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, page 4
Multi-Agent AI Architecture for Regulated Insurers: A generic AI framework under Solvency II and the AI Act in Austria and Germany
This paper proposes a formal multi-agent architecture for implementing enterprise AI in regulated insurance firms, integrating economic theory with institutional design.Weighted universal Value-at-Risk Superadditivity for discrete distributions
The concept of weighted universal Value-at-Risk superadditivity (WUVS) was recently introduced by Chen et al. (2026) as a generalization of the question whether for some infinite mean distributions…A Practical Guide on Graphical Model Validation
This manuscript formalizes the most popular model validation tools used in general insurance actuarial modeling.Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting
Volatility forecasts play a central role in financial risk management because their overall level and day-to-day movements affect downstream decisions.Local Weak Limits for Equilibrium and Risk in Economic Networks
We study equilibrium and risk evaluation in large sparse economic networks with heterogeneous responses, shocks, and bilateral exposures.The Informational Content in Lepto-Variance and Its Relation to Higher Moments
Lepto-regression is defined as the machine learning process of constructing a Regression Tree of a target feature on itself.Risk diversification for infinitely divisible distributions
In this paper, we study the diversification properties of convex combinations of iid random variables with infinitely divisible distributions.On Control of Drawdown: Robust Invariance and Optimality
Mitigating \emph{drawdown}, the decline in wealth from its running peak, presents a canonical problem in path-dependent risk control.Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework
We study optimal stopping under dynamic risk measures with simultaneous ambiguity in the probability model and the discount rate.Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm
Catastrophe (cat) bonds overcome some lack of reinsurance by sourcing capacity from the wider capital markets.Reproducibility is not construct validity: LLM measurement of institutionally situated communication
High annotation reproducibility does not necessarily imply that an LLM-inferred measure captures the construct it is intended to measure.Quantifying the 2027 Solvency II Risk Margin Reform
The 2027 Solvency II reform recalibrates the Risk Margin by reducing the prescribed cost-of-capital rate from 6% to 4.75% and introducing a time-dependent attenuation of future Solvency Capital…Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data
Advancements in data fusion and real-time analytics technologies have opened new avenues for addressing complex domain challenges.CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets
Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management.AI Assisted Workflow Optimization and Automation
Against the backdrop of digital transformation and stricter regulation, enterprise compliance work demands higher efficiency and accuracy.Towards foundation models for insurance risk modelling
Claim narratives, images and sensor data contain information about insured risks that is difficult to use through existing actuarial models.Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance
Special Markowitz (SM) regularises returns and covariance jointly, relative to a reference state (mu_ref, Sigma_ref).Diffusion models for dynamic volatility surface generation and data-driven hedging
We develop a diffusion-model framework for dynamic implied-volatility surface generation and evaluate its economic usefulness through data-driven hedging.Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes
Modeling the joint distribution of extreme values in high-dimensional financial time series is challenging because extremes are sparse and locally extreme observations are not necessarily extreme…Entropic Value-at-Risk parity for tempered stable returns
We develop Entropic Value-at-Risk (EVaR) parity for tempered stable returns.