection by adjusting premiums according to historical claims experience.Interpretable Allocation and Model-Predictive Rebalancing of Equity Portfolios, Tested on Real and Synthetic Markets
A live equity portfolio poses three problems: which stocks to hold, when to trade, and whether the strategy holds up beyond the observed market.Robust distortion riskmetrics over Bregman--Wasserstein balls and their intersections
We study the worst-case values of distortion riskmetrics over Bregman--Wasserstein balls around a reference distribution.The Laplace transform of the time of ruin in the Cramér--Lundberg model with Erlang $E_2(μ)$ claims: spectrum, exact moments and matrix reduction
We study the Laplace transform of the time of ruin in the classical Cramér--Lundberg model with claims having an Erlang distribution of shape parameter 2.Approximate clearing in financial networks with credit default swaps: hardness thresholds, a box algorithm, barriers, and exact solvency at bounded degree
We study approximate clearing in financial networks with credit default swaps.Quantifying Repair Risk in Crypto Option Surfaces
Option desks adjust crypto option quotes into price surfaces that remain within bid-ask intervals and satisfy standard no-arbitrage restrictions across strikes before computing Greeks, hedge…Robust distortion riskmetrics under symmetry, unimodality, and Wasserstein constraints
We study worst-case distortion riskmetrics over symmetric distributions with prescribed mean and variance in a Wasserstein ball around a reference distribution.RiskReason: A Benchmark for Verifiable Financial Risk Reasoning
Robust financial-risk inference requires more than mathematical correctness.Expected shortfall estimation and capital coverage under overlapping scenarios
Expected shortfall (ES) is routinely estimated from a short sample of profit-and-loss (P&L) scenarios built from overlapping multi-day returns, while the non-parametric estimators applied to such…When is the deepest drawdown also the longest?
Does the deepest drawdown take the longest to recover?Information Flow and Market Risk: Transformer-Based Evidence on Sentiment and Volatility Dynamics
This study examines whether transformer-based financial news sentiment improves equity volatility forecasts beyond conventional market-based predictors.Risk measures for infinite-server queues driven by a Cox-BESQ process
This paper introduces a model for infinite-server queues driven by a Cox process with stochastic intensity given by a squared Bessel (BESQ) process.An Application of Geometric Riemannian Pricing Algorithm for Valuing Catastrophe Bonds in Incomplete Markets: Market-Consistent Financial Entropy and the Split of Frequency and Severity Risk Premia
This paper presents a framework for pricing catastrophe (CAT) bonds in incomplete markets through Riemannian geometric optimization of financial entropy.CADENCE: Distributional Next-Transaction Forecasting for Business Cash-Flow Underwriting
Recurring cash flows are the backbone of cash-flow underwriting: they separate durable revenue from one-off deposits, expose standing obligations, and ultimately determine ability to pay.Decorrelating the Advice Layer: A Calibrated Fragility Metric and Tested Mitigations for Synchronized Liquidation in Agentic Wealth Management
Conversational AI agents are turning wealth management into a continuous loop of market analysis, allocation, risk checks and execution, run for millions of clients on a handful of foundation models.Optimal portfolio choice under green transition timing risk
We study an investor's optimal portfolio choice problem when they account for the impact of a possible future green transition, whose timing is uncertain.Risk Adequacy and Anti-Discrimination in Insurance Pricing: Classification, Aggregation, and Transfers
Insurance tariffs must reconcile risk-based pricing, portfolio coverage, and anti-discrimination requirements.Optimal collective investment under regulatory uncertainty
We study optimal collective investment subject to a Value-at-Risk (VaR)-type constraint that accounts for uncertainty about future regulatory requirements.Multichoice Modeling: Exploring Decision Configuration Space under Uncertainty
Decision support has become sophisticated at exploring uncertainty, but much less so at representing the architecture of the decision itself.